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STT vs. NXST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


STTNXST
YTD Return24.91%9.37%
1Y Return39.99%14.69%
3Y Return (Ann)1.47%1.97%
5Y Return (Ann)8.87%13.38%
10Y Return (Ann)5.04%15.93%
Sharpe Ratio1.980.43
Sortino Ratio2.750.81
Omega Ratio1.351.10
Calmar Ratio1.420.47
Martin Ratio9.381.88
Ulcer Index4.44%7.82%
Daily Std Dev20.98%34.39%
Max Drawdown-82.26%-96.66%
Current Drawdown-2.72%-16.79%

Fundamentals


STTNXST
Market Cap$27.91B$5.22B
EPS$6.38$17.23
PE Ratio14.929.76
PEG Ratio0.640.59
Total Revenue (TTM)$19.22B$5.22B
Gross Profit (TTM)$18.77B$2.98B
EBITDA (TTM)$1.11B$1.96B

Correlation

-0.50.00.51.00.3

The correlation between STT and NXST is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

STT vs. NXST - Performance Comparison

In the year-to-date period, STT achieves a 24.91% return, which is significantly higher than NXST's 9.37% return. Over the past 10 years, STT has underperformed NXST with an annualized return of 5.04%, while NXST has yielded a comparatively higher 15.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.53%
-1.54%
STT
NXST

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Risk-Adjusted Performance

STT vs. NXST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Corporation (STT) and Nexstar Media Group, Inc. (NXST). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


STT
Sharpe ratio
The chart of Sharpe ratio for STT, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.91
Sortino ratio
The chart of Sortino ratio for STT, currently valued at 2.66, compared to the broader market-4.00-2.000.002.004.006.002.66
Omega ratio
The chart of Omega ratio for STT, currently valued at 1.34, compared to the broader market0.501.001.502.001.34
Calmar ratio
The chart of Calmar ratio for STT, currently valued at 1.37, compared to the broader market0.002.004.006.001.37
Martin ratio
The chart of Martin ratio for STT, currently valued at 9.01, compared to the broader market0.0010.0020.0030.009.01
NXST
Sharpe ratio
The chart of Sharpe ratio for NXST, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.43
Sortino ratio
The chart of Sortino ratio for NXST, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.006.000.81
Omega ratio
The chart of Omega ratio for NXST, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for NXST, currently valued at 0.47, compared to the broader market0.002.004.006.000.47
Martin ratio
The chart of Martin ratio for NXST, currently valued at 1.88, compared to the broader market0.0010.0020.0030.001.88

STT vs. NXST - Sharpe Ratio Comparison

The current STT Sharpe Ratio is 1.98, which is higher than the NXST Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of STT and NXST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.91
0.43
STT
NXST

Dividends

STT vs. NXST - Dividend Comparison

STT's dividend yield for the trailing twelve months is around 3.00%, less than NXST's 4.07% yield.


TTM20232022202120202019201820172016201520142013
STT
State Street Corporation
3.00%3.41%3.09%2.34%2.86%2.50%2.82%1.64%1.85%1.99%1.48%1.42%
NXST
Nexstar Media Group, Inc.
4.07%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%1.16%0.86%

Drawdowns

STT vs. NXST - Drawdown Comparison

The maximum STT drawdown since its inception was -82.26%, smaller than the maximum NXST drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for STT and NXST. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.72%
-16.79%
STT
NXST

Volatility

STT vs. NXST - Volatility Comparison

The current volatility for State Street Corporation (STT) is 6.86%, while Nexstar Media Group, Inc. (NXST) has a volatility of 15.61%. This indicates that STT experiences smaller price fluctuations and is considered to be less risky than NXST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
6.86%
15.61%
STT
NXST

Financials

STT vs. NXST - Financials Comparison

This section allows you to compare key financial metrics between State Street Corporation and Nexstar Media Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items