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

Correlation

The correlation between THG and NXST is 0.29, 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.


-0.50.00.51.00.3

Performance

THG vs. NXST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hanover Insurance Group, Inc. (THG) and Nexstar Media Group, Inc. (NXST). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
21.46%
-6.20%
THG
NXST

Key characteristics

Sharpe Ratio

THG:

1.16

NXST:

-0.09

Sortino Ratio

THG:

1.83

NXST:

0.09

Omega Ratio

THG:

1.20

NXST:

1.01

Calmar Ratio

THG:

1.47

NXST:

-0.10

Martin Ratio

THG:

5.42

NXST:

-0.26

Ulcer Index

THG:

4.63%

NXST:

10.11%

Daily Std Dev

THG:

21.53%

NXST:

30.05%

Max Drawdown

THG:

-90.06%

NXST:

-96.66%

Current Drawdown

THG:

-2.05%

NXST:

-21.48%

Fundamentals

Market Cap

THG:

$5.84B

NXST:

$4.76B

EPS

THG:

$11.68

NXST:

$17.53

PE Ratio

THG:

13.93

NXST:

8.75

PEG Ratio

THG:

-23.25

NXST:

0.48

Total Revenue (TTM)

THG:

$4.65B

NXST:

$3.92B

Gross Profit (TTM)

THG:

$4.16B

NXST:

$1.86B

EBITDA (TTM)

THG:

$130.30M

NXST:

$1.55B

Returns By Period

In the year-to-date period, THG achieves a 5.17% return, which is significantly higher than NXST's -1.74% return. Over the past 10 years, THG has underperformed NXST with an annualized return of 11.80%, while NXST has yielded a comparatively higher 13.86% annualized return.


THG

YTD

5.17%

1M

4.08%

6M

22.09%

1Y

22.75%

5Y*

5.95%

10Y*

11.80%

NXST

YTD

-1.74%

1M

1.55%

6M

-4.43%

1Y

-7.89%

5Y*

6.80%

10Y*

13.86%

*Annualized

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Risk-Adjusted Performance

THG vs. NXST — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

THG
The Risk-Adjusted Performance Rank of THG is 7878
Overall Rank
The Sharpe Ratio Rank of THG is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of THG is 7575
Sortino Ratio Rank
The Omega Ratio Rank of THG is 6969
Omega Ratio Rank
The Calmar Ratio Rank of THG is 8585
Calmar Ratio Rank
The Martin Ratio Rank of THG is 8181
Martin Ratio Rank

NXST
The Risk-Adjusted Performance Rank of NXST is 3737
Overall Rank
The Sharpe Ratio Rank of NXST is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of NXST is 3333
Sortino Ratio Rank
The Omega Ratio Rank of NXST is 3333
Omega Ratio Rank
The Calmar Ratio Rank of NXST is 3838
Calmar Ratio Rank
The Martin Ratio Rank of NXST is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

THG vs. NXST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hanover Insurance Group, Inc. (THG) 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.


Sharpe ratio
The chart of Sharpe ratio for THG, currently valued at 1.16, compared to the broader market-2.000.002.004.001.16-0.09
The chart of Sortino ratio for THG, currently valued at 1.83, compared to the broader market-6.00-4.00-2.000.002.004.006.001.830.09
The chart of Omega ratio for THG, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.01
The chart of Calmar ratio for THG, currently valued at 1.47, compared to the broader market0.002.004.006.001.47-0.10
The chart of Martin ratio for THG, currently valued at 5.42, compared to the broader market-10.000.0010.0020.0030.005.42-0.26
THG
NXST

The current THG Sharpe Ratio is 1.16, which is higher than the NXST Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of THG 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.16
-0.09
THG
NXST

Dividends

THG vs. NXST - Dividend Comparison

THG's dividend yield for the trailing twelve months is around 2.12%, less than NXST's 4.52% yield.


TTM20242023202220212020201920182017201620152014
THG
The Hanover Insurance Group, Inc.
2.12%2.23%2.70%2.26%2.17%2.27%7.10%1.90%1.89%2.07%2.08%2.13%
NXST
Nexstar Media Group, Inc.
4.52%4.28%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%1.16%

Drawdowns

THG vs. NXST - Drawdown Comparison

The maximum THG drawdown since its inception was -90.06%, smaller than the maximum NXST drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for THG and NXST. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.05%
-21.48%
THG
NXST

Volatility

THG vs. NXST - Volatility Comparison

The Hanover Insurance Group, Inc. (THG) has a higher volatility of 8.18% compared to Nexstar Media Group, Inc. (NXST) at 4.66%. This indicates that THG's price experiences larger fluctuations and is considered to be riskier 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%SeptemberOctoberNovemberDecember2025February
8.18%
4.66%
THG
NXST

Financials

THG vs. NXST - Financials Comparison

This section allows you to compare key financial metrics between The Hanover Insurance Group, Inc. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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