TTWO vs. NWS
TTWO (Take-Two Interactive Software, Inc.) and NWS (News Corporation) are both stocks. Both are in the Communication Services sector — TTWO in Electronic Gaming & Multimedia, NWS in Broadcasting. Over the past 10 years, TTWO returned 21.03%/yr vs 10.68%/yr for NWS. At a 0.29 correlation, their price movements are largely independent.
Performance
TTWO vs. NWS - Performance Comparison
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Returns By Period
In the year-to-date period, TTWO achieves a -5.23% return, which is significantly lower than NWS's -4.14% return. Over the past 10 years, TTWO has outperformed NWS with an annualized return of 21.03%, while NWS has yielded a comparatively lower 10.68% annualized return.
TTWO
- 1D
- 1.28%
- 1M
- 6.63%
- YTD
- -5.23%
- 6M
- -2.64%
- 1Y
- 0.43%
- 3Y*
- 19.59%
- 5Y*
- 6.75%
- 10Y*
- 21.03%
NWS
- 1D
- 1.36%
- 1M
- -4.65%
- YTD
- -4.14%
- 6M
- -5.32%
- 1Y
- -14.13%
- 3Y*
- 15.04%
- 5Y*
- 4.11%
- 10Y*
- 10.68%
TTWO vs. NWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTWO Take-Two Interactive Software, Inc. | -5.23% | 39.09% | 14.37% | 54.57% | -41.41% | -14.47% | 69.72% | 18.93% | -6.23% | 122.72% |
NWS News Corporation | -4.14% | -2.01% | 19.18% | 41.02% | -17.20% | 27.73% | 24.46% | 27.44% | -29.47% | 42.83% |
Correlation
The correlation between TTWO and NWS is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2013 | 0.29 |
The correlation between TTWO and NWS shifts across timeframes, from 0.23 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TTWO:
$44.96B
NWS:
$15.89B
TTWO:
-$1.62
NWS:
$1.85
TTWO:
6.69
NWS:
1.83
TTWO:
12.81
NWS:
1.85
TTWO:
$6.66B
NWS:
$8.80B
TTWO:
$3.81B
NWS:
$1.23B
TTWO:
$850.50M
NWS:
$826.00M
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Return for Risk
TTWO vs. NWS — Risk / Return Rank
TTWO
NWS
TTWO vs. NWS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Take-Two Interactive Software, Inc. (TTWO) and News Corporation (NWS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TTWO | NWS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.92 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | -0.53 | +0.54 |
| Martin ratioReturn relative to average drawdown | 0.03 | -0.98 | +1.01 |
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Drawdowns
TTWO vs. NWS - Drawdown Comparison
The maximum TTWO drawdown since its inception was -80.85%, which is greater than NWS's maximum drawdown of -51.84%. Use the drawdown chart below to compare losses from any high point for TTWO and NWS.
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Drawdown Indicators
| TTWO | NWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.85% | -51.84% | -29.01% |
Max Drawdown (1Y)Largest decline over 1 year | -27.68% | -26.84% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -27.68% | -26.84% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -51.50% | -37.40% | -14.10% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | -51.84% | -4.30% |
Current DrawdownCurrent decline from peak | -7.49% | -18.99% | +11.50% |
Average DrawdownAverage peak-to-trough decline | -27.78% | -16.21% | -11.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.94% | 14.50% | -1.56% |
Volatility
TTWO vs. NWS - Volatility Comparison
Take-Two Interactive Software, Inc. (TTWO) has a higher volatility of 11.45% compared to News Corporation (NWS) at 8.35%. This indicates that TTWO's price experiences larger fluctuations and is considered to be riskier than NWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTWO | NWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.45% | 8.35% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 25.10% | 18.80% | +6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.29% | 25.12% | +5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.42% | 27.72% | +4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.08% | 29.63% | +4.45% |
Dividends
TTWO vs. NWS - Dividend Comparison
TTWO has not paid dividends to shareholders, while NWS's dividend yield for the trailing twelve months is around 0.71%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NWS News Corporation | 0.71% | 0.67% | 0.66% | 0.78% | 1.08% | 0.89% | 1.13% | 1.38% | 1.73% | 1.20% | 1.69% | 0.72% |
TTWO Take-Two Interactive Software, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
TTWO vs. NWS - Financials Comparison
This section allows you to compare key financial metrics between Take-Two Interactive Software, Inc. and News Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TTWO and NWS have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTWO has higher volatility (11.45%) compared to NWS (8.35%). In terms of maximum drawdown, TTWO dropped -80.85% vs NWS's -51.84%.
TTWO currently has the higher Sharpe Ratio (0.01 vs -0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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