WLY vs. NWSA

Last updated Jun 24, 2026

WLY (John Wiley & Sons) and NWSA (News Corporation) are both stocks. Both are in the Communication Services sector — WLY in Publishing, NWSA in Broadcasting. Over the past 3 years, WLY returned 16.79%/yr vs 10.89%/yr for NWSA. At a 0.44 correlation, their price movements are largely independent.

Performance

WLY vs. NWSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Wiley & Sons (WLY) and News Corporation (NWSA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WLY achieves a 44.79% return, which is significantly higher than NWSA's -3.96% return.

WLY

• 1D: -2.33%
• 1M: 3.78%
• YTD: 44.79%
• 6M: 43.61%
• 1Y: 4.02%
• 3Y*: 16.79%
• 5Y*: —
• 10Y*: —

NWSA

• 1D: 1.50%
• 1M: -3.51%
• YTD: -3.96%
• 6M: -4.98%
• 1Y: -12.79%
• 3Y*: 10.89%
• 5Y*: 0.44%
• 10Y*: 9.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WLY vs. NWSA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WLY John Wiley & Sons	44.79%	-27.22%	42.19%	-17.53%	-22.85%
NWSA News Corporation	-3.96%	-4.48%	13.03%	36.41%	-17.36%

Correlation

The correlation between WLY and NWSA is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (All Time) Calculated using the full available price history since Apr 1, 2022	0.44

The correlation between WLY and NWSA shifts across timeframes, from 0.29 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap WLY : $2.34B NWSA : $14.03B
EPS WLY : $4.15 NWSA : $2.97
PE Ratio WLY : 10.58 NWSA : 8.41
PEG Ratio WLY : 0.09 NWSA : 0.08
PS Ratio WLY : 1.40 NWSA : 1.57
PB Ratio WLY : 0.90 NWSA : 1.63
Total Revenue (TTM) WLY : $1.68B NWSA : $9.03B
Gross Profit (TTM) WLY : $1.25B NWSA : $3.15B
EBITDA (TTM) WLY : $258.93M NWSA : $951.00M

Return for Risk

WLY vs. NWSA — Risk / Return Rank

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

WLY

WLY Risk / Return Rank: 44
WLY Sharpe Ratio Rank: 47
WLY Sortino Ratio Rank: 42
WLY Omega Ratio Rank: 42
WLY Calmar Ratio Rank: 45
WLY Martin Ratio Rank: 45

NWSA

NWSA Risk / Return Rank: 22
NWSA Sharpe Ratio Rank: 19
NWSA Sortino Ratio Rank: 19
NWSA Omega Ratio Rank: 19
NWSA Calmar Ratio Rank: 27
NWSA Martin Ratio Rank: 25

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WLY vs. NWSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Wiley & Sons (WLY) and News Corporation (NWSA). 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.

	WLY	NWSA	Difference
Sharpe ratio: Return per unit of total volatility	0.12	-0.52	+0.64
Sortino ratio: Return per unit of downside risk	0.42	-0.58	+1.01
Omega ratio: Gain probability vs. loss probability	1.05	0.93	+0.13
Calmar ratio: Return relative to maximum drawdown	0.12	-0.46	+0.58
Martin ratio: Return relative to average drawdown	0.22	-0.85	+1.08

WLY vs. NWSA - Sharpe Ratio Comparison

The current WLY Sharpe Ratio is 0.12, which is higher than the NWSA Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of WLY and NWSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WLY vs. NWSA - Drawdown Comparison

The maximum WLY drawdown since its inception was -43.95%, smaller than the maximum NWSA drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for WLY and NWSA.

Drawdown Indicators

	WLY	NWSA	Difference
Max Drawdown Largest peak-to-trough decline	-43.95%	-51.91%	+7.96%
Max Drawdown (1Y) Largest decline over 1 year	-34.42%	-27.81%	-6.61%
Max Drawdown (3Y) Largest decline over 3 years	-43.27%	-27.81%	-15.46%
Max Drawdown (5Y) Largest decline over 5 years	—	-41.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-50.63%	—
Current Drawdown Current decline from peak	-12.62%	-19.16%	+6.54%
Average Drawdown Average peak-to-trough decline	-22.69%	-18.27%	-4.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.26%	14.98%	+3.28%

Volatility

WLY vs. NWSA - Volatility Comparison

John Wiley & Sons (WLY) has a higher volatility of 9.31% compared to News Corporation (NWSA) at 8.00%. This indicates that WLY's price experiences larger fluctuations and is considered to be riskier than NWSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WLY	NWSA	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.31%	8.00%	+1.31%
Volatility (6M) Calculated over the trailing 6-month period	24.28%	18.64%	+5.64%
Volatility (1Y) Calculated over the trailing 1-year period	33.99%	24.61%	+9.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.53%	27.25%	+7.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.53%	29.37%	+5.16%

Dividends

WLY vs. NWSA - Dividend Comparison

WLY's dividend yield for the trailing twelve months is around 3.23%, more than NWSA's 0.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NWSA News Corporation	0.80%	0.77%	0.73%	0.81%	1.10%	0.90%	1.11%	1.41%	1.76%	1.23%	1.75%	0.75%
WLY John Wiley & Sons	3.23%	4.63%	3.22%	4.40%	3.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both WLY and NWSA in my portfolio?

WLY and NWSA have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WLY or NWSA?

WLY has higher volatility (9.31%) compared to NWSA (8.00%). In terms of maximum drawdown, WLY dropped -43.95% vs NWSA's -51.91%.

Which has better risk-adjusted returns?

WLY currently has the higher Sharpe Ratio (0.12 vs -0.52), 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.