PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Ford Motor Company (0P4F.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS3453708600
SectorConsumer Cyclical
IndustryAuto Manufacturers

Highlights

Market Cap$71.64B
Year Range$9.33 - $14.85

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Ford Motor Company

Popular comparisons: 0P4F.L vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Ford Motor Company, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%FebruaryMarchAprilMayJuneJuly
83.03%
393.67%
0P4F.L (Ford Motor Company)
Benchmark (^GSPC)

S&P 500

Returns By Period

Ford Motor Company had a return of 16.25% year-to-date (YTD) and 4.06% in the last 12 months. Over the past 10 years, Ford Motor Company had an annualized return of 2.76%, while the S&P 500 had an annualized return of 10.91%, indicating that Ford Motor Company did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date16.25%16.48%
1 month18.81%1.67%
6 months26.49%14.21%
1 year4.06%21.98%
5 years (annualized)11.32%13.13%
10 years (annualized)2.76%10.91%

Monthly Returns

The table below presents the monthly returns of 0P4F.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.32%5.26%6.68%-6.83%-1.96%4.35%16.25%
202316.62%-8.30%3.16%-3.82%1.56%25.87%-12.14%-7.67%3.70%-18.28%1.87%19.20%13.23%
2022-1.99%-11.42%-2.94%-13.78%-7.07%-17.31%26.89%8.15%-25.24%17.04%2.55%-16.01%-42.26%
202121.00%10.08%4.32%-6.54%0.43%0.00%21.65%-6.76%9.16%20.80%12.67%5.58%132.07%
2020-3.84%-22.20%-25.23%0.62%11.13%5.73%10.14%3.46%-3.21%16.21%17.77%-2.77%-2.95%
201913.00%2.93%-0.00%20.07%-9.87%8.97%-3.79%-4.96%-0.65%-1.98%2.76%2.67%28.85%
2018-6.16%-3.24%0.93%7.21%0.52%-2.52%-6.72%-3.72%-6.62%-1.67%4.63%-18.37%-32.18%
20170.00%-9.55%-0.03%-4.35%2.27%0.00%-2.30%10.72%3.37%-1.96%-3.03%
2016-16.07%0.31%13.72%5.90%-4.49%-7.64%4.36%-1.59%-3.60%-1.78%3.01%7.95%-3.29%
2015-3.28%11.30%-0.99%-1.52%-3.04%-2.19%0.65%-8.70%-1.60%11.54%-2.72%-0.94%-3.25%
2014-3.75%2.96%-1.32%7.94%1.29%4.70%0.45%3.41%-18.97%-0.63%8.01%0.05%1.17%
20130.00%13.77%16.36%-5.53%10.89%-3.51%7.73%-1.13%-8.05%31.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 0P4F.L is 49, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 0P4F.L is 4949
0P4F.L (Ford Motor Company)
The Sharpe Ratio Rank of 0P4F.L is 5252Sharpe Ratio Rank
The Sortino Ratio Rank of 0P4F.L is 4646Sortino Ratio Rank
The Omega Ratio Rank of 0P4F.L is 4545Omega Ratio Rank
The Calmar Ratio Rank of 0P4F.L is 5050Calmar Ratio Rank
The Martin Ratio Rank of 0P4F.L is 5151Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Ford Motor Company (0P4F.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


0P4F.L
Sharpe ratio
The chart of Sharpe ratio for 0P4F.L, currently valued at 0.11, compared to the broader market-2.00-1.000.001.002.003.000.11
Sortino ratio
The chart of Sortino ratio for 0P4F.L, currently valued at 0.38, compared to the broader market-4.00-2.000.002.004.000.38
Omega ratio
The chart of Omega ratio for 0P4F.L, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for 0P4F.L, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for 0P4F.L, currently valued at 0.23, compared to the broader market-30.00-20.00-10.000.0010.0020.000.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-2.00-1.000.001.002.003.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-4.00-2.000.002.004.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market-30.00-20.00-10.000.0010.0020.007.44

Sharpe Ratio

The current Ford Motor Company Sharpe ratio is 0.11. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Ford Motor Company with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.11
1.99
0P4F.L (Ford Motor Company)
Benchmark (^GSPC)

Dividends

Dividend History

Ford Motor Company granted a 3.21% dividend yield in the last twelve months. The annual payout for that period amounted to $0.45 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.45$0.60$0.50$0.10$0.15$0.60$0.60$0.60$0.70$0.60$0.50$0.40

Dividend yield

3.21%4.86%4.37%0.49%1.69%6.47%7.80%5.00%5.37%4.21%3.26%2.56%

Monthly Dividends

The table displays the monthly dividend distributions for Ford Motor Company. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.30
2023$0.00$0.15$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.60
2022$0.10$0.00$0.00$0.10$0.00$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.50
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.10
2020$0.15$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2019$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.60
2018$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.60
2017$0.15$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.60
2016$0.25$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.70
2015$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.60
2014$0.13$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.50
2013$0.10$0.00$0.10$0.00$0.10$0.00$0.10$0.00$0.00$0.40

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%3.2%
Ford Motor Company has a dividend yield of 3.21%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%46.4%
Ford Motor Company has a payout ratio of 46.40%, which is quite average when compared to the overall market. This suggests that Ford Motor Company strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-39.46%
-1.97%
0P4F.L (Ford Motor Company)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Ford Motor Company. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Ford Motor Company was 90.44%, occurring on Nov 24, 2008. Recovery took 161 trading sessions.

The current Ford Motor Company drawdown is 39.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.44%Feb 14, 200578Nov 24, 2008161Mar 18, 2010239
-69.63%Aug 13, 2015633Mar 23, 2020334Jul 30, 2021967
-61.82%Jan 14, 201179Aug 24, 2011251Jul 18, 2014330
-59.1%Jan 14, 2022450Nov 10, 2023
-32.28%Apr 27, 201024Jun 29, 201037Nov 4, 201061

Volatility

Volatility Chart

The current Ford Motor Company volatility is 8.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
8.42%
2.94%
0P4F.L (Ford Motor Company)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Ford Motor Company over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

P/E Ratio

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Ford Motor Company.


Loading data...

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items