PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Phoenix New Media Limited (FENG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US71910C1036

CUSIP

71910C103

Sector

Communication Services

IPO Date

May 12, 2011

Highlights

Market Cap

$32.97M

EPS (TTM)

-$0.53

PEG Ratio

-96.83

Total Revenue (TTM)

$485.59M

Gross Profit (TTM)

$171.70M

EBITDA (TTM)

-$66.05M

Year Range

$1.30 - $4.15

Target Price

$5.58

Short %

0.70%

Short Ratio

5.48

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.


Performance

Performance Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-17.21%
8.57%
FENG (Phoenix New Media Limited)
Benchmark (^GSPC)

Returns By Period

Phoenix New Media Limited had a return of 17.72% year-to-date (YTD) and 88.51% in the last 12 months. Over the past 10 years, Phoenix New Media Limited had an annualized return of -5.52%, while the S&P 500 had an annualized return of 11.26%, indicating that Phoenix New Media Limited did not perform as well as the benchmark.


FENG

YTD

17.72%

1M

23.45%

6M

-16.96%

1Y

88.51%

5Y*

3.72%

10Y*

-5.52%

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-5.91%17.72%
20246.62%2.07%31.08%10.31%33.64%-5.24%32.84%-26.39%20.38%-13.17%-10.47%-4.44%74.26%
2023-7.09%-13.25%5.56%-0.00%-5.70%-8.37%-11.17%-24.57%-4.55%0.45%16.14%-7.48%-49.25%
2022-12.99%2.40%-27.08%-6.25%9.52%44.93%-2.20%1.02%-4.66%-3.40%-43.96%5.10%-48.18%
202115.83%28.06%-0.56%-5.65%4.19%-10.92%-12.26%-6.62%0.79%10.16%-25.53%-17.90%-28.17%
2020-7.65%-3.87%-28.85%15.51%-11.89%17.46%-0.00%2.03%-18.55%8.94%87.32%139.23%206.36%
201924.07%20.40%-11.92%3.32%-13.56%-13.56%-12.00%5.94%-15.51%6.25%21.92%7.95%11.87%
20181.85%-21.63%-16.02%-6.44%35.38%-22.87%-2.59%23.67%-17.58%-23.70%10.25%-9.86%-50.69%
20177.96%13.27%-9.12%0.00%-15.47%-10.85%2.66%66.67%30.89%-7.64%23.53%-3.42%106.68%
2016-25.75%-16.33%18.98%-9.88%-0.50%-7.77%5.71%-8.48%9.55%-7.44%6.93%-18.65%-47.84%
2015-7.58%-4.43%-22.75%27.16%-1.80%11.86%-15.66%-28.29%-8.56%10.73%1.03%22.86%-27.56%
20140.21%11.71%-3.80%-10.80%6.92%8.29%-5.88%2.68%-9.66%9.73%-13.35%-6.52%-13.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, FENG is among the top 22% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FENG is 7878
Overall Rank
The Sharpe Ratio Rank of FENG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FENG is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FENG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FENG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FENG is 7676
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Phoenix New Media Limited (FENG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FENG, currently valued at 0.85, compared to the broader market-2.000.002.000.851.74
The chart of Sortino ratio for FENG, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.006.002.272.36
The chart of Omega ratio for FENG, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.32
The chart of Calmar ratio for FENG, currently valued at 1.04, compared to the broader market0.002.004.006.001.042.62
The chart of Martin ratio for FENG, currently valued at 3.66, compared to the broader market-10.000.0010.0020.0030.003.6610.69
FENG
^GSPC

The current Phoenix New Media Limited Sharpe ratio is 0.85. 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 Phoenix New Media Limited 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.85
1.74
FENG (Phoenix New Media Limited)
Benchmark (^GSPC)

Dividends

Dividend History

Phoenix New Media Limited provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%$0.00$2.00$4.00$6.00$8.00$10.00201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.00$0.00$0.00$0.00$0.00$9.60$9.60

Dividend yield

0.00%0.00%0.00%0.00%0.00%133.29%81.61%

Monthly Dividends

The table displays the monthly dividend distributions for Phoenix New Media Limited. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.60$9.60
2019$1.37$8.23$9.60

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-81.40%
-0.43%
FENG (Phoenix New Media Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Phoenix New Media Limited. 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 Phoenix New Media Limited was 92.60%, occurring on Sep 22, 2023. The portfolio has not yet recovered.

The current Phoenix New Media Limited drawdown is 81.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.6%Feb 17, 2021655Sep 22, 2023
-85.39%May 13, 20112237Apr 2, 2020213Feb 5, 20212450
-8.41%Feb 12, 20211Feb 12, 20211Feb 16, 20212
-5.14%Feb 9, 20211Feb 9, 20211Feb 10, 20212

Volatility

Volatility Chart

The current Phoenix New Media Limited volatility is 21.14%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
21.14%
3.01%
FENG (Phoenix New Media Limited)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Phoenix New Media Limited.


Loading data...

Income Statement



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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab