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ISIN
US35137L2043
CUSIP
35137L204
Industry
Broadcasting
IPO Date
Mar 13, 2019

Highlights

Market Cap
$19.41B
Enterprise Value
$22.41B
EPS (TTM)
$3.83
PE Ratio
11.72
PEG Ratio
0.76
Total Revenue (TTM)
$16.20B
Gross Profit (TTM)
$5.67B
EBITDA (TTM)
$3.09B
Year Range
$44.21 - $68.18
Target Price
$85.00
ROA (TTM)
7.85%
ROE (TTM)
15.60%

Share Price Chart


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Performance

FOX Performance Chart

Fox Corporation (FOX) is down 30.4% since the beginning of the year. At $45 per share, FOX is trading 34.1% below its 52-week high of $68. Investors who bought $1,000 worth of FOX shares 5 years ago would now be looking at an investment worth $1,350.


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S&P 500 Index

Returns By Period

Fox Corporation (FOX) has returned -30.43% so far this year and -10.52% over the past 12 months.


Fox Corporation

1D
-4.30%
1M
-21.51%
YTD
-30.43%
6M
-30.02%
1Y
-10.52%
3Y*
15.19%
5Y*
6.18%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOX Monthly Returns History

Based on dividend-adjusted daily data since Mar 13, 2019, FOX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2024 with a return of +14.8%, while the worst month was Mar 2020 at -24.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FOX closed higher 51% of trading days. The best single day was Apr 6, 2020 with a return of +13.3%, while the worst single day was Jun 15, 2026 at -15.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.99%-21.11%3.20%7.38%0.65%-21.71%-30.43%
20256.25%11.26%-2.01%-12.27%8.74%2.68%-0.95%6.67%5.55%1.95%-0.26%11.45%43.41%
20248.54%-8.76%5.56%0.21%11.37%0.25%10.65%8.47%1.68%0.41%14.81%2.26%68.25%
202311.42%2.52%-2.91%-2.46%-4.35%9.17%-1.51%-2.00%-5.37%-3.36%-0.90%-0.04%-1.22%
20228.49%2.90%-4.58%-8.38%-1.59%-9.20%4.04%3.14%-9.87%-4.56%12.21%-6.78%-15.80%
20213.50%6.83%10.03%4.15%-0.27%-2.98%-5.57%4.92%7.19%-0.43%-9.09%1.99%20.19%

Benchmark Metrics

Fox Corporation has an annualized alpha of -3.66%, beta of 0.79, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since March 13, 2019.

  • This stock participated in 107.18% of S&P 500 Index downside but only 68.14% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.24 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-3.66%
Beta
0.79
0.24
Upside Capture
68.14%
Downside Capture
107.18%

Return for Risk

Risk / Return Rank

FOX ranks 27 for risk / return — below 27% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FOX Risk / Return Rank: 2727
Overall Rank
FOX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FOX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FOX Omega Ratio Rank: 2525
Omega Ratio Rank
FOX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FOX Martin Ratio Rank: 2424
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fox Corporation (FOX) and compare them to S&P 500 Index.

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.


FOXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-2.98

Omega ratioGain probability vs. loss probability

0.97

1.37

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.32

2.78

-3.10

Martin ratioReturn relative to average drawdown

-0.88

12.44

-13.32

Dividends

Dividend History

Fox Corporation provided a 1.25% dividend yield over the last twelve months, with an annual payout of $0.56 per share. The company has been increasing its dividends for 6 consecutive years.


0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.10$0.20$0.30$0.40$0.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.56$0.55$0.53$0.51$0.49$0.47$0.46$0.46

Dividend yield

1.25%0.85%1.16%1.84%1.72%1.37%1.59%1.26%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.28$0.00$0.00$0.00$0.28
2025$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.55
2024$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.00$0.53
2023$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.51
2022$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.49
2021$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.47

Dividend Yield & Payout


Dividend Yield

Fox Corporation has a dividend yield of 1.25%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.

Payout Ratio

Fox Corporation has a payout ratio of 16.66%, which is below the market average. This means Fox Corporation returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fox Corporation. 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 Fox Corporation was 50.70%, occurring on Mar 23, 2020. Recovery took 241 trading sessions.

The current Fox Corporation drawdown is 33.34%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-50.70%Mar 2020
1y 6d11mo 20d
1y 11moMar 2019 - Mar 2021
Bear market2022
-34.51%Oct 2022
1y 7mo2y 9d
3y 7moMar 2021 - Nov 2024
2026 bear market2026
-33.34%Jun 2026
5mo 17d
5mo 18dJan 2026 - now
2025 selloff2025
-18.80%Apr 2025
1mo 12d4mo 8d
5mo 20dFeb 2025 - Aug 2025
2025 correction2025
-10.51%Oct 2025
15d14d
29dOct 2025 - Oct 2025

Drawdown Indicators


FOXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.70%

-56.78%

+6.08%

Max Drawdown (1Y)

Largest decline over 1 year

-33.34%

-9.10%

-24.24%

Max Drawdown (3Y)

Largest decline over 3 years

-33.34%

-18.90%

-14.44%

Max Drawdown (5Y)

Largest decline over 5 years

-33.34%

-25.43%

-7.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-33.34%

-1.80%

-31.54%

Average Drawdown

Average peak-to-trough decline

-17.71%

-10.71%

-7.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.99%

2.03%

+9.96%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

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


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Fox Corporation is priced in the market compared to other companies in the Broadcasting industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for FOX, comparing it with other companies in the Broadcasting industry. Currently, FOX has a P/E ratio of 11.7. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for FOX compared to other companies in the Broadcasting industry. FOX currently has a PEG ratio of 0.8. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for FOX relative to other companies in the Broadcasting industry. Currently, FOX has a P/S ratio of 1.2. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for FOX in comparison with other companies in the Broadcasting industry. Currently, FOX has a P/B value of 1.8. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

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
Portfolio Analyzer

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