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Fox Corporation (FOXA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS35137L1052
CUSIP35137L105
SectorCommunication Services
IndustryBroadcasting

Highlights

Market Cap$14.31B
EPS$1.71
PE Ratio18.36
PEG Ratio1.01
Revenue (TTM)$14.56B
Gross Profit (TTM)$5.22B
EBITDA (TTM)$2.75B
Year Range$28.15 - $34.81
Target Price$36.40
Short %11.60%
Short Ratio5.34

Share Price Chart


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Fox Corporation

Popular comparisons: FOXA vs. VOO, FOXA vs. QQQ, FOXA vs. IYW, FOXA vs. COST

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
7.26%
22.02%
FOXA (Fox Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fox Corporation had a return of 7.74% year-to-date (YTD) and -0.76% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.74%5.84%
1 month3.60%-2.98%
6 months7.27%22.02%
1 year-0.76%24.47%
5 years (annualized)-2.31%11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20248.86%-7.77%5.92%
2023-5.63%-2.60%-2.80%0.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FOXA is 44, suggesting that the investment has average results relative to the market 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 FOXA is 4444
Fox Corporation(FOXA)
The Sharpe Ratio Rank of FOXA is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of FOXA is 4040Sortino Ratio Rank
The Omega Ratio Rank of FOXA is 4040Omega Ratio Rank
The Calmar Ratio Rank of FOXA is 4747Calmar Ratio Rank
The Martin Ratio Rank of FOXA is 4848Martin 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 Fox Corporation (FOXA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FOXA
Sharpe ratio
The chart of Sharpe ratio for FOXA, currently valued at -0.03, compared to the broader market-2.00-1.000.001.002.003.004.00-0.03
Sortino ratio
The chart of Sortino ratio for FOXA, currently valued at 0.12, compared to the broader market-4.00-2.000.002.004.006.000.12
Omega ratio
The chart of Omega ratio for FOXA, currently valued at 1.01, compared to the broader market0.501.001.501.01
Calmar ratio
The chart of Calmar ratio for FOXA, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.02
Martin ratio
The chart of Martin ratio for FOXA, currently valued at -0.07, compared to the broader market0.0010.0020.0030.00-0.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.008.05

Sharpe Ratio

The current Fox Corporation Sharpe ratio is -0.03. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.03
2.05
FOXA (Fox Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Fox Corporation granted a 1.64% dividend yield in the last twelve months. The annual payout for that period amounted to $0.52 per share.


PeriodTTM20232022202120202019
Dividend$0.52$0.51$0.49$0.47$0.46$0.46

Dividend yield

1.64%1.72%1.61%1.27%1.58%1.24%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.26
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
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
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
2020$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00
2019$0.23$0.00$0.00$0.00$0.23$0.00$0.00$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.6%
Fox Corporation has a dividend yield of 1.64%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%16.0%
Fox Corporation has a payout ratio of 16.00%, 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-25.28%
-3.92%
FOXA (Fox Corporation)
Benchmark (^GSPC)

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 50.55%, occurring on Mar 23, 2020. Recovery took 240 trading sessions.

The current Fox Corporation drawdown is 25.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.55%Mar 19, 2019256Mar 23, 2020240Mar 5, 2021496
-35.14%Feb 11, 2022179Oct 27, 2022
-21.54%Mar 17, 2021181Dec 1, 202149Feb 10, 2022230
-4.23%Mar 9, 20211Mar 9, 20213Mar 12, 20214
-0.19%Mar 15, 20211Mar 15, 20211Mar 16, 20212

Volatility

Volatility Chart

The current Fox Corporation volatility is 4.71%, 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%NovemberDecember2024FebruaryMarchApril
4.71%
3.60%
FOXA (Fox Corporation)
Benchmark (^GSPC)

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

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items