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F vs. AVDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

F vs. AVDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ford Motor Company (F) and Avadel Pharmaceuticals plc (AVDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


F

1D
0.67%
1M
23.29%
YTD
17.02%
6M
16.85%
1Y
53.41%
3Y*
9.65%
5Y*
4.45%
10Y*
6.32%

AVDL

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

F vs. AVDL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
F
Ford Motor Company
17.02%42.35%-13.10%10.18%-42.18%137.48%-3.88%29.64%-34.35%8.73%
AVDL
Avadel Pharmaceuticals plc
0.42%105.04%-25.57%97.21%-11.39%20.96%-11.52%192.64%-68.54%-21.08%

Correlation

The correlation between F and AVDL is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 7, 1996

0.13

Fundamentals

Market Cap

F:

$61.07B

AVDL:

$2.19B

EPS

F:

-$1.52

AVDL:

-$0.00

PS Ratio

F:

0.32

AVDL:

8.72

PB Ratio

F:

1.63

AVDL:

22.31

Total Revenue (TTM)

F:

$189.86B

AVDL:

$248.52M

Gross Profit (TTM)

F:

$17.42B

AVDL:

$234.76M

EBITDA (TTM)

F:

$9.99B

AVDL:

$10.13M

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Return for Risk

F vs. AVDL — Risk / Return Rank

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

F
F Risk / Return Rank: 8080
Overall Rank
F Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
F Sortino Ratio Rank: 8282
Sortino Ratio Rank
F Omega Ratio Rank: 7979
Omega Ratio Rank
F Calmar Ratio Rank: 7979
Calmar Ratio Rank
F Martin Ratio Rank: 8181
Martin Ratio Rank

AVDL
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.

F vs. AVDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (F) and Avadel Pharmaceuticals plc (AVDL). 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.


FAVDLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.41

Martin ratioReturn relative to average drawdown

6.36

F vs. AVDL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FAVDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

Drawdowns

F vs. AVDL - Drawdown Comparison


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Drawdown Indicators


FAVDLDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

Max Drawdown (1Y)

Largest decline over 1 year

-22.31%

Max Drawdown (3Y)

Largest decline over 3 years

-36.51%

Max Drawdown (5Y)

Largest decline over 5 years

-58.62%

Max Drawdown (10Y)

Largest decline over 10 years

-64.77%

Current Drawdown

Current decline from peak

-33.81%

Average Drawdown

Average peak-to-trough decline

-44.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.42%

Volatility

F vs. AVDL - Volatility Comparison


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Volatility by Period


FAVDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.84%

Volatility (6M)

Calculated over the trailing 6-month period

29.26%

Volatility (1Y)

Calculated over the trailing 1-year period

37.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.48%

Dividends

F vs. AVDL - Dividend Comparison

F's dividend yield for the trailing twelve months is around 4.00%, while AVDL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AVDL
Avadel Pharmaceuticals plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
F
Ford Motor Company
4.00%5.72%7.88%4.92%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%

Financials

F vs. AVDL - Financials Comparison

This section allows you to compare key financial metrics between Ford Motor Company and Avadel Pharmaceuticals plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
43.25B
77.47M
(F) Total Revenue
(AVDL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


F and AVDL have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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