F vs. MARA
F (Ford Motor Company) and MARA (MARA Holdings, Inc.) are both stocks. F operates in Auto Manufacturers (Consumer Cyclical), while MARA operates in Capital Markets (Financial Services). Over the past 10 years, F returned 6.32%/yr vs -10.80%/yr for MARA. At a 0.22 correlation, their price movements are largely independent.
Performance
F vs. MARA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, F achieves a 17.02% return, which is significantly lower than MARA's 53.45% return. Over the past 10 years, F has outperformed MARA with an annualized return of 6.32%, while MARA has yielded a comparatively lower -10.80% annualized return.
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%
MARA
- 1D
- 11.85%
- 1M
- 6.49%
- YTD
- 53.45%
- 6M
- 14.36%
- 1Y
- -12.67%
- 3Y*
- 13.68%
- 5Y*
- -12.02%
- 10Y*
- -10.80%
F vs. MARA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 17.02% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
MARA MARA Holdings, Inc. | 53.45% | -46.45% | -28.61% | 586.84% | -89.59% | 214.75% | 1,084.48% | -39.16% | -91.17% | -40.41% |
Correlation
The correlation between F and MARA is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since May 4, 2012 | 0.22 |
The correlation between F and MARA shifts across timeframes, from 0.22 (all time) to 0.35 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
F:
$61.07B
MARA:
$5.24B
F:
-$1.52
MARA:
-$4.95
F:
0.32
MARA:
6.54
F:
$189.86B
MARA:
$867.82M
F:
$17.42B
MARA:
$164.95M
F:
$9.99B
MARA:
$373.68M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
F vs. MARA — Risk / Return Rank
F
MARA
F vs. MARA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (F) and MARA Holdings, Inc. (MARA). 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.
| F | MARA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.04 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | -0.18 | +2.59 |
| Martin ratioReturn relative to average drawdown | 6.36 | -0.30 | +6.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| F | MARA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | -0.16 | +1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | -0.11 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | -0.08 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | -0.09 | +0.24 |
Drawdowns
F vs. MARA - Drawdown Comparison
The maximum F drawdown since its inception was -97.07%, roughly equal to the maximum MARA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for F and MARA.
Loading charts...
Drawdown Indicators
| F | MARA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.07% | -99.74% | +2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -22.31% | -70.53% | +48.22% |
Max Drawdown (3Y)Largest decline over 3 years | -36.51% | -78.34% | +41.83% |
Max Drawdown (5Y)Largest decline over 5 years | -58.62% | -95.87% | +37.25% |
Max Drawdown (10Y)Largest decline over 10 years | -64.77% | -99.20% | +34.43% |
Current DrawdownCurrent decline from peak | -33.81% | -91.09% | +57.28% |
Average DrawdownAverage peak-to-trough decline | -44.70% | -78.01% | +33.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.42% | 42.27% | -33.85% |
Volatility
F vs. MARA - Volatility Comparison
Ford Motor Company (F) and MARA Holdings, Inc. (MARA) have volatilities of 21.84% and 22.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| F | MARA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.84% | 22.21% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 29.26% | 60.03% | -30.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.21% | 78.82% | -41.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.41% | 106.02% | -66.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.48% | 144.17% | -106.69% |
Dividends
F vs. MARA - Dividend Comparison
F's dividend yield for the trailing twelve months is around 4.00%, while MARA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MARA MARA Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
F vs. MARA - Financials Comparison
This section allows you to compare key financial metrics between Ford Motor Company and MARA Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
F and MARA have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MARA has higher volatility (22.21%) compared to F (21.84%). In terms of maximum drawdown, F dropped -97.07% vs MARA's -99.74%.
F currently has the higher Sharpe Ratio (1.45 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for F and MARA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer