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F vs. MZDAY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between F and MZDAY is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

F vs. MZDAY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

F:

-0.20

MZDAY:

-1.18

Sortino Ratio

F:

0.10

MZDAY:

-1.83

Omega Ratio

F:

1.02

MZDAY:

0.78

Calmar Ratio

F:

-0.07

MZDAY:

-0.61

Martin Ratio

F:

-0.17

MZDAY:

-1.46

Ulcer Index

F:

24.43%

MZDAY:

31.92%

Daily Std Dev

F:

37.85%

MZDAY:

38.54%

Max Drawdown

F:

-95.49%

MZDAY:

-79.34%

Current Drawdown

F:

-45.91%

MZDAY:

-74.91%

Fundamentals

Market Cap

F:

$42.15B

MZDAY:

$3.77B

EPS

F:

$1.25

MZDAY:

$0.62

PE Ratio

F:

8.48

MZDAY:

4.77

PEG Ratio

F:

3.81

MZDAY:

0.00

PS Ratio

F:

0.23

MZDAY:

0.00

PB Ratio

F:

0.94

MZDAY:

0.31

Total Revenue (TTM)

F:

$182.87B

MZDAY:

$1.21T

Gross Profit (TTM)

F:

$25.58B

MZDAY:

$257.08B

EBITDA (TTM)

F:

$13.13B

MZDAY:

$79.35B

Returns By Period

In the year-to-date period, F achieves a 12.71% return, which is significantly higher than MZDAY's -15.13% return. Over the past 10 years, F has outperformed MZDAY with an annualized return of 1.72%, while MZDAY has yielded a comparatively lower -10.81% annualized return.


F

YTD

12.71%

1M

11.28%

6M

0.53%

1Y

-7.67%

5Y*

22.92%

10Y*

1.72%

MZDAY

YTD

-15.13%

1M

4.76%

6M

-10.06%

1Y

-45.21%

5Y*

-0.10%

10Y*

-10.81%

*Annualized

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Risk-Adjusted Performance

F vs. MZDAY — Risk-Adjusted Performance Rank

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

F
The Risk-Adjusted Performance Rank of F is 4242
Overall Rank
The Sharpe Ratio Rank of F is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of F is 3838
Sortino Ratio Rank
The Omega Ratio Rank of F is 3838
Omega Ratio Rank
The Calmar Ratio Rank of F is 4646
Calmar Ratio Rank
The Martin Ratio Rank of F is 4747
Martin Ratio Rank

MZDAY
The Risk-Adjusted Performance Rank of MZDAY is 66
Overall Rank
The Sharpe Ratio Rank of MZDAY is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of MZDAY is 33
Sortino Ratio Rank
The Omega Ratio Rank of MZDAY is 44
Omega Ratio Rank
The Calmar Ratio Rank of MZDAY is 1313
Calmar Ratio Rank
The Martin Ratio Rank of MZDAY is 77
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.

F vs. MZDAY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (F) and Mazda Motor Corporation (MZDAY). 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.


The current F Sharpe Ratio is -0.20, which is higher than the MZDAY Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of F and MZDAY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

F vs. MZDAY - Dividend Comparison

F's dividend yield for the trailing twelve months is around 7.04%, while MZDAY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
F
Ford Motor Company
7.04%7.88%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%
MZDAY
Mazda Motor Corporation
0.00%0.00%3.21%3.95%0.00%2.79%3.74%3.03%2.32%1.70%0.97%0.20%

Drawdowns

F vs. MZDAY - Drawdown Comparison

The maximum F drawdown since its inception was -95.49%, which is greater than MZDAY's maximum drawdown of -79.34%. Use the drawdown chart below to compare losses from any high point for F and MZDAY. For additional features, visit the drawdowns tool.


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Volatility

F vs. MZDAY - Volatility Comparison

The current volatility for Ford Motor Company (F) is 7.34%, while Mazda Motor Corporation (MZDAY) has a volatility of 9.65%. This indicates that F experiences smaller price fluctuations and is considered to be less risky than MZDAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

F vs. MZDAY - Financials Comparison

This section allows you to compare key financial metrics between Ford Motor Company and Mazda Motor Corporation. 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


0.00200.00B400.00B600.00B800.00B1.00T1.20T20212022202320242025
40.66B
1.21T
(F) Total Revenue
(MZDAY) Total Revenue
Values in USD except per share items