PortfoliosLab logoPortfoliosLab logo
F vs. NEXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

F vs. NEXT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, F achieves a 15.78% return, which is significantly lower than NEXT's 59.39% return. Over the past 10 years, F has outperformed NEXT with an annualized return of 6.42%, while NEXT has yielded a comparatively lower -1.71% annualized return.


F

1D
0.88%
1M
9.36%
YTD
15.78%
6M
10.39%
1Y
47.88%
3Y*
8.25%
5Y*
4.50%
10Y*
6.42%

NEXT

1D
1.69%
1M
-1.64%
YTD
59.39%
6M
53.85%
1Y
-0.47%
3Y*
17.87%
5Y*
14.49%
10Y*
-1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

F vs. NEXT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
F
Ford Motor Company
15.78%42.35%-13.10%10.18%-42.18%137.48%-3.88%29.64%-34.35%8.73%
NEXT
NextDecade Corporation
59.39%-31.65%61.64%-3.44%73.33%36.36%-65.96%13.70%-35.10%-17.79%

Correlation

The correlation between F and NEXT is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

0.11

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

0.21

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2015

0.19

The correlation between F and NEXT shifts across timeframes, from -0.14 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

F:

$60.41B

NEXT:

$2.23B

EPS

F:

-$1.52

NEXT:

-$1.35

Total Revenue (TTM)

F:

$189.86B

NEXT:

$0.00

Gross Profit (TTM)

F:

$17.42B

NEXT:

-$15.67M

EBITDA (TTM)

F:

$9.99B

NEXT:

-$271.66M

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. NEXT — Risk / Return Rank

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

F
F Risk / Return Rank: 7878
Overall Rank
F Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
F Sortino Ratio Rank: 7979
Sortino Ratio Rank
F Omega Ratio Rank: 7676
Omega Ratio Rank
F Calmar Ratio Rank: 7878
Calmar Ratio Rank
F Martin Ratio Rank: 7979
Martin Ratio Rank

NEXT
NEXT Risk / Return Rank: 4242
Overall Rank
NEXT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
NEXT Sortino Ratio Rank: 4343
Sortino Ratio Rank
NEXT Omega Ratio Rank: 4242
Omega Ratio Rank
NEXT Calmar Ratio Rank: 4343
Calmar Ratio Rank
NEXT Martin Ratio Rank: 4242
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.

F vs. NEXT - Risk-Adjusted Trends Comparison

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

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.


FNEXTDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.26

1.06

+0.20

Calmar ratioReturn relative to maximum drawdown

2.16

-0.01

+2.16

Martin ratioReturn relative to average drawdown

5.55

-0.01

+5.56

F vs. NEXT - Sharpe Ratio Comparison

The current F Sharpe Ratio is 1.29, which is higher than the NEXT Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of F and NEXT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

F vs. NEXT - Drawdown Comparison

The maximum F drawdown since its inception was -97.07%, which is greater than NEXT's maximum drawdown of -88.79%. Use the drawdown chart below to compare losses from any high point for F and NEXT.


Loading charts...

Drawdown Indicators


FNEXTDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-88.79%

-8.28%

Max Drawdown (1Y)

Largest decline over 1 year

-22.31%

-60.00%

+37.69%

Max Drawdown (3Y)

Largest decline over 3 years

-36.51%

-60.00%

+23.49%

Max Drawdown (5Y)

Largest decline over 5 years

-58.62%

-60.00%

+1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-64.77%

-88.79%

+24.02%

Current Drawdown

Current decline from peak

-34.52%

-30.00%

-4.52%

Average Drawdown

Average peak-to-trough decline

-44.70%

-39.02%

-5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.65%

41.06%

-32.41%

Volatility

F vs. NEXT - Volatility Comparison

Ford Motor Company (F) has a higher volatility of 18.96% compared to NextDecade Corporation (NEXT) at 13.03%. This indicates that F's price experiences larger fluctuations and is considered to be riskier than NEXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FNEXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.96%

13.03%

+5.93%

Volatility (6M)

Calculated over the trailing 6-month period

29.63%

45.77%

-16.14%

Volatility (1Y)

Calculated over the trailing 1-year period

37.44%

63.89%

-26.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.44%

75.76%

-36.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.50%

87.05%

-49.55%

Dividends

F vs. NEXT - Dividend Comparison

F's dividend yield for the trailing twelve months is around 4.04%, while NEXT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
F
Ford Motor Company
4.04%5.72%7.88%4.92%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%
NEXT
NextDecade Corporation
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. NEXT - Financials Comparison

This section allows you to compare key financial metrics between Ford Motor Company and NextDecade 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


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
43.25B
0
(F) Total Revenue
(NEXT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


F and NEXT have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

F has higher volatility (18.96%) compared to NEXT (13.03%). In terms of maximum drawdown, F dropped -97.07% vs NEXT's -88.79%.

F currently has the higher Sharpe Ratio (1.29 vs -0.01), 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.

Portfolio Optimizer

Find the right allocation for F and NEXT

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