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

Correlation

The correlation between F and NSRGY is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

F vs. NSRGY - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
-10.08%
854.21%
F
NSRGY

Key characteristics

Sharpe Ratio

F:

-0.42

NSRGY:

0.26

Sortino Ratio

F:

-0.33

NSRGY:

0.56

Omega Ratio

F:

0.95

NSRGY:

1.07

Calmar Ratio

F:

-0.28

NSRGY:

0.15

Martin Ratio

F:

-0.67

NSRGY:

0.42

Ulcer Index

F:

23.84%

NSRGY:

13.74%

Daily Std Dev

F:

38.06%

NSRGY:

22.41%

Max Drawdown

F:

-95.49%

NSRGY:

-41.23%

Current Drawdown

F:

-49.64%

NSRGY:

-16.34%

Fundamentals

Market Cap

F:

$38.37B

NSRGY:

$275.49B

EPS

F:

$1.48

NSRGY:

$5.18

PE Ratio

F:

6.61

NSRGY:

20.42

PEG Ratio

F:

3.46

NSRGY:

3.25

PS Ratio

F:

0.21

NSRGY:

3.00

PB Ratio

F:

0.87

NSRGY:

6.13

Total Revenue (TTM)

F:

$142.22B

NSRGY:

$45.23B

Gross Profit (TTM)

F:

$11.87B

NSRGY:

$21.44B

EBITDA (TTM)

F:

$10.82B

NSRGY:

$9.56B

Returns By Period

In the year-to-date period, F achieves a 4.94% return, which is significantly lower than NSRGY's 33.20% return. Over the past 10 years, F has underperformed NSRGY with an annualized return of 0.82%, while NSRGY has yielded a comparatively higher 6.02% annualized return.


F

YTD

4.94%

1M

-2.24%

6M

-6.32%

1Y

-16.42%

5Y*

21.30%

10Y*

0.82%

NSRGY

YTD

33.20%

1M

8.07%

6M

11.35%

1Y

5.63%

5Y*

2.64%

10Y*

6.02%

*Annualized

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Risk-Adjusted Performance

F vs. NSRGY — 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 3232
Overall Rank
The Sharpe Ratio Rank of F is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of F is 2929
Sortino Ratio Rank
The Omega Ratio Rank of F is 2828
Omega Ratio Rank
The Calmar Ratio Rank of F is 3535
Calmar Ratio Rank
The Martin Ratio Rank of F is 3838
Martin Ratio Rank

NSRGY
The Risk-Adjusted Performance Rank of NSRGY is 5757
Overall Rank
The Sharpe Ratio Rank of NSRGY is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of NSRGY is 5454
Sortino Ratio Rank
The Omega Ratio Rank of NSRGY is 5353
Omega Ratio Rank
The Calmar Ratio Rank of NSRGY is 6060
Calmar Ratio Rank
The Martin Ratio Rank of NSRGY is 5858
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. NSRGY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (F) and Nestlé S.A. (NSRGY). 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 chart of Sharpe ratio for F, currently valued at -0.42, compared to the broader market-2.00-1.000.001.002.003.00
F: -0.42
NSRGY: 0.26
The chart of Sortino ratio for F, currently valued at -0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
F: -0.33
NSRGY: 0.56
The chart of Omega ratio for F, currently valued at 0.95, compared to the broader market0.501.001.502.00
F: 0.95
NSRGY: 1.07
The chart of Calmar ratio for F, currently valued at -0.28, compared to the broader market0.001.002.003.004.005.00
F: -0.28
NSRGY: 0.15
The chart of Martin ratio for F, currently valued at -0.67, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
F: -0.67
NSRGY: 0.42

The current F Sharpe Ratio is -0.42, which is lower than the NSRGY Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of F and NSRGY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.42
0.26
F
NSRGY

Dividends

F vs. NSRGY - Dividend Comparison

F's dividend yield for the trailing twelve months is around 7.46%, more than NSRGY's 3.22% yield.


TTM20242023202220212020201920182017201620152014
F
Ford Motor Company
7.46%7.88%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%
NSRGY
Nestlé S.A.
3.22%4.17%2.76%2.64%2.18%2.34%2.24%3.12%2.68%3.16%3.11%3.32%

Drawdowns

F vs. NSRGY - Drawdown Comparison

The maximum F drawdown since its inception was -95.49%, which is greater than NSRGY's maximum drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for F and NSRGY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-49.64%
-16.34%
F
NSRGY

Volatility

F vs. NSRGY - Volatility Comparison

Ford Motor Company (F) has a higher volatility of 16.75% compared to Nestlé S.A. (NSRGY) at 8.77%. This indicates that F's price experiences larger fluctuations and is considered to be riskier than NSRGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.75%
8.77%
F
NSRGY

Financials

F vs. NSRGY - Financials Comparison

This section allows you to compare key financial metrics between Ford Motor Company and Nestlé S.A.. 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


Values in USD except per share items