F vs. VWAGY
F (Ford Motor Company) and VWAGY (Volkswagen AG 1/10 ADR) are both stocks. Both operate in the Auto Manufacturers industry within the Consumer Cyclical sector. Over the past 5 years, F returned 3.27%/yr vs -16.03%/yr for VWAGY. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
F vs. VWAGY - Performance Comparison
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Returns By Period
In the year-to-date period, F achieves a 10.08% return, which is significantly higher than VWAGY's -18.88% return.
F
- 1D
- 0.36%
- 1M
- -5.49%
- YTD
- 10.08%
- 6M
- 7.30%
- 1Y
- 39.81%
- 3Y*
- 6.72%
- 5Y*
- 3.27%
- 10Y*
- 6.16%
VWAGY
- 1D
- -0.22%
- 1M
- -6.27%
- YTD
- -18.88%
- 6M
- -19.51%
- 1Y
- -2.58%
- 3Y*
- -11.72%
- 5Y*
- -16.03%
- 10Y*
- —
F vs. VWAGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 10.08% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -17.68% |
VWAGY Volkswagen AG 1/10 ADR | -18.88% | 39.31% | -23.31% | -12.15% | -37.53% | 42.56% | 11.65% | 30.44% | -1.89% |
Correlation
The correlation between F and VWAGY is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2018 | 0.52 |
The correlation between F and VWAGY has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.
Fundamentals
F:
$57.44B
VWAGY:
$46.57B
F:
-$1.52
VWAGY:
€1.30
F:
0.30
VWAGY:
0.13
F:
1.53
VWAGY:
0.23
F:
$189.86B
VWAGY:
€308.55B
F:
$17.42B
VWAGY:
€70.10B
F:
$9.99B
VWAGY:
€48.37B
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Return for Risk
F vs. VWAGY — Risk / Return Rank
F
VWAGY
F vs. VWAGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (F) and Volkswagen AG 1/10 ADR (VWAGY). 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.
| F | VWAGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.01 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | -0.11 | +1.91 |
| Martin ratioReturn relative to average drawdown | 4.42 | -0.22 | +4.64 |
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Drawdowns
F vs. VWAGY - Drawdown Comparison
The maximum F drawdown since its inception was -97.07%, which is greater than VWAGY's maximum drawdown of -72.64%. Use the drawdown chart below to compare losses from any high point for F and VWAGY.
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Drawdown Indicators
| F | VWAGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.07% | -72.64% | -24.43% |
Max Drawdown (1Y)Largest decline over 1 year | -22.31% | -22.75% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -36.51% | -46.54% | +10.03% |
Max Drawdown (5Y)Largest decline over 5 years | -58.62% | -68.97% | +10.35% |
Max Drawdown (10Y)Largest decline over 10 years | -64.77% | — | — |
Current DrawdownCurrent decline from peak | -37.74% | -66.60% | +28.86% |
Average DrawdownAverage peak-to-trough decline | -44.69% | -37.90% | -6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.02% | 11.93% | -2.91% |
Volatility
F vs. VWAGY - Volatility Comparison
Ford Motor Company (F) has a higher volatility of 16.18% compared to Volkswagen AG 1/10 ADR (VWAGY) at 7.02%. This indicates that F's price experiences larger fluctuations and is considered to be riskier than VWAGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| F | VWAGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.18% | 7.02% | +9.16% |
Volatility (6M)Calculated over the trailing 6-month period | 29.74% | 19.10% | +10.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.60% | 27.97% | +9.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.47% | 33.65% | +5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.53% | 37.91% | -0.38% |
Dividends
F vs. VWAGY - Dividend Comparison
F's dividend yield for the trailing twelve months is around 4.25%, less than VWAGY's 6.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 4.25% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
VWAGY Volkswagen AG 1/10 ADR | 6.46% | 5.85% | 10.36% | 7.21% | 17.36% | 2.00% | 2.72% | 4.59% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
F vs. VWAGY - Financials Comparison
This section allows you to compare key financial metrics between Ford Motor Company and Volkswagen AG 1/10 ADR. 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
F vs. VWAGY - Profitability Comparison
F - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported a gross profit of 7.94B and revenue of 43.25B. Therefore, the gross margin over that period was 18.4%.
VWAGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Volkswagen AG 1/10 ADR reported a gross profit of 12.84B and revenue of 76.90B. Therefore, the gross margin over that period was 16.7%.
F - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported an operating income of 2.33B and revenue of 43.25B, resulting in an operating margin of 5.4%.
VWAGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Volkswagen AG 1/10 ADR reported an operating income of 4.00B and revenue of 76.90B, resulting in an operating margin of 5.2%.
F - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported a net income of 2.55B and revenue of 43.25B, resulting in a net margin of 5.9%.
VWAGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Volkswagen AG 1/10 ADR reported a net income of 1.47B and revenue of 76.90B, resulting in a net margin of 1.9%.
Frequently Asked Questions
F and VWAGY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
F has higher volatility (16.18%) compared to VWAGY (7.02%). In terms of maximum drawdown, F dropped -97.07% vs VWAGY's -72.64%.
F currently has the higher Sharpe Ratio (1.07 vs -0.09), 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.
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