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F vs. VWAGY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

F vs. VWAGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ford Motor Company (F) and Volkswagen AG 1/10 ADR (VWAGY). The values are adjusted to include any dividend payments, if applicable.

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F vs. VWAGY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
F
Ford Motor Company
-11.09%42.35%-13.10%10.18%-42.18%137.48%-3.88%29.64%-18.03%
VWAGY
Volkswagen AG 1/10 ADR
-15.83%39.31%-23.31%-12.15%-37.53%42.56%11.65%30.44%-1.89%

Fundamentals

Market Cap

F:

$45.92B

VWAGY:

$51.43B

EPS

F:

-$2.04

VWAGY:

$1.40

PS Ratio

F:

0.25

VWAGY:

0.17

PB Ratio

F:

1.28

VWAGY:

0.30

Total Revenue (TTM)

F:

$187.27B

VWAGY:

$309.21B

Gross Profit (TTM)

F:

$11.97B

VWAGY:

$70.06B

EBITDA (TTM)

F:

$8.99B

VWAGY:

$46.57B

Returns By Period

In the year-to-date period, F achieves a -11.09% return, which is significantly higher than VWAGY's -15.83% return.


F

1D
2.94%
1M
-18.10%
YTD
-11.09%
6M
-1.34%
1Y
20.97%
3Y*
3.41%
5Y*
3.74%
10Y*
3.56%

VWAGY

1D
2.06%
1M
-14.21%
YTD
-15.83%
6M
-6.73%
1Y
5.68%
3Y*
-10.26%
5Y*
-16.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

F vs. VWAGY — Risk / Return Rank

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

F
F Risk / Return Rank: 6464
Overall Rank
F Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
F Sortino Ratio Rank: 6161
Sortino Ratio Rank
F Omega Ratio Rank: 5858
Omega Ratio Rank
F Calmar Ratio Rank: 6666
Calmar Ratio Rank
F Martin Ratio Rank: 7272
Martin Ratio Rank

VWAGY
VWAGY Risk / Return Rank: 4545
Overall Rank
VWAGY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VWAGY Sortino Ratio Rank: 4343
Sortino Ratio Rank
VWAGY Omega Ratio Rank: 4141
Omega Ratio Rank
VWAGY Calmar Ratio Rank: 4545
Calmar Ratio Rank
VWAGY Martin Ratio Rank: 4545
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. 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.


FVWAGYDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.19

+0.45

Sortino ratio

Return per unit of downside risk

1.17

0.52

+0.65

Omega ratio

Gain probability vs. loss probability

1.14

1.06

+0.08

Calmar ratio

Return relative to maximum drawdown

1.11

0.10

+1.01

Martin ratio

Return relative to average drawdown

3.78

0.27

+3.51

F vs. VWAGY - Sharpe Ratio Comparison

The current F Sharpe Ratio is 0.64, which is higher than the VWAGY Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of F and VWAGY, 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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Sharpe Ratios by Period


FVWAGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.19

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

-0.48

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.00

+0.14

Correlation

The correlation between F and VWAGY is 0.51, 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.


Dividends

F vs. VWAGY - Dividend Comparison

F's dividend yield for the trailing twelve months is around 5.20%, less than VWAGY's 6.95% yield.


TTM20252024202320222021202020192018201720162015
F
Ford Motor Company
5.20%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
6.95%5.85%10.36%7.21%17.36%2.00%2.72%4.59%0.00%0.00%0.00%0.00%

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


FVWAGYDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-72.64%

-24.43%

Max Drawdown (1Y)

Largest decline over 1 year

-22.31%

-22.34%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-58.62%

-69.80%

+11.18%

Max Drawdown (10Y)

Largest decline over 10 years

-64.77%

Current Drawdown

Current decline from peak

-49.71%

-65.35%

+15.64%

Average Drawdown

Average peak-to-trough decline

-44.71%

-37.13%

-7.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

8.54%

-1.98%

Volatility

F vs. VWAGY - Volatility Comparison

Ford Motor Company (F) has a higher volatility of 8.93% compared to Volkswagen AG 1/10 ADR (VWAGY) at 7.64%. 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


FVWAGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.93%

7.64%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

24.05%

19.09%

+4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

32.87%

29.56%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.99%

33.95%

+5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.76%

38.24%

-1.48%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


30.00B40.00B50.00B60.00B70.00B80.00B90.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
45.89B
70.72B
(F) Total Revenue
(VWAGY) Total Revenue
Values in USD except per share items

F vs. VWAGY - Profitability Comparison

The chart below illustrates the profitability comparison between Ford Motor Company and Volkswagen AG 1/10 ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.7%
41.3%
Portfolio components
F - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported a gross profit of 1.71B and revenue of 45.89B. Therefore, the gross margin over that period was 3.7%.

VWAGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Volkswagen AG 1/10 ADR reported a gross profit of 29.22B and revenue of 70.72B. Therefore, the gross margin over that period was 41.3%.

F - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported an operating income of -907.00M and revenue of 45.89B, resulting in an operating margin of -2.0%.

VWAGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Volkswagen AG 1/10 ADR reported an operating income of 3.70B and revenue of 70.72B, 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 Apr 2026, Ford Motor Company reported a net income of -11.06B and revenue of 45.89B, resulting in a net margin of -24.1%.

VWAGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Volkswagen AG 1/10 ADR reported a net income of 3.20B and revenue of 70.72B, resulting in a net margin of 4.5%.