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FOX vs. 2318.HK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FOX vs. 2318.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fox Corporation (FOX) and Ping An Insurance (2318.HK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FOX is traded in USD, while 2318.HK is traded in HKD. To make them comparable, the 2318.HK values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FOX achieves a -8.77% return, which is significantly higher than 2318.HK's -9.86% return.


FOX

1D
-3.98%
1M
0.55%
YTD
-8.77%
6M
-6.09%
1Y
20.76%
3Y*
25.34%
5Y*
11.79%
10Y*

2318.HK

1D
0.54%
1M
-6.92%
YTD
-9.86%
6M
-7.85%
1Y
26.49%
3Y*
9.45%
5Y*
-1.30%
10Y*
9.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOX vs. 2318.HK - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FOX
Fox Corporation
-8.77%43.41%68.25%-1.22%-15.80%20.19%-19.41%-4.43%
2318.HK
Ping An Insurance
-9.86%49.16%40.39%-27.79%-2.46%-38.92%6.71%15.00%

Correlation

The correlation between FOX and 2318.HK is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.00

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

0.04

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

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

0.07

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Return for Risk

FOX vs. 2318.HK — Risk / Return Rank

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

FOX
FOX Risk / Return Rank: 6262
Overall Rank
FOX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FOX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FOX Omega Ratio Rank: 6060
Omega Ratio Rank
FOX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FOX Martin Ratio Rank: 6161
Martin Ratio Rank

2318.HK
2318.HK Risk / Return Rank: 6666
Overall Rank
2318.HK Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
2318.HK Sortino Ratio Rank: 6666
Sortino Ratio Rank
2318.HK Omega Ratio Rank: 6363
Omega Ratio Rank
2318.HK Calmar Ratio Rank: 6565
Calmar Ratio Rank
2318.HK Martin Ratio Rank: 6666
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.

FOX vs. 2318.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) and Ping An Insurance (2318.HK). 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.


FOX2318.HKDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratioReturn relative to maximum drawdown

0.76

1.13

-0.37

Martin ratioReturn relative to average drawdown

1.82

2.66

-0.85

FOX vs. 2318.HK - Sharpe Ratio Comparison

The current FOX Sharpe Ratio is 0.72, which is comparable to the 2318.HK Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FOX and 2318.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FOX vs. 2318.HK - Drawdown Comparison

The maximum FOX drawdown since its inception was -50.70%, smaller than the maximum 2318.HK drawdown of -78.94%. Use the drawdown chart below to compare losses from any high point for FOX and 2318.HK.


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Drawdown Indicators


FOX2318.HKDifference

Max Drawdown

Largest peak-to-trough decline

-50.70%

-78.94%

+28.24%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

-21.86%

-4.91%

Max Drawdown (3Y)

Largest decline over 3 years

-26.77%

-46.01%

+19.24%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

-57.80%

+24.84%

Max Drawdown (10Y)

Largest decline over 10 years

-66.79%

Current Drawdown

Current decline from peak

-12.58%

-25.16%

+12.58%

Average Drawdown

Average peak-to-trough decline

-17.67%

-32.12%

+14.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.22%

9.23%

+1.99%

Volatility

FOX vs. 2318.HK - Volatility Comparison

Fox Corporation (FOX) has a higher volatility of 9.09% compared to Ping An Insurance (2318.HK) at 3.57%. This indicates that FOX's price experiences larger fluctuations and is considered to be riskier than 2318.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOX2318.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

3.57%

+5.52%

Volatility (6M)

Calculated over the trailing 6-month period

20.33%

22.36%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

28.23%

28.64%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.36%

40.61%

-14.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.19%

33.24%

-2.05%

Dividends

FOX vs. 2318.HK - Dividend Comparison

FOX's dividend yield for the trailing twelve months is around 0.95%, less than 2318.HK's 5.34% yield.


PositionTTM20252024202320222021202020192018201720162015
2318.HK
Ping An Insurance
5.34%4.30%5.80%7.68%5.55%4.86%2.44%2.30%1.38%1.50%1.67%1.24%
FOX
Fox Corporation
0.95%0.85%1.16%1.84%1.72%1.37%1.59%1.26%0.00%0.00%0.00%0.00%

Financials

FOX vs. 2318.HK - Financials Comparison

This section allows you to compare key financial metrics between Fox Corporation and Ping An Insurance. 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


Please note, different currencies. FOX values in USD, 2318.HK values in HKD

Frequently Asked Questions


FOX and 2318.HK have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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