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FOX vs. ABT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FOX and ABT is 0.50, 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.


Performance

FOX vs. ABT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FOX:

2.32

ABT:

1.66

Sortino Ratio

FOX:

3.11

ABT:

2.11

Omega Ratio

FOX:

1.45

ABT:

1.27

Calmar Ratio

FOX:

2.41

ABT:

1.19

Martin Ratio

FOX:

10.37

ABT:

7.04

Ulcer Index

FOX:

5.90%

ABT:

4.31%

Daily Std Dev

FOX:

26.24%

ABT:

20.99%

Max Drawdown

FOX:

-51.71%

ABT:

-45.66%

Current Drawdown

FOX:

-7.49%

ABT:

-4.82%

Fundamentals

Market Cap

FOX:

$23.99B

ABT:

$231.29B

EPS

FOX:

$4.07

ABT:

$7.70

PE Ratio

FOX:

12.65

ABT:

17.15

PEG Ratio

FOX:

5.60

ABT:

4.17

PS Ratio

FOX:

1.49

ABT:

5.46

PB Ratio

FOX:

2.00

ABT:

4.74

Total Revenue (TTM)

FOX:

$16.11B

ABT:

$42.34B

Gross Profit (TTM)

FOX:

$16.11B

ABT:

$23.67B

EBITDA (TTM)

FOX:

$3.34B

ABT:

$11.20B

Returns By Period

In the year-to-date period, FOX achieves a 9.69% return, which is significantly lower than ABT's 18.62% return.


FOX

YTD

9.69%

1M

8.99%

6M

13.10%

1Y

60.44%

3Y*

15.35%

5Y*

11.76%

10Y*

N/A

ABT

YTD

18.62%

1M

1.80%

6M

12.79%

1Y

34.54%

3Y*

6.48%

5Y*

8.87%

10Y*

12.62%

*Annualized

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Fox Corporation

Abbott Laboratories

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FOX vs. ABT — Risk-Adjusted Performance Rank

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

FOX
The Risk-Adjusted Performance Rank of FOX is 9595
Overall Rank
The Sharpe Ratio Rank of FOX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FOX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FOX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FOX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FOX is 9595
Martin Ratio Rank

ABT
The Risk-Adjusted Performance Rank of ABT is 8888
Overall Rank
The Sharpe Ratio Rank of ABT is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of ABT is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ABT is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ABT is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ABT is 9090
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.

FOX vs. ABT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) and Abbott Laboratories (ABT). 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 current FOX Sharpe Ratio is 2.32, which is higher than the ABT Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FOX and ABT, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FOX vs. ABT - Dividend Comparison

FOX's dividend yield for the trailing twelve months is around 1.08%, less than ABT's 1.72% yield.


TTM20242023202220212020201920182017201620152014
FOX
Fox Corporation
1.08%1.16%1.84%1.72%1.37%1.59%1.26%0.00%0.00%0.00%0.00%0.00%
ABT
Abbott Laboratories
1.72%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%

Drawdowns

FOX vs. ABT - Drawdown Comparison

The maximum FOX drawdown since its inception was -51.71%, which is greater than ABT's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for FOX and ABT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FOX vs. ABT - Volatility Comparison

Fox Corporation (FOX) has a higher volatility of 8.54% compared to Abbott Laboratories (ABT) at 5.65%. This indicates that FOX's price experiences larger fluctuations and is considered to be riskier than ABT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FOX vs. ABT - Financials Comparison

This section allows you to compare key financial metrics between Fox Corporation and Abbott Laboratories. 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


2.00B4.00B6.00B8.00B10.00B12.00B20212022202320242025
4.37B
10.36B
(FOX) Total Revenue
(ABT) Total Revenue
Values in USD except per share items

FOX vs. ABT - Profitability Comparison

The chart below illustrates the profitability comparison between Fox Corporation and Abbott Laboratories over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
56.9%
(FOX) Gross Margin
(ABT) Gross Margin
FOX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Fox Corporation reported a gross profit of 4.37B and revenue of 4.37B. Therefore, the gross margin over that period was 100.0%.

ABT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Abbott Laboratories reported a gross profit of 5.89B and revenue of 10.36B. Therefore, the gross margin over that period was 56.9%.

FOX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Fox Corporation reported an operating income of 760.00M and revenue of 4.37B, resulting in an operating margin of 17.4%.

ABT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Abbott Laboratories reported an operating income of 1.69B and revenue of 10.36B, resulting in an operating margin of 16.3%.

FOX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Fox Corporation reported a net income of 346.00M and revenue of 4.37B, resulting in a net margin of 7.9%.

ABT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Abbott Laboratories reported a net income of 1.33B and revenue of 10.36B, resulting in a net margin of 12.8%.