FOX vs. ABT
FOX (Fox Corporation) and ABT (Abbott Laboratories) are both stocks. FOX operates in Broadcasting (Communication Services), while ABT operates in Medical Devices (Healthcare). Over the past 5 years, FOX returned 6.18%/yr vs -2.74%/yr for ABT. At a 0.22 correlation, their price movements are largely independent.
Performance
FOX vs. ABT - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FOX having a -30.43% return and ABT slightly higher at -29.10%.
FOX
- 1D
- -4.30%
- 1M
- -21.51%
- YTD
- -30.43%
- 6M
- -30.02%
- 1Y
- -10.52%
- 3Y*
- 15.19%
- 5Y*
- 6.18%
- 10Y*
- —
ABT
- 1D
- -0.66%
- 1M
- 0.48%
- YTD
- -29.10%
- 6M
- -29.05%
- 1Y
- -32.61%
- 3Y*
- -4.78%
- 5Y*
- -2.74%
- 10Y*
- 10.82%
FOX vs. ABT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FOX Fox Corporation | -30.43% | 43.41% | 68.25% | -1.22% | -15.80% | 20.19% | -19.41% | -4.43% |
ABT Abbott Laboratories | -29.10% | 12.87% | 4.81% | 2.26% | -20.68% | 30.53% | 28.04% | 12.34% |
Correlation
The correlation between FOX and ABT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019 | 0.22 |
The correlation between FOX and ABT shifts across timeframes, from 0.11 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FOX:
$19.41B
ABT:
$153.44B
FOX:
$3.83
ABT:
$3.59
FOX:
11.72
ABT:
24.47
FOX:
0.76
ABT:
1.52
FOX:
1.24
ABT:
3.40
FOX:
1.77
ABT:
2.32
FOX:
$16.20B
ABT:
$45.13B
FOX:
$5.67B
ABT:
$25.45B
FOX:
$3.09B
ABT:
$10.80B
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Return for Risk
FOX vs. ABT — Risk / Return Rank
FOX
ABT
FOX vs. ABT - Risk-Adjusted Trends 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.
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.
| FOX | ABT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.76 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | -0.84 | +0.52 |
| Martin ratioReturn relative to average drawdown | -0.88 | -1.77 | +0.89 |
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Drawdowns
FOX vs. ABT - Drawdown Comparison
The maximum FOX drawdown since its inception was -50.70%, 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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Drawdown Indicators
| FOX | ABT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -45.66% | -5.04% |
Max Drawdown (1Y)Largest decline over 1 year | -33.34% | -38.99% | +5.65% |
Max Drawdown (3Y)Largest decline over 3 years | -33.34% | -39.64% | +6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -33.34% | -39.64% | +6.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.64% | — |
Current DrawdownCurrent decline from peak | -33.34% | -35.79% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -17.71% | -10.85% | -6.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.99% | 18.40% | -6.41% |
Volatility
FOX vs. ABT - Volatility Comparison
Fox Corporation (FOX) has a higher volatility of 19.29% compared to Abbott Laboratories (ABT) at 7.23%. 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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Volatility by Period
| FOX | ABT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.29% | 7.23% | +12.06% |
Volatility (6M)Calculated over the trailing 6-month period | 26.84% | 19.44% | +7.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.53% | 24.70% | +7.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.40% | 22.10% | +5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.75% | 23.68% | +8.07% |
Dividends
FOX vs. ABT - Dividend Comparison
FOX's dividend yield for the trailing twelve months is around 1.25%, less than ABT's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABT Abbott Laboratories | 2.78% | 1.88% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% |
FOX Fox Corporation | 1.25% | 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. 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.
Total Revenue: Total amount of money received from sales and other business activities
FOX vs. ABT - Profitability Comparison
FOX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fox Corporation reported a gross profit of 1.50B and revenue of 3.99B. Therefore, the gross margin over that period was 37.6%.
ABT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Abbott Laboratories reported a gross profit of 6.28B and revenue of 11.16B. Therefore, the gross margin over that period was 56.3%.
FOX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fox Corporation reported an operating income of 801.00M and revenue of 3.99B, resulting in an operating margin of 20.1%.
ABT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Abbott Laboratories reported an operating income of 1.84B and revenue of 11.16B, resulting in an operating margin of 16.5%.
FOX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fox Corporation reported a net income of 166.00M and revenue of 3.99B, resulting in a net margin of 4.2%.
ABT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Abbott Laboratories reported a net income of 1.08B and revenue of 11.16B, resulting in a net margin of 9.7%.
Frequently Asked Questions
FOX and ABT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOX has higher volatility (19.29%) compared to ABT (7.23%). In terms of maximum drawdown, FOX dropped -50.70% vs ABT's -45.66%.
FOX currently has the higher Sharpe Ratio (-0.33 vs -1.33), 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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