PortfoliosLab logoPortfoliosLab logo
FOX vs. AGI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FOX vs. AGI.TO - Performance Comparison

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

Loading charts...

Different Trading Currencies

FOX is traded in USD, while AGI.TO is traded in CAD. To make them comparable, the AGI.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with FOX having a -8.77% return and AGI.TO slightly lower at -8.85%.


FOX

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

AGI.TO

1D
2.02%
1M
-18.99%
YTD
-8.85%
6M
-8.29%
1Y
28.36%
3Y*
42.62%
5Y*
32.82%
10Y*
17.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOX vs. AGI.TO - 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%
AGI.TO
Alamos Gold Inc.
-8.85%110.12%38.03%34.44%33.88%-11.57%46.88%15.34%

Correlation

The correlation between FOX and AGI.TO is -0.09, 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

-0.09

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

0.02

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

0.05

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

0.03

The correlation between FOX and AGI.TO shifts across timeframes, from -0.09 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FOX:

$25.45B

AGI.TO:

CA$20.75B

EPS

FOX:

$3.83

AGI.TO:

$2.52

PE Ratio

FOX:

15.37

AGI.TO:

13.99

PEG Ratio

FOX:

0.99

AGI.TO:

0.09

PS Ratio

FOX:

1.62

AGI.TO:

7.19

PB Ratio

FOX:

2.32

AGI.TO:

3.22

Total Revenue (TTM)

FOX:

$16.20B

AGI.TO:

$2.07B

Gross Profit (TTM)

FOX:

$5.67B

AGI.TO:

$1.22B

EBITDA (TTM)

FOX:

$3.09B

AGI.TO:

$1.43B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FOX vs. AGI.TO — 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

AGI.TO
AGI.TO Risk / Return Rank: 6161
Overall Rank
AGI.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AGI.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
AGI.TO Omega Ratio Rank: 5959
Omega Ratio Rank
AGI.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
AGI.TO Martin Ratio Rank: 6464
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. AGI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) and Alamos Gold Inc. (AGI.TO). 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.


FOXAGI.TODifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.15

1.14

+0.02

Calmar ratioReturn relative to maximum drawdown

0.76

0.72

+0.04

Martin ratioReturn relative to average drawdown

1.82

2.06

-0.25

FOX vs. AGI.TO - Sharpe Ratio Comparison

The current FOX Sharpe Ratio is 0.72, which is comparable to the AGI.TO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FOX and AGI.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FOX vs. AGI.TO - Drawdown Comparison

The maximum FOX drawdown since its inception was -50.70%, smaller than the maximum AGI.TO drawdown of -88.23%. Use the drawdown chart below to compare losses from any high point for FOX and AGI.TO.


Loading charts...

Drawdown Indicators


FOXAGI.TODifference

Max Drawdown

Largest peak-to-trough decline

-50.70%

-88.23%

+37.53%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

-40.44%

+13.67%

Max Drawdown (3Y)

Largest decline over 3 years

-26.77%

-40.44%

+13.67%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

-40.44%

+7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-71.24%

Current Drawdown

Current decline from peak

-12.58%

-36.26%

+23.68%

Average Drawdown

Average peak-to-trough decline

-17.67%

-40.82%

+23.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.22%

14.06%

-2.84%

Volatility

FOX vs. AGI.TO - Volatility Comparison

The current volatility for Fox Corporation (FOX) is 9.09%, while Alamos Gold Inc. (AGI.TO) has a volatility of 17.53%. This indicates that FOX experiences smaller price fluctuations and is considered to be less risky than AGI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FOXAGI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

17.53%

-8.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.33%

41.70%

-21.37%

Volatility (1Y)

Calculated over the trailing 1-year period

28.23%

50.53%

-22.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.36%

39.75%

-13.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.19%

47.07%

-15.88%

Dividends

FOX vs. AGI.TO - Dividend Comparison

FOX's dividend yield for the trailing twelve months is around 0.95%, more than AGI.TO's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
AGI.TO
Alamos Gold Inc.
0.37%0.26%0.52%0.76%0.91%1.03%0.79%0.51%0.41%0.29%0.22%0.88%
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. AGI.TO - Financials Comparison

This section allows you to compare key financial metrics between Fox Corporation and Alamos Gold Inc.. 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
3.99B
586.92M
(FOX) Total Revenue
(AGI.TO) Total Revenue
Values in USD except per share items

FOX vs. AGI.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Fox Corporation and Alamos Gold Inc. 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%20222023202420252026
37.6%
63.9%
Portfolio components
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%.

AGI.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alamos Gold Inc. reported a gross profit of 375.05M and revenue of 586.92M. Therefore, the gross margin over that period was 63.9%.

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%.

AGI.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alamos Gold Inc. reported an operating income of 336.79M and revenue of 586.92M, resulting in an operating margin of 57.4%.

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%.

AGI.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alamos Gold Inc. reported a net income of 188.26M and revenue of 586.92M, resulting in a net margin of 32.1%.


Frequently Asked Questions


FOX and AGI.TO have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FOX and AGI.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer