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

Correlation

The correlation between FOX and COST is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

FOX vs. COST - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
43.07%
23.17%
FOX
COST

Key characteristics

Sharpe Ratio

FOX:

4.93

COST:

2.63

Sortino Ratio

FOX:

6.83

COST:

3.29

Omega Ratio

FOX:

1.84

COST:

1.46

Calmar Ratio

FOX:

2.75

COST:

4.95

Martin Ratio

FOX:

49.61

COST:

11.59

Ulcer Index

FOX:

1.91%

COST:

4.39%

Daily Std Dev

FOX:

19.23%

COST:

19.35%

Max Drawdown

FOX:

-50.69%

COST:

-53.39%

Current Drawdown

FOX:

0.00%

COST:

-0.47%

Fundamentals

Market Cap

FOX:

$24.46B

COST:

$478.02B

EPS

FOX:

$4.68

COST:

$16.94

PE Ratio

FOX:

11.19

COST:

63.27

PEG Ratio

FOX:

7.15

COST:

6.45

Total Revenue (TTM)

FOX:

$15.18B

COST:

$258.81B

Gross Profit (TTM)

FOX:

$6.93B

COST:

$32.80B

EBITDA (TTM)

FOX:

$3.84B

COST:

$12.25B

Returns By Period

In the year-to-date period, FOX achieves a 14.54% return, which is significantly lower than COST's 17.11% return.


FOX

YTD

14.54%

1M

14.74%

6M

43.07%

1Y

90.65%

5Y*

8.57%

10Y*

N/A

COST

YTD

17.11%

1M

13.77%

6M

23.17%

1Y

48.86%

5Y*

29.38%

10Y*

24.19%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FOX vs. COST — 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 9898
Overall Rank
The Sharpe Ratio Rank of FOX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FOX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FOX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FOX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FOX is 100100
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 9494
Overall Rank
The Sharpe Ratio Rank of COST is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 9393
Sortino Ratio Rank
The Omega Ratio Rank of COST is 9393
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9898
Calmar Ratio Rank
The Martin Ratio Rank of COST is 9393
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. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) and Costco Wholesale Corporation (COST). 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.


Sharpe ratio
The chart of Sharpe ratio for FOX, currently valued at 4.93, compared to the broader market-2.000.002.004.004.932.63
The chart of Sortino ratio for FOX, currently valued at 6.83, compared to the broader market-6.00-4.00-2.000.002.004.006.006.833.29
The chart of Omega ratio for FOX, currently valued at 1.84, compared to the broader market0.501.001.502.001.841.46
The chart of Calmar ratio for FOX, currently valued at 2.75, compared to the broader market0.002.004.006.002.754.95
The chart of Martin ratio for FOX, currently valued at 49.61, compared to the broader market-10.000.0010.0020.0030.0049.6111.59
FOX
COST

The current FOX Sharpe Ratio is 4.93, which is higher than the COST Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of FOX and COST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
4.93
2.63
FOX
COST

Dividends

FOX vs. COST - Dividend Comparison

FOX's dividend yield for the trailing twelve months is around 1.01%, more than COST's 0.43% yield.


TTM20242023202220212020201920182017201620152014
FOX
Fox Corporation
1.01%1.16%1.84%1.72%1.37%1.59%1.26%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
0.43%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

FOX vs. COST - Drawdown Comparison

The maximum FOX drawdown since its inception was -50.69%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for FOX and COST. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.47%
FOX
COST

Volatility

FOX vs. COST - Volatility Comparison

Fox Corporation (FOX) has a higher volatility of 6.05% compared to Costco Wholesale Corporation (COST) at 5.22%. This indicates that FOX's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
6.05%
5.22%
FOX
COST

Financials

FOX vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Fox Corporation and Costco Wholesale Corporation. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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