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FOX vs. FOXA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FOX vs. FOXA - Performance Comparison

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

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Returns By Period

In the year-to-date period, FOX achieves a -30.43% return, which is significantly higher than FOXA's -32.08% return.


FOX

1D
-4.30%
1M
-21.51%
YTD
-30.43%
6M
-30.02%
1Y
-10.52%
3Y*
15.19%
5Y*
6.18%
10Y*

FOXA

1D
-5.44%
1M
-22.80%
YTD
-32.08%
6M
-32.58%
1Y
-9.75%
3Y*
16.23%
5Y*
6.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOX vs. FOXA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FOX
Fox Corporation
-30.43%43.41%68.25%-1.22%-15.80%20.19%-19.41%-4.43%
FOXA
Fox Corporation
-32.08%51.83%66.31%-0.83%-16.61%28.24%-20.22%-1.15%

Correlation

The correlation between FOX and FOXA is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

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

0.98

The correlation between FOX and FOXA has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Fundamentals

Market Cap

FOX:

$19.41B

FOXA:

$21.34B

EPS

FOX:

$3.83

FOXA:

$3.83

PE Ratio

FOX:

11.72

FOXA:

12.88

PEG Ratio

FOX:

0.76

FOXA:

0.85

PS Ratio

FOX:

1.24

FOXA:

1.36

PB Ratio

FOX:

1.77

FOXA:

1.95

Total Revenue (TTM)

FOX:

$16.20B

FOXA:

$16.20B

Gross Profit (TTM)

FOX:

$5.67B

FOXA:

$5.67B

EBITDA (TTM)

FOX:

$3.09B

FOXA:

$3.09B

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Return for Risk

FOX vs. FOXA — Risk / Return Rank

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

FOX
FOX Risk / Return Rank: 2727
Overall Rank
FOX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FOX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FOX Omega Ratio Rank: 2525
Omega Ratio Rank
FOX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FOX Martin Ratio Rank: 2424
Martin Ratio Rank

FOXA
FOXA Risk / Return Rank: 2929
Overall Rank
FOXA Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FOXA Sortino Ratio Rank: 2727
Sortino Ratio Rank
FOXA Omega Ratio Rank: 2727
Omega Ratio Rank
FOXA Calmar Ratio Rank: 3333
Calmar Ratio Rank
FOXA Martin Ratio Rank: 2727
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. FOXA - Risk-Adjusted Trends Comparison

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


FOXFOXADifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

0.97

0.98

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.32

-0.28

-0.04

Martin ratioReturn relative to average drawdown

-0.88

-0.77

-0.11

FOX vs. FOXA - Sharpe Ratio Comparison

The current FOX Sharpe Ratio is -0.33, which is comparable to the FOXA Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of FOX and FOXA, 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. FOXA - Drawdown Comparison

The maximum FOX drawdown since its inception was -50.70%, roughly equal to the maximum FOXA drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for FOX and FOXA.


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Drawdown Indicators


FOXFOXADifference

Max Drawdown

Largest peak-to-trough decline

-50.70%

-50.56%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-33.34%

-34.79%

+1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-33.34%

-34.79%

+1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-33.34%

-35.14%

+1.80%

Current Drawdown

Current decline from peak

-33.34%

-34.79%

+1.45%

Average Drawdown

Average peak-to-trough decline

-17.71%

-17.56%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.99%

12.63%

-0.64%

Volatility

FOX vs. FOXA - Volatility Comparison

The current volatility for Fox Corporation (FOX) is 19.29%, while Fox Corporation (FOXA) has a volatility of 21.24%. This indicates that FOX experiences smaller price fluctuations and is considered to be less risky than FOXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOXFOXADifference

Volatility (1M)

Calculated over the trailing 1-month period

19.29%

21.24%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

26.84%

28.73%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

32.53%

33.89%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.40%

28.26%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.75%

32.73%

-0.98%

Dividends

FOX vs. FOXA - Dividend Comparison

FOX's dividend yield for the trailing twelve months is around 1.25%, more than FOXA's 1.13% yield.


PositionTTM2025202420232022202120202019
FOX
Fox Corporation
1.25%0.85%1.16%1.84%1.72%1.37%1.59%1.26%
FOXA
Fox Corporation
1.13%0.75%1.09%1.72%1.61%1.27%1.58%1.24%

Financials

FOX vs. FOXA - Financials Comparison

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


3.00B3.50B4.00B4.50B5.00B20222023202420252026
3.99B
3.99B
(FOX) Total Revenue
(FOXA) Total Revenue
Values in USD except per share items

FOX vs. FOXA - Profitability Comparison

The chart below illustrates the profitability comparison between Fox Corporation and Fox Corporation 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%
37.6%
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%.

FOXA - 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%.

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%.

FOXA - 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%.

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%.

FOXA - 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%.


Frequently Asked Questions


With a correlation of 0.97, FOX and FOXA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FOXA has higher volatility (21.24%) compared to FOX (19.29%). In terms of maximum drawdown, FOX dropped -50.70% vs FOXA's -50.56%.

FOXA currently has the higher Sharpe Ratio (-0.29 vs -0.33), 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.

Portfolio Optimizer

Find the right allocation for FOX and FOXA

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