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

Performance

FOX vs. HMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fox Corporation (FOX) and Harmony Gold Mining Company Limited (HMY). 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 -8.77% return, which is significantly higher than HMY's -18.77% return.


FOX

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

HMY

1D
4.27%
1M
-8.69%
YTD
-18.77%
6M
-20.76%
1Y
8.23%
3Y*
55.21%
5Y*
29.67%
10Y*
17.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOX vs. HMY - 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%
HMY
Harmony Gold Mining Company Limited
-18.77%145.47%35.39%82.51%-16.42%-10.25%28.93%79.70%

Correlation

The correlation between FOX and HMY is 0.03, 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

0.03

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

0.08

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

0.08

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

0.08

Fundamentals

Market Cap

FOX:

$25.45B

HMY:

$9.49B

EPS

FOX:

$3.83

HMY:

ZAR 41.64

PE Ratio

FOX:

15.37

HMY:

0.36

PEG Ratio

FOX:

0.99

HMY:

0.00

PS Ratio

FOX:

1.62

HMY:

0.06

PB Ratio

FOX:

2.32

HMY:

0.18

Total Revenue (TTM)

FOX:

$16.20B

HMY:

ZAR 150.28B

Gross Profit (TTM)

FOX:

$5.67B

HMY:

ZAR 57.55B

EBITDA (TTM)

FOX:

$3.09B

HMY:

ZAR 55.56B

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Return for Risk

FOX vs. HMY — 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

HMY
HMY Risk / Return Rank: 4444
Overall Rank
HMY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HMY Sortino Ratio Rank: 4545
Sortino Ratio Rank
HMY Omega Ratio Rank: 4444
Omega Ratio Rank
HMY Calmar Ratio Rank: 4545
Calmar Ratio Rank
HMY Martin Ratio Rank: 4444
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. HMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) and Harmony Gold Mining Company Limited (HMY). 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.


FOXHMYDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.15

1.08

+0.07

Calmar ratioReturn relative to maximum drawdown

0.76

0.18

+0.58

Martin ratioReturn relative to average drawdown

1.82

0.40

+1.42

FOX vs. HMY - Sharpe Ratio Comparison

The current FOX Sharpe Ratio is 0.72, which is higher than the HMY Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of FOX and HMY, 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. HMY - Drawdown Comparison

The maximum FOX drawdown since its inception was -50.70%, smaller than the maximum HMY drawdown of -97.04%. Use the drawdown chart below to compare losses from any high point for FOX and HMY.


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Drawdown Indicators


FOXHMYDifference

Max Drawdown

Largest peak-to-trough decline

-50.70%

-97.04%

+46.34%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

-48.85%

+22.08%

Max Drawdown (3Y)

Largest decline over 3 years

-26.77%

-48.85%

+22.08%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

-62.48%

+29.52%

Max Drawdown (10Y)

Largest decline over 10 years

-71.05%

Current Drawdown

Current decline from peak

-12.58%

-37.92%

+25.34%

Average Drawdown

Average peak-to-trough decline

-17.67%

-52.74%

+35.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.22%

21.98%

-10.76%

Volatility

FOX vs. HMY - Volatility Comparison

The current volatility for Fox Corporation (FOX) is 9.09%, while Harmony Gold Mining Company Limited (HMY) has a volatility of 21.33%. This indicates that FOX experiences smaller price fluctuations and is considered to be less risky than HMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOXHMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

21.33%

-12.24%

Volatility (6M)

Calculated over the trailing 6-month period

20.33%

48.63%

-28.30%

Volatility (1Y)

Calculated over the trailing 1-year period

28.23%

64.67%

-36.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.36%

58.53%

-32.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.19%

61.20%

-30.01%

Dividends

FOX vs. HMY - Dividend Comparison

FOX's dividend yield for the trailing twelve months is around 0.95%, less than HMY's 2.67% yield.


PositionTTM2025202420232022202120202019201820172016
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%
HMY
Harmony Gold Mining Company Limited
2.53%1.07%1.59%0.66%1.14%2.23%0.00%0.00%0.00%3.13%1.37%

Financials

FOX vs. HMY - Financials Comparison

This section allows you to compare key financial metrics between Fox Corporation and Harmony Gold Mining Company Limited. 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


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
3.99B
46.57B
(FOX) Total Revenue
(HMY) Total Revenue
Please note, different currencies. FOX values in USD, HMY values in ZAR

FOX vs. HMY - Profitability Comparison

The chart below illustrates the profitability comparison between Fox Corporation and Harmony Gold Mining Company Limited 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%
44.1%
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%.

HMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Harmony Gold Mining Company Limited reported a gross profit of 20.53B and revenue of 46.57B. Therefore, the gross margin over that period was 44.1%.

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%.

HMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Harmony Gold Mining Company Limited reported an operating income of 19.36B and revenue of 46.57B, resulting in an operating margin of 41.6%.

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%.

HMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Harmony Gold Mining Company Limited reported a net income of 9.29B and revenue of 46.57B, resulting in a net margin of 19.9%.


Frequently Asked Questions


FOX and HMY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HMY has higher volatility (21.33%) compared to FOX (9.09%). In terms of maximum drawdown, FOX dropped -50.70% vs HMY's -97.04%.

FOX currently has the higher Sharpe Ratio (0.72 vs 0.14), 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 HMY

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