FOX vs. IG.MI
FOX (Fox Corporation) and IG.MI (Italgas SpA) are both stocks. FOX operates in Broadcasting (Communication Services), while IG.MI operates in Utilities - Regulated Gas (Utilities). Over the past 5 years, FOX returned 11.79%/yr vs 18.92%/yr for IG.MI. At a 0.15 correlation, their price movements are largely independent.
Performance
FOX vs. IG.MI - Performance Comparison
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Different Trading Currencies
FOX is traded in USD, while IG.MI is traded in EUR. To make them comparable, the IG.MI values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FOX achieves a -8.77% return, which is significantly lower than IG.MI's 15.05% return.
FOX
- 1D
- -3.98%
- 1M
- 0.55%
- YTD
- -8.77%
- 6M
- -6.09%
- 1Y
- 20.76%
- 3Y*
- 25.34%
- 5Y*
- 11.79%
- 10Y*
- —
IG.MI
- 1D
- -0.20%
- 1M
- 6.43%
- YTD
- 15.05%
- 6M
- 19.65%
- 1Y
- 59.82%
- 3Y*
- 33.99%
- 5Y*
- 18.92%
- 10Y*
- —
FOX vs. IG.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FOX Fox Corporation | -8.77% | 43.41% | 68.25% | -1.22% | -15.80% | 20.19% | -19.41% | -4.43% |
IG.MI Italgas SpA | 15.05% | 110.26% | 5.31% | 8.92% | -15.02% | 12.55% | 10.53% | 3.99% |
Correlation
The correlation between FOX and IG.MI is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019 | 0.15 |
The correlation between FOX and IG.MI shifts across timeframes, from 0.05 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FOX vs. IG.MI — Risk / Return Rank
FOX
IG.MI
FOX vs. IG.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) and Italgas SpA (IG.MI). 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 | IG.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.48 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 4.16 | -3.40 |
| Martin ratioReturn relative to average drawdown | 1.82 | 11.83 | -10.02 |
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Drawdowns
FOX vs. IG.MI - Drawdown Comparison
The maximum FOX drawdown since its inception was -50.70%, which is greater than IG.MI's maximum drawdown of -34.85%. Use the drawdown chart below to compare losses from any high point for FOX and IG.MI.
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Drawdown Indicators
| FOX | IG.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -34.85% | -15.85% |
Max Drawdown (1Y)Largest decline over 1 year | -26.77% | -14.73% | -12.04% |
Max Drawdown (3Y)Largest decline over 3 years | -26.77% | -18.39% | -8.38% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -33.67% | +0.71% |
Current DrawdownCurrent decline from peak | -12.58% | -2.55% | -10.03% |
Average DrawdownAverage peak-to-trough decline | -17.67% | -8.05% | -9.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.22% | 5.18% | +6.04% |
Volatility
FOX vs. IG.MI - Volatility Comparison
Fox Corporation (FOX) has a higher volatility of 9.09% compared to Italgas SpA (IG.MI) at 6.66%. This indicates that FOX's price experiences larger fluctuations and is considered to be riskier than IG.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FOX | IG.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 6.66% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 20.33% | 17.20% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.23% | 20.92% | +7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.36% | 22.61% | +3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.19% | 24.09% | +7.10% |
Dividends
FOX vs. IG.MI - Dividend Comparison
FOX's dividend yield for the trailing twelve months is around 0.95%, less than IG.MI's 4.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FOX Fox Corporation | 0.95% | 0.85% | 1.16% | 1.84% | 1.72% | 1.37% | 1.59% | 1.26% | 0.00% | 0.00% |
IG.MI Italgas SpA | 4.06% | 4.00% | 6.51% | 6.12% | 5.68% | 4.58% | 4.92% | 4.30% | 4.16% | 3.93% |
Financials
FOX vs. IG.MI - Financials Comparison
This section allows you to compare key financial metrics between Fox Corporation and Italgas SpA. 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
Frequently Asked Questions
FOX and IG.MI have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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