FOX vs. META
FOX (Fox Corporation) and META (Meta Platforms, Inc.) are both stocks. Both are in the Communication Services sector — FOX in Broadcasting, META in Internet Content & Information. Over the past 5 years, FOX returned 11.79%/yr vs 11.52%/yr for META. At a 0.26 correlation, their price movements are largely independent.
Performance
FOX vs. META - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FOX achieves a -8.77% return, which is significantly higher than META's -14.03% return.
FOX
- 1D
- -3.98%
- 1M
- 0.55%
- YTD
- -8.77%
- 6M
- -6.09%
- 1Y
- 20.76%
- 3Y*
- 25.34%
- 5Y*
- 11.79%
- 10Y*
- —
META
- 1D
- -0.26%
- 1M
- -8.32%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -16.71%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
FOX vs. META - 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% |
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 19.39% |
Correlation
The correlation between FOX and META 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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019 | 0.26 |
The correlation between FOX and META shifts across timeframes, from 0.09 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FOX:
$25.45B
META:
$1.45T
FOX:
$3.83
META:
$27.47
FOX:
15.37
META:
20.64
FOX:
0.99
META:
0.85
FOX:
1.62
META:
6.78
FOX:
2.32
META:
5.97
FOX:
$16.20B
META:
$214.96B
FOX:
$5.67B
META:
$176.14B
FOX:
$3.09B
META:
$106.31B
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. META — Risk / Return Rank
FOX
META
FOX vs. META - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) and Meta Platforms, Inc. (META). 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 | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.93 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | -0.54 | +1.30 |
| Martin ratioReturn relative to average drawdown | 1.82 | -1.12 | +2.94 |
Loading charts...
Drawdowns
FOX vs. META - Drawdown Comparison
The maximum FOX drawdown since its inception was -50.70%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for FOX and META.
Loading charts...
Drawdown Indicators
| FOX | META | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -76.74% | +26.04% |
Max Drawdown (1Y)Largest decline over 1 year | -26.77% | -33.30% | +6.53% |
Max Drawdown (3Y)Largest decline over 3 years | -26.77% | -34.15% | +7.38% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -76.74% | +43.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.74% | — |
Current DrawdownCurrent decline from peak | -12.58% | -28.06% | +15.48% |
Average DrawdownAverage peak-to-trough decline | -17.67% | -15.83% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.22% | 16.06% | -4.84% |
Volatility
FOX vs. META - Volatility Comparison
The current volatility for Fox Corporation (FOX) is 9.09%, while Meta Platforms, Inc. (META) has a volatility of 10.17%. This indicates that FOX experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FOX | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 10.17% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 20.33% | 26.91% | -6.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.23% | 35.52% | -7.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.36% | 44.04% | -17.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.19% | 38.67% | -7.48% |
Dividends
FOX vs. META - Dividend Comparison
FOX's dividend yield for the trailing twelve months is around 0.95%, more than META's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FOX Fox Corporation | 0.95% | 0.85% | 1.16% | 1.84% | 1.72% | 1.37% | 1.59% | 1.26% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
FOX vs. META - Financials Comparison
This section allows you to compare key financial metrics between Fox Corporation and Meta Platforms, 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.
Total Revenue: Total amount of money received from sales and other business activities
FOX vs. META - Profitability Comparison
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%.
META - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a gross profit of 46.09B and revenue of 56.31B. Therefore, the gross margin over that period was 81.9%.
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%.
META - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.
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%.
META - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.
Frequently Asked Questions
FOX and META 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.
META has higher volatility (10.17%) compared to FOX (9.09%). In terms of maximum drawdown, FOX dropped -50.70% vs META's -76.74%.
FOX currently has the higher Sharpe Ratio (0.72 vs -0.51), 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.
Find the right allocation for FOX and META
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