FOX vs. UFO
FOX (Fox Corporation) is a stock, while UFO (Procure Space ETF) is Global Equities fund tracking the S-Network Space Index. Over the past 5 years, FOX returned 12.04%/yr vs 16.24%/yr for UFO. At a 0.45 correlation, their price movements are largely independent.
Performance
FOX vs. UFO - Performance Comparison
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Returns By Period
In the year-to-date period, FOX achieves a -9.06% return, which is significantly lower than UFO's 53.53% return.
FOX
- 1D
- 2.25%
- 1M
- 5.04%
- YTD
- -9.06%
- 6M
- -1.90%
- 1Y
- 19.77%
- 3Y*
- 26.71%
- 5Y*
- 12.04%
- 10Y*
- —
UFO
- 1D
- 2.77%
- 1M
- 16.90%
- YTD
- 53.53%
- 6M
- 68.11%
- 1Y
- 138.54%
- 3Y*
- 48.04%
- 5Y*
- 16.24%
- 10Y*
- —
FOX vs. UFO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FOX Fox Corporation | -9.06% | 43.41% | 68.25% | -1.22% | -15.80% | 20.19% | -19.41% | 1.32% |
UFO Procure Space ETF | 53.53% | 67.36% | 27.22% | -2.34% | -25.85% | 7.17% | -2.15% | 5.34% |
Correlation
The correlation between FOX and UFO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Apr 12, 2019 | 0.45 |
Over the past year, the correlation between FOX and UFO has dropped to 0.21 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
FOX vs. UFO — Risk / Return Rank
FOX
UFO
FOX vs. UFO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) and Procure Space ETF (UFO). 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.
| FOX | UFO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.48 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 6.35 | -5.61 |
| Martin ratioReturn relative to average drawdown | 1.78 | 20.55 | -18.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FOX | UFO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 3.66 | -2.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.54 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.47 | -0.24 |
Drawdowns
FOX vs. UFO - Drawdown Comparison
The maximum FOX drawdown since its inception was -50.70%, roughly equal to the maximum UFO drawdown of -50.33%. Use the drawdown chart below to compare losses from any high point for FOX and UFO.
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Drawdown Indicators
| FOX | UFO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -50.33% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -26.77% | -21.95% | -4.82% |
Max Drawdown (3Y)Largest decline over 3 years | -26.77% | -25.91% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -50.33% | +17.37% |
Current DrawdownCurrent decline from peak | -12.86% | -12.48% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -17.71% | -21.81% | +4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.11% | 6.77% | +4.34% |
Volatility
FOX vs. UFO - Volatility Comparison
The current volatility for Fox Corporation (FOX) is 11.45%, while Procure Space ETF (UFO) has a volatility of 16.68%. This indicates that FOX experiences smaller price fluctuations and is considered to be less risky than UFO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FOX | UFO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.45% | 16.68% | -5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 20.04% | 31.33% | -11.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.02% | 38.15% | -10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.33% | 29.94% | -3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.20% | 30.76% | +0.44% |
Dividends
FOX vs. UFO - Dividend Comparison
FOX's dividend yield for the trailing twelve months is around 0.95%, more than UFO's 0.28% 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% |
UFO Procure Space ETF | 0.28% | 0.46% | 1.98% | 1.90% | 3.19% | 1.00% | 1.07% | 0.45% |
Frequently Asked Questions
FOX and UFO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UFO has higher volatility (16.68%) compared to FOX (11.45%). In terms of maximum drawdown, FOX dropped -50.70% vs UFO's -50.33%.
UFO currently has the higher Sharpe Ratio (3.66 vs 0.71), 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.
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