FOX vs. WRT1V.HE
FOX (Fox Corporation) and WRT1V.HE (Wärtsilä Oyj Abp) are both stocks. FOX operates in Broadcasting (Communication Services), while WRT1V.HE operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, FOX returned 11.79%/yr vs 24.36%/yr for WRT1V.HE. At a 0.21 correlation, their price movements are largely independent.
Performance
FOX vs. WRT1V.HE - Performance Comparison
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Different Trading Currencies
FOX is traded in USD, while WRT1V.HE is traded in EUR. To make them comparable, the WRT1V.HE 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 WRT1V.HE's 9.65% return.
FOX
- 1D
- -3.98%
- 1M
- 0.55%
- YTD
- -8.77%
- 6M
- -6.09%
- 1Y
- 20.76%
- 3Y*
- 25.34%
- 5Y*
- 11.79%
- 10Y*
- —
WRT1V.HE
- 1D
- 0.50%
- 1M
- -9.82%
- YTD
- 9.65%
- 6M
- 9.72%
- 1Y
- 77.60%
- 3Y*
- 50.62%
- 5Y*
- 24.36%
- 10Y*
- 15.12%
FOX vs. WRT1V.HE - 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% |
WRT1V.HE Wärtsilä Oyj Abp | 9.65% | 104.84% | 25.33% | 76.68% | -37.98% | 42.41% | -3.33% | -27.81% |
Correlation
The correlation between FOX and WRT1V.HE is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
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 | 0.21 |
The correlation between FOX and WRT1V.HE shifts across timeframes, from -0.01 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FOX vs. WRT1V.HE — Risk / Return Rank
FOX
WRT1V.HE
FOX vs. WRT1V.HE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOX) and Wärtsilä Oyj Abp (WRT1V.HE). 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 | WRT1V.HE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.34 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 4.15 | -3.39 |
| Martin ratioReturn relative to average drawdown | 1.82 | 11.27 | -9.46 |
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Drawdowns
FOX vs. WRT1V.HE - Drawdown Comparison
The maximum FOX drawdown since its inception was -50.70%, smaller than the maximum WRT1V.HE drawdown of -73.87%. Use the drawdown chart below to compare losses from any high point for FOX and WRT1V.HE.
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Drawdown Indicators
| FOX | WRT1V.HE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -73.87% | +23.17% |
Max Drawdown (1Y)Largest decline over 1 year | -26.77% | -18.28% | -8.49% |
Max Drawdown (3Y)Largest decline over 3 years | -26.77% | -31.88% | +5.11% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -57.14% | +24.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.87% | — |
Current DrawdownCurrent decline from peak | -12.58% | -17.41% | +4.83% |
Average DrawdownAverage peak-to-trough decline | -17.67% | -21.96% | +4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.22% | 6.70% | +4.52% |
Volatility
FOX vs. WRT1V.HE - Volatility Comparison
The current volatility for Fox Corporation (FOX) is 9.09%, while Wärtsilä Oyj Abp (WRT1V.HE) has a volatility of 13.60%. This indicates that FOX experiences smaller price fluctuations and is considered to be less risky than WRT1V.HE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FOX | WRT1V.HE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 13.60% | -4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 20.33% | 28.23% | -7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.23% | 36.82% | -8.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.36% | 36.16% | -9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.19% | 35.87% | -4.68% |
Dividends
FOX vs. WRT1V.HE - Dividend Comparison
FOX's dividend yield for the trailing twelve months is around 0.95%, less than WRT1V.HE's 3.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
WRT1V.HE Wärtsilä Oyj Abp | 3.06% | 1.45% | 1.87% | 1.98% | 3.05% | 1.62% | 5.89% | 4.87% | 6.62% | 7.42% | 8.43% | 8.19% |
Financials
FOX vs. WRT1V.HE - Financials Comparison
This section allows you to compare key financial metrics between Fox Corporation and Wärtsilä Oyj Abp. 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 WRT1V.HE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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