FOXA vs. COST

Last updated Jun 3, 2026

FOXA (Fox Corporation) and COST (Costco Wholesale Corporation) are both stocks. FOXA operates in Broadcasting (Communication Services), while COST operates in Discount Stores (Consumer Defensive). Over the past 5 years, FOXA returned 13.86%/yr vs 21.28%/yr for COST. At a 0.19 correlation, their price movements are largely independent.

Performance

FOXA vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fox Corporation (FOXA) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FOXA achieves a -9.66% return, which is significantly lower than COST's 10.97% return.

FOXA

• 1D: -1.68%
• 1M: 3.69%
• YTD: -9.66%
• 6M: -0.36%
• 1Y: 20.27%
• 3Y*: 28.88%
• 5Y*: 13.86%
• 10Y*: —

COST

• 1D: 0.86%
• 1M: -5.68%
• YTD: 10.97%
• 6M: 3.79%
• 1Y: -9.20%
• 3Y*: 24.67%
• 5Y*: 21.28%
• 10Y*: 22.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FOXA vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FOXA Fox Corporation	-9.66%	51.83%	66.31%	-0.83%	-16.61%	28.24%	-20.22%	-1.15%
COST Costco Wholesale Corporation	10.97%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	27.06%

Correlation

The correlation between FOXA and COST is -0.00, 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	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.07
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	0.19

The correlation between FOXA and COST shifts across timeframes, from -0.00 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS FOXA : $3.83 COST : $26.51
PE Ratio FOXA : 17.13 COST : 36.00
PEG Ratio FOXA : 1.13 COST : 2.81
PS Ratio FOXA : 1.81 COST : 1.08
Total Revenue (TTM) FOXA : $16.20B COST : $293.59B
Gross Profit (TTM) FOXA : $5.67B COST : $11.12B
EBITDA (TTM) FOXA : $3.09B COST : $12.48B

Return for Risk

FOXA vs. COST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FOXA

FOXA Risk / Return Rank: 58
FOXA Sharpe Ratio Rank: 63
FOXA Sortino Ratio Rank: 58
FOXA Omega Ratio Rank: 56
FOXA Calmar Ratio Rank: 56
FOXA Martin Ratio Rank: 58

COST

COST Risk / Return Rank: 22
COST Sharpe Ratio Rank: 19
COST Sortino Ratio Rank: 18
COST Omega Ratio Rank: 19
COST Calmar Ratio Rank: 27
COST Martin Ratio Rank: 25

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.

FOXA vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOXA) and Costco Wholesale Corporation (COST). 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.

	FOXA	COST	Difference
Sharpe ratio Return per unit of total volatility	0.72	-0.48	+1.20
Sortino ratio Return per unit of downside risk	1.18	-0.56	+1.74
Omega ratio Gain probability vs. loss probability	1.15	0.93	+0.22
Calmar ratio Return relative to maximum drawdown	0.72	-0.40	+1.12
Martin ratio Return relative to average drawdown	1.78	-0.78	+2.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FOXA vs. COST - Sharpe Ratio Comparison

The current FOXA Sharpe Ratio is 0.72, which is higher than the COST Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of FOXA and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FOXA	COST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	-0.48	+1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.94	-0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.58	-0.29

Drawdowns

FOXA vs. COST - Drawdown Comparison

The maximum FOXA drawdown since its inception was -50.56%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for FOXA and COST.

Drawdown Indicators

	FOXA	COST	Difference
Max Drawdown Largest peak-to-trough decline	-50.56%	-53.39%	+2.83%
Max Drawdown (1Y) Largest decline over 1 year	-28.89%	-19.25%	-9.64%
Max Drawdown (3Y) Largest decline over 3 years	-28.89%	-20.74%	-8.15%
Max Drawdown (5Y) Largest decline over 5 years	-35.14%	-31.40%	-3.74%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.40%	—
Current Drawdown Current decline from peak	-13.27%	-12.80%	-0.47%
Average Drawdown Average peak-to-trough decline	-17.56%	-13.36%	-4.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.65%	9.92%	+1.73%

Volatility

FOXA vs. COST - Volatility Comparison

Fox Corporation (FOXA) has a higher volatility of 10.60% compared to Costco Wholesale Corporation (COST) at 7.99%. This indicates that FOXA's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FOXA	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.60%	7.99%	+2.61%
Volatility (6M) Calculated over the trailing 6-month period	20.58%	14.81%	+5.77%
Volatility (1Y) Calculated over the trailing 1-year period	28.27%	19.17%	+9.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.96%	22.73%	+4.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.06%	21.95%	+10.11%

Dividends

FOXA vs. COST - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 0.85%, more than COST's 0.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.56%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
FOXA Fox Corporation	0.85%	0.75%	1.09%	1.72%	1.61%	1.27%	1.58%	1.24%	0.00%	0.00%	0.00%	0.00%

Financials

FOXA vs. COST - Profitability Comparison

The chart below illustrates the profitability comparison between Fox Corporation and Costco Wholesale Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

FOXA - 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%.

COST - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.

FOXA - 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%.

COST - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.

FOXA - 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%.

COST - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.

Frequently Asked Questions

Can I hold both FOXA and COST in my portfolio?

FOXA and COST have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FOXA or COST?

FOXA has higher volatility (10.60%) compared to COST (7.99%). In terms of maximum drawdown, FOXA dropped -50.56% vs COST's -53.39%.

Which has better risk-adjusted returns?

FOXA currently has the higher Sharpe Ratio (0.72 vs -0.48), 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.