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FOXA vs. FOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FOXA and FOX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FOXA vs. FOX - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
39.75%
32.66%
FOXA
FOX

Key characteristics

Sharpe Ratio

FOXA:

2.37

FOX:

2.45

Sortino Ratio

FOXA:

3.15

FOX:

3.20

Omega Ratio

FOXA:

1.46

FOX:

1.47

Calmar Ratio

FOXA:

2.53

FOX:

2.53

Martin Ratio

FOXA:

11.49

FOX:

11.45

Ulcer Index

FOXA:

5.23%

FOX:

5.41%

Daily Std Dev

FOXA:

25.32%

FOX:

25.31%

Max Drawdown

FOXA:

-50.55%

FOX:

-50.69%

Current Drawdown

FOXA:

-11.97%

FOX:

-12.29%

Fundamentals

Market Cap

FOXA:

$21.53B

FOX:

$21.53B

EPS

FOXA:

$4.66

FOX:

$4.66

PE Ratio

FOXA:

10.57

FOX:

9.83

PEG Ratio

FOXA:

7.11

FOX:

6.64

PS Ratio

FOXA:

1.42

FOX:

1.42

PB Ratio

FOXA:

1.95

FOX:

1.82

Total Revenue (TTM)

FOXA:

$11.73B

FOX:

$11.73B

Gross Profit (TTM)

FOXA:

$3.87B

FOX:

$3.87B

EBITDA (TTM)

FOXA:

$2.68B

FOX:

$2.68B

Returns By Period

In the year-to-date period, FOXA achieves a 5.10% return, which is significantly higher than FOX's 3.99% return.


FOXA

YTD

5.10%

1M

4.65%

6M

12.26%

1Y

59.01%

5Y*

15.99%

10Y*

N/A

FOX

YTD

3.99%

1M

6.27%

6M

12.23%

1Y

60.48%

5Y*

14.70%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FOXA vs. FOX — Risk-Adjusted Performance Rank

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

FOXA
The Risk-Adjusted Performance Rank of FOXA is 9696
Overall Rank
The Sharpe Ratio Rank of FOXA is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FOXA is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FOXA is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FOXA is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FOXA is 9696
Martin Ratio Rank

FOX
The Risk-Adjusted Performance Rank of FOX is 9696
Overall Rank
The Sharpe Ratio Rank of FOX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FOX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FOX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FOX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FOX is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FOXA vs. FOX - Risk-Adjusted Performance Comparison

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


The current FOXA Sharpe Ratio is 2.37, which is comparable to the FOX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of FOXA and FOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.004.505.005.50December2025FebruaryMarchAprilMay
2.35
2.41
FOXA
FOX

Dividends

FOXA vs. FOX - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 1.06%, less than FOX's 1.14% yield.


TTM202420232022202120202019
FOXA
Fox Corporation
1.06%1.09%1.72%1.61%1.27%1.58%1.24%
FOX
Fox Corporation
1.14%1.16%1.84%1.72%1.37%1.59%1.26%

Drawdowns

FOXA vs. FOX - Drawdown Comparison

The maximum FOXA drawdown since its inception was -50.55%, roughly equal to the maximum FOX drawdown of -50.69%. Use the drawdown chart below to compare losses from any high point for FOXA and FOX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.97%
-12.29%
FOXA
FOX

Volatility

FOXA vs. FOX - Volatility Comparison

Fox Corporation (FOXA) and Fox Corporation (FOX) have volatilities of 11.36% and 11.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
11.36%
11.24%
FOXA
FOX

Financials

FOXA vs. FOX - Financials Comparison

This section allows you to compare key financial metrics between Fox Corporation and Fox Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.50B3.00B3.50B4.00B4.50B5.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
5.08B
5.08B
(FOXA) Total Revenue
(FOX) Total Revenue
Values in USD except per share items

FOXA vs. FOX - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
23.7%
23.7%
(FOXA) Gross Margin
(FOX) Gross Margin
FOXA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Fox Corporation reported a gross profit of 1.21B and revenue of 5.08B. Therefore, the gross margin over that period was 23.7%.

FOX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Fox Corporation reported a gross profit of 1.21B and revenue of 5.08B. Therefore, the gross margin over that period was 23.7%.

FOXA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Fox Corporation reported an operating income of 680.00M and revenue of 5.08B, resulting in an operating margin of 13.4%.

FOX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Fox Corporation reported an operating income of 680.00M and revenue of 5.08B, resulting in an operating margin of 13.4%.

FOXA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Fox Corporation reported a net income of 373.00M and revenue of 5.08B, resulting in a net margin of 7.4%.

FOX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Fox Corporation reported a net income of 373.00M and revenue of 5.08B, resulting in a net margin of 7.4%.