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

Correlation

The correlation between FOXA and FOX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

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.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
40.84%
40.93%
FOXA
FOX

Key characteristics

Sharpe Ratio

FOXA:

4.59

FOX:

4.91

Sortino Ratio

FOXA:

6.43

FOX:

6.81

Omega Ratio

FOXA:

1.80

FOX:

1.84

Calmar Ratio

FOXA:

2.77

FOX:

2.73

Martin Ratio

FOXA:

49.12

FOX:

55.75

Ulcer Index

FOXA:

1.86%

FOX:

1.69%

Daily Std Dev

FOXA:

19.92%

FOX:

19.19%

Max Drawdown

FOXA:

-50.55%

FOX:

-50.69%

Current Drawdown

FOXA:

-0.14%

FOX:

-0.45%

Fundamentals

Market Cap

FOXA:

$25.15B

FOX:

$25.15B

EPS

FOXA:

$4.66

FOX:

$4.66

PE Ratio

FOXA:

12.33

FOX:

11.50

PEG Ratio

FOXA:

7.98

FOX:

7.48

Total Revenue (TTM)

FOXA:

$15.18B

FOX:

$15.18B

Gross Profit (TTM)

FOXA:

$6.93B

FOX:

$6.93B

EBITDA (TTM)

FOXA:

$3.84B

FOX:

$3.84B

Returns By Period

In the year-to-date period, FOXA achieves a 18.11% return, which is significantly higher than FOX's 16.68% return.


FOXA

YTD

18.11%

1M

19.79%

6M

41.67%

1Y

94.60%

5Y*

11.39%

10Y*

N/A

FOX

YTD

16.68%

1M

16.94%

6M

41.71%

1Y

97.68%

5Y*

10.19%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 9898
Overall Rank
The Sharpe Ratio Rank of FOXA is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FOXA is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FOXA is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FOXA is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FOXA is 100100
Martin Ratio Rank

FOX
The Risk-Adjusted Performance Rank of FOX is 9898
Overall Rank
The Sharpe Ratio Rank of FOX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FOX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FOX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FOX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FOX is 100100
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.


Sharpe ratio
The chart of Sharpe ratio for FOXA, currently valued at 4.59, compared to the broader market-2.000.002.004.594.91
The chart of Sortino ratio for FOXA, currently valued at 6.43, compared to the broader market-4.00-2.000.002.004.006.006.436.81
The chart of Omega ratio for FOXA, currently valued at 1.80, compared to the broader market0.501.001.502.001.801.84
The chart of Calmar ratio for FOXA, currently valued at 2.77, compared to the broader market0.002.004.006.002.772.73
The chart of Martin ratio for FOXA, currently valued at 49.12, compared to the broader market-10.000.0010.0020.0030.0049.1255.75
FOXA
FOX

The current FOXA Sharpe Ratio is 4.59, which is comparable to the FOX Sharpe Ratio of 4.91. 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 Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
4.59
4.91
FOXA
FOX

Dividends

FOXA vs. FOX - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 0.92%, less than FOX's 0.99% yield.


TTM202420232022202120202019
FOXA
Fox Corporation
0.92%1.09%1.72%1.61%1.27%1.58%1.24%
FOX
Fox Corporation
0.99%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.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.14%
-0.45%
FOXA
FOX

Volatility

FOXA vs. FOX - Volatility Comparison

Fox Corporation (FOXA) has a higher volatility of 6.63% compared to Fox Corporation (FOX) at 5.92%. This indicates that FOXA's price experiences larger fluctuations and is considered to be riskier than FOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
6.63%
5.92%
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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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