PortfoliosLab logoPortfoliosLab logo
FOXA vs. FOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with FOXA having a -9.66% return and FOX slightly higher at -9.19%.


FOXA

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

FOX

1D
-1.99%
1M
3.02%
YTD
-9.19%
6M
-0.43%
1Y
17.17%
3Y*
26.99%
5Y*
12.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOXA vs. FOX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FOXA
Fox Corporation
-9.66%51.83%66.31%-0.83%-16.61%28.24%-20.22%-5.50%
FOX
Fox Corporation
-9.19%43.41%68.25%-1.22%-15.80%20.19%-19.41%-5.89%

Correlation

The correlation between FOXA and FOX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2019

0.98

The correlation between FOXA and FOX has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

Fundamentals

Market Cap

FOXA:

$28.38B

FOX:

$25.34B

EPS

FOXA:

$3.83

FOX:

$3.83

PE Ratio

FOXA:

17.13

FOX:

15.30

PEG Ratio

FOXA:

1.13

FOX:

0.99

PS Ratio

FOXA:

1.81

FOX:

1.62

PB Ratio

FOXA:

2.59

FOX:

2.31

Total Revenue (TTM)

FOXA:

$16.20B

FOX:

$16.20B

Gross Profit (TTM)

FOXA:

$5.67B

FOX:

$5.67B

EBITDA (TTM)

FOXA:

$3.09B

FOX:

$3.09B

Compare stocks, funds, or ETFs

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


Return for Risk

FOXA vs. FOX — Risk / Return Rank

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

FOXA
FOXA Risk / Return Rank: 5858
Overall Rank
FOXA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FOXA Sortino Ratio Rank: 5858
Sortino Ratio Rank
FOXA Omega Ratio Rank: 5656
Omega Ratio Rank
FOXA Calmar Ratio Rank: 5656
Calmar Ratio Rank
FOXA Martin Ratio Rank: 5858
Martin Ratio Rank

FOX
FOX Risk / Return Rank: 5656
Overall Rank
FOX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FOX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FOX Omega Ratio Rank: 5454
Omega Ratio Rank
FOX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FOX Martin Ratio Rank: 5757
Martin Ratio Rank
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. FOX - Risk-Adjusted Trends 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.


FOXAFOXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.62

+0.10

Sortino ratio

Return per unit of downside risk

1.18

1.05

+0.13

Omega ratio

Gain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratio

Return relative to maximum drawdown

0.72

0.67

+0.05

Martin ratio

Return relative to average drawdown

1.78

1.62

+0.16

FOXA vs. FOX - Sharpe Ratio Comparison

The current FOXA Sharpe Ratio is 0.72, which is comparable to the FOX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FOXA and FOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FOXAFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.62

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.47

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.23

+0.06

Drawdowns

FOXA vs. FOX - Drawdown Comparison

The maximum FOXA drawdown since its inception was -50.56%, roughly equal to the maximum FOX drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for FOXA and FOX.


Loading charts...

Drawdown Indicators


FOXAFOXDifference

Max Drawdown

Largest peak-to-trough decline

-50.56%

-50.70%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-28.89%

-26.77%

-2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-28.89%

-26.77%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-35.14%

-32.96%

-2.18%

Current Drawdown

Current decline from peak

-13.27%

-12.98%

-0.29%

Average Drawdown

Average peak-to-trough decline

-17.56%

-17.71%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.65%

11.04%

+0.61%

Volatility

FOXA vs. FOX - Volatility Comparison

The current volatility for Fox Corporation (FOXA) is 10.60%, while Fox Corporation (FOX) has a volatility of 11.16%. This indicates that FOXA experiences smaller price fluctuations and is considered to be less risky than FOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FOXAFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.60%

11.16%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

20.58%

19.89%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

28.27%

27.86%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.96%

26.30%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.06%

31.20%

+0.86%

Dividends

FOXA vs. FOX - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 0.85%, less than FOX's 0.95% yield.


PositionTTM2025202420232022202120202019
FOX
Fox Corporation
0.95%0.85%1.16%1.84%1.72%1.37%1.59%1.26%
FOXA
Fox Corporation
0.85%0.75%1.09%1.72%1.61%1.27%1.58%1.24%

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


3.00B3.50B4.00B4.50B5.00B20222023202420252026
3.99B
3.99B
(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%40.0%60.0%80.0%100.0%20222023202420252026
37.6%
37.6%
Portfolio components
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%.

FOX - 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%.

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%.

FOX - 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%.

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%.

FOX - 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%.


Frequently Asked Questions


With a correlation of 0.98, FOXA and FOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FOX has higher volatility (11.16%) compared to FOXA (10.60%). In terms of maximum drawdown, FOXA dropped -50.56% vs FOX's -50.70%.

FOXA currently has the higher Sharpe Ratio (0.72 vs 0.62), 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.

Portfolio Optimizer

Find the right allocation for FOXA and FOX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer