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FOXA vs. PARA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

FOXA vs. PARA - Performance Comparison

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

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FOXA vs. PARA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FOXA
Fox Corporation
-19.68%51.83%66.31%-0.83%-16.61%28.24%-20.22%-1.15%
PARA
Paramount Global Class B
0.00%6.45%-27.96%-10.43%-41.80%-17.17%-7.58%-13.96%

Fundamentals

Market Cap

FOXA:

$25.75B

PARA:

$12.23B

EPS

FOXA:

$4.19

PARA:

-$0.65

PS Ratio

FOXA:

1.59

PARA:

0.37

PB Ratio

FOXA:

2.36

PARA:

1.05

Total Revenue (TTM)

FOXA:

$16.58B

PARA:

$28.89B

Gross Profit (TTM)

FOXA:

$5.60B

PARA:

$8.54B

EBITDA (TTM)

FOXA:

$2.72B

PARA:

$2.64B

Returns By Period


FOXA

1D
-1.23%
1M
4.16%
YTD
-19.68%
6M
-6.94%
1Y
4.16%
3Y*
21.22%
5Y*
11.40%
10Y*

PARA

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FOXA vs. PARA — Risk / Return Rank

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

FOXA
FOXA Risk / Return Rank: 4646
Overall Rank
FOXA Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FOXA Sortino Ratio Rank: 4040
Sortino Ratio Rank
FOXA Omega Ratio Rank: 4040
Omega Ratio Rank
FOXA Calmar Ratio Rank: 4949
Calmar Ratio Rank
FOXA Martin Ratio Rank: 5151
Martin Ratio Rank

PARA
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. PARA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOXA) and Paramount Global Class B (PARA). 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.


FOXAPARADifference

Sharpe ratio

Return per unit of total volatility

0.14

Sortino ratio

Return per unit of downside risk

0.40

Omega ratio

Gain probability vs. loss probability

1.05

Calmar ratio

Return relative to maximum drawdown

0.27

Martin ratio

Return relative to average drawdown

0.73

FOXA vs. PARA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FOXAPARADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

Correlation

The correlation between FOXA and PARA is 0.54, 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.


Dividends

FOXA vs. PARA - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 0.96%, more than PARA's 0.45% yield.


TTM20252024202320222021202020192018201720162015
FOXA
Fox Corporation
0.96%0.75%1.09%1.72%1.61%1.27%1.58%1.24%0.00%0.00%0.00%0.00%
PARA
Paramount Global Class B
0.45%0.91%1.91%2.64%5.69%3.18%2.58%1.86%1.65%1.22%1.04%1.27%

Drawdowns

FOXA vs. PARA - Drawdown Comparison


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Drawdown Indicators


FOXAPARADifference

Max Drawdown

Largest peak-to-trough decline

-50.56%

Max Drawdown (1Y)

Largest decline over 1 year

-28.89%

Max Drawdown (5Y)

Largest decline over 5 years

-35.14%

Current Drawdown

Current decline from peak

-22.89%

Average Drawdown

Average peak-to-trough decline

-17.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.57%

Volatility

FOXA vs. PARA - Volatility Comparison


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Volatility by Period


FOXAPARADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

Volatility (6M)

Calculated over the trailing 6-month period

19.42%

Volatility (1Y)

Calculated over the trailing 1-year period

30.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.08%

Financials

FOXA vs. PARA - Financials Comparison

This section allows you to compare key financial metrics between Fox Corporation and Paramount Global Class B. 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


3.00B4.00B5.00B6.00B7.00B8.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
5.18B
8.15B
(FOXA) Total Revenue
(PARA) Total Revenue
Values in USD except per share items

FOXA vs. PARA - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
24.3%
Portfolio components
FOXA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fox Corporation reported a gross profit of 0.00 and revenue of 5.18B. Therefore, the gross margin over that period was 0.0%.

PARA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Paramount Global Class B reported a gross profit of 1.98B and revenue of 8.15B. Therefore, the gross margin over that period was 24.3%.

FOXA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fox Corporation reported an operating income of 0.00 and revenue of 5.18B, resulting in an operating margin of 0.0%.

PARA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Paramount Global Class B reported an operating income of 207.00M and revenue of 8.15B, resulting in an operating margin of 2.5%.

FOXA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fox Corporation reported a net income of 229.00M and revenue of 5.18B, resulting in a net margin of 4.4%.

PARA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Paramount Global Class B reported a net income of -573.00M and revenue of 8.15B, resulting in a net margin of -7.0%.