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

Correlation

The correlation between FOXA and PARA is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

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.

-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
38.02%
-74.02%
FOXA
PARA

Key characteristics

Sharpe Ratio

FOXA:

2.36

PARA:

0.16

Sortino Ratio

FOXA:

3.12

PARA:

0.56

Omega Ratio

FOXA:

1.45

PARA:

1.07

Calmar Ratio

FOXA:

2.12

PARA:

0.08

Martin Ratio

FOXA:

14.89

PARA:

0.35

Ulcer Index

FOXA:

4.00%

PARA:

19.66%

Daily Std Dev

FOXA:

25.29%

PARA:

42.01%

Max Drawdown

FOXA:

-50.55%

PARA:

-90.05%

Current Drawdown

FOXA:

-16.89%

PARA:

-87.90%

Fundamentals

Market Cap

FOXA:

$21.04B

PARA:

$7.66B

EPS

FOXA:

$4.66

PARA:

-$9.36

PEG Ratio

FOXA:

6.90

PARA:

0.58

PS Ratio

FOXA:

1.39

PARA:

0.26

PB Ratio

FOXA:

1.89

PARA:

0.44

Total Revenue (TTM)

FOXA:

$11.73B

PARA:

$21.53B

Gross Profit (TTM)

FOXA:

$7.74B

PARA:

$7.03B

EBITDA (TTM)

FOXA:

$2.68B

PARA:

-$4.61B

Returns By Period

In the year-to-date period, FOXA achieves a -0.78% return, which is significantly lower than PARA's 5.04% return.


FOXA

YTD

-0.78%

1M

-9.39%

6M

13.50%

1Y

57.69%

5Y*

13.87%

10Y*

N/A

PARA

YTD

5.04%

1M

-6.81%

6M

5.61%

1Y

1.58%

5Y*

-4.61%

10Y*

-14.09%

*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. PARA — 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 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of FOXA is 9696
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 9898
Martin Ratio Rank

PARA
The Risk-Adjusted Performance Rank of PARA is 5757
Overall Rank
The Sharpe Ratio Rank of PARA is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of PARA is 5656
Sortino Ratio Rank
The Omega Ratio Rank of PARA is 5454
Omega Ratio Rank
The Calmar Ratio Rank of PARA is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PARA is 5858
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. PARA - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FOXA, currently valued at 2.36, compared to the broader market-2.00-1.000.001.002.003.00
FOXA: 2.36
PARA: 0.16
The chart of Sortino ratio for FOXA, currently valued at 3.12, compared to the broader market-6.00-4.00-2.000.002.004.00
FOXA: 3.12
PARA: 0.56
The chart of Omega ratio for FOXA, currently valued at 1.45, compared to the broader market0.501.001.502.00
FOXA: 1.45
PARA: 1.07
The chart of Calmar ratio for FOXA, currently valued at 2.12, compared to the broader market0.001.002.003.004.00
FOXA: 2.12
PARA: 0.08
The chart of Martin ratio for FOXA, currently valued at 14.89, compared to the broader market-5.000.005.0010.0015.0020.00
FOXA: 14.89
PARA: 0.35

The current FOXA Sharpe Ratio is 2.36, which is higher than the PARA Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of FOXA and PARA, 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 Ratio-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
2.36
0.16
FOXA
PARA

Dividends

FOXA vs. PARA - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 1.13%, less than PARA's 1.83% yield.


TTM20242023202220212020201920182017201620152014
FOXA
Fox Corporation
1.13%1.09%1.72%1.61%1.27%1.58%1.24%0.00%0.00%0.00%0.00%0.00%
PARA
Paramount Global Class B
1.83%1.91%2.64%5.69%3.18%2.58%1.86%1.65%1.22%1.04%1.27%0.98%

Drawdowns

FOXA vs. PARA - Drawdown Comparison

The maximum FOXA drawdown since its inception was -50.55%, smaller than the maximum PARA drawdown of -90.05%. Use the drawdown chart below to compare losses from any high point for FOXA and PARA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.89%
-87.90%
FOXA
PARA

Volatility

FOXA vs. PARA - Volatility Comparison

Fox Corporation (FOXA) has a higher volatility of 16.00% compared to Paramount Global Class B (PARA) at 10.29%. This indicates that FOXA's price experiences larger fluctuations and is considered to be riskier than PARA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.00%
10.29%
FOXA
PARA

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


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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