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

Correlation

The correlation between FOXA and PARA 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. 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%December2025FebruaryMarchAprilMay
45.07%
-72.26%
FOXA
PARA

Key characteristics

Sharpe Ratio

FOXA:

2.15

PARA:

-0.21

Sortino Ratio

FOXA:

3.01

PARA:

-0.20

Omega Ratio

FOXA:

1.43

PARA:

0.98

Calmar Ratio

FOXA:

2.38

PARA:

-0.12

Martin Ratio

FOXA:

10.71

PARA:

-0.68

Ulcer Index

FOXA:

5.29%

PARA:

15.45%

Daily Std Dev

FOXA:

25.32%

PARA:

35.01%

Max Drawdown

FOXA:

-50.55%

PARA:

-90.05%

Current Drawdown

FOXA:

-12.65%

PARA:

-87.08%

Fundamentals

Market Cap

FOXA:

$21.53B

PARA:

$8.12B

EPS

FOXA:

$4.66

PARA:

-$9.36

PEG Ratio

FOXA:

7.11

PARA:

0.62

PS Ratio

FOXA:

1.42

PARA:

0.27

PB Ratio

FOXA:

1.95

PARA:

0.47

Total Revenue (TTM)

FOXA:

$11.73B

PARA:

$21.53B

Gross Profit (TTM)

FOXA:

$3.87B

PARA:

$7.03B

EBITDA (TTM)

FOXA:

$2.68B

PARA:

-$4.61B

Returns By Period

In the year-to-date period, FOXA achieves a 4.29% return, which is significantly lower than PARA's 12.14% return.


FOXA

YTD

4.29%

1M

6.26%

6M

13.42%

1Y

53.80%

5Y*

15.80%

10Y*

N/A

PARA

YTD

12.14%

1M

9.67%

6M

2.19%

1Y

-7.20%

5Y*

-5.93%

10Y*

-13.27%

*Annualized

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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 9595
Overall Rank
The Sharpe Ratio Rank of FOXA is 9696
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 9595
Martin Ratio Rank

PARA
The Risk-Adjusted Performance Rank of PARA is 3737
Overall Rank
The Sharpe Ratio Rank of PARA is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of PARA is 3232
Sortino Ratio Rank
The Omega Ratio Rank of PARA is 3232
Omega Ratio Rank
The Calmar Ratio Rank of PARA is 4545
Calmar Ratio Rank
The Martin Ratio Rank of PARA is 3838
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.


The current FOXA Sharpe Ratio is 2.15, which is higher than the PARA Sharpe Ratio of -0.21. 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-1.000.001.002.003.004.005.00December2025FebruaryMarchAprilMay
2.15
-0.21
FOXA
PARA

Dividends

FOXA vs. PARA - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 1.07%, less than PARA's 1.71% yield.


TTM20242023202220212020201920182017201620152014
FOXA
Fox Corporation
1.07%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
1.71%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%December2025FebruaryMarchAprilMay
-12.65%
-87.08%
FOXA
PARA

Volatility

FOXA vs. PARA - Volatility Comparison

Fox Corporation (FOXA) has a higher volatility of 11.11% compared to Paramount Global Class B (PARA) at 8.48%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
11.11%
8.48%
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


2.00B3.00B4.00B5.00B6.00B7.00B8.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
5.08B
7.98B
(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

10.0%20.0%30.0%40.0%50.0%60.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
23.7%
28.7%
(FOXA) Gross Margin
(PARA) 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%.

PARA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Paramount Global Class B reported a gross profit of 2.29B and revenue of 7.98B. Therefore, the gross margin over that period was 28.7%.

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%.

PARA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Paramount Global Class B reported an operating income of 129.00M and revenue of 7.98B, resulting in an operating margin of 1.6%.

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%.

PARA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Paramount Global Class B reported a net income of -224.00M and revenue of 7.98B, resulting in a net margin of -2.8%.