FTXR vs. F
FTXR (First Trust Nasdaq Transportation ETF) is Industrials Equities fund tracking the Nasdaq U.S. Smart Transportation Index, while F (Ford Motor Company) is a stock. Over the past 5 years, FTXR returned 8.98%/yr vs 7.41%/yr for F. Their 0.65 correlation means they have sometimes moved together and sometimes differently.
Performance
FTXR vs. F - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FTXR having a 16.17% return and F slightly lower at 15.74%.
FTXR
- 1D
- 1.39%
- 1M
- -0.55%
- 6M
- 10.51%
- YTD
- 16.17%
- 1Y
- 43.28%
- 3Y*
- 15.72%
- 5Y*
- 8.98%
- 10Y*
- —
- ALL TIME*
- 9.89%
F
- 1D
- -1.70%
- 1M
- 11.04%
- 6M
- 9.96%
- YTD
- 15.74%
- 1Y
- 43.87%
- 3Y*
- 11.20%
- 5Y*
- 7.41%
- 10Y*
- 6.86%
- ALL TIME*
- 5.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $937.43M | $777.65M | $933.07M | |
| $21.32M | $11.27M | $8.97M |
FTXR vs. F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTXR First Trust Nasdaq Transportation ETF | 16.17% | 14.70% | 17.09% | 20.93% | -25.38% | 24.02% | 15.03% | 14.82% | -15.27% | 15.82% |
F Ford Motor Company | 15.74% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
Correlation
The correlation between FTXR and F is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2016 | 0.65 |
The correlation between FTXR and F shifts across timeframes, from 0.65 (all time) to 0.76 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FTXR vs. F — Risk / Return Rank
FTXR
F
FTXR vs. F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Transportation ETF (FTXR) and Ford Motor Company (F). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTXR | F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.24 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.88 | +1.12 |
| Martin ratioReturn relative to average drawdown | 10.28 | 4.02 | +6.25 |
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Drawdowns
FTXR vs. F - Drawdown Comparison
The maximum FTXR drawdown since its inception was -52.06%, smaller than the maximum F drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for FTXR and F.
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Drawdown Indicators
| FTXR | F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.06% | -97.07% | +45.01% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -23.39% | +8.90% |
Max Drawdown (3Y)Largest decline over 3 years | -29.71% | -36.51% | +6.80% |
Max Drawdown (5Y)Largest decline over 5 years | -33.96% | -58.62% | +24.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.77% | — |
Current DrawdownCurrent decline from peak | -1.77% | -34.54% | +32.77% |
Average DrawdownAverage peak-to-trough decline | -10.89% | -44.68% | +33.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 10.93% | -6.71% |
Volatility
FTXR vs. F - Volatility Comparison
The current volatility for First Trust Nasdaq Transportation ETF (FTXR) is 4.93%, while Ford Motor Company (F) has a volatility of 8.17%. This indicates that FTXR experiences smaller price fluctuations and is considered to be less risky than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTXR | F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 8.17% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 16.94% | 29.80% | -12.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.47% | 37.38% | -15.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 39.38% | -15.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.68% | 37.41% | -12.73% |
Dividends
FTXR vs. F - Dividend Comparison
FTXR's dividend yield for the trailing twelve months is around 0.97%, less than F's 6.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 6.97% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
FTXR First Trust Nasdaq Transportation ETF | 0.97% | 1.52% | 2.13% | 1.50% | 2.38% | 0.67% | 0.33% | 1.34% | 1.74% | 1.18% | 0.24% | 0.00% |
Frequently Asked Questions
FTXR and F have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
F has higher volatility (8.17%) compared to FTXR (4.93%). In terms of maximum drawdown, FTXR dropped -52.06% vs F's -97.07%.
FTXR currently has the higher Sharpe Ratio (2.03 vs 1.18), 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.
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