PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FWONA vs. FWONK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FWONA and FWONK is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

FWONA vs. FWONK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Formula One Group (FWONA) and Formula One Group (FWONK). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
17.75%
16.46%
FWONA
FWONK

Key characteristics

Sharpe Ratio

FWONA:

2.10

FWONK:

2.05

Sortino Ratio

FWONA:

2.84

FWONK:

2.85

Omega Ratio

FWONA:

1.36

FWONK:

1.36

Calmar Ratio

FWONA:

2.81

FWONK:

2.65

Martin Ratio

FWONA:

10.12

FWONK:

11.50

Ulcer Index

FWONA:

4.93%

FWONK:

4.29%

Daily Std Dev

FWONA:

23.73%

FWONK:

24.00%

Max Drawdown

FWONA:

-60.76%

FWONK:

-57.74%

Current Drawdown

FWONA:

-1.86%

FWONK:

-2.93%

Fundamentals

Market Cap

FWONA:

$19.97B

FWONK:

$22.83B

EPS

FWONA:

$1.07

FWONK:

$1.15

PE Ratio

FWONA:

70.07

FWONK:

80.60

PEG Ratio

FWONA:

3.59

FWONK:

3.97

Total Revenue (TTM)

FWONA:

$2.45B

FWONK:

$2.45B

Gross Profit (TTM)

FWONA:

$667.00M

FWONK:

$667.00M

EBITDA (TTM)

FWONA:

$606.00M

FWONK:

$606.00M

Returns By Period

In the year-to-date period, FWONA achieves a 0.64% return, which is significantly higher than FWONK's 0.03% return. Both investments have delivered pretty close results over the past 10 years, with FWONA having a 13.76% annualized return and FWONK not far ahead at 14.25%.


FWONA

YTD

0.64%

1M

-1.36%

6M

17.75%

1Y

47.04%

5Y*

14.15%

10Y*

13.76%

FWONK

YTD

0.03%

1M

-2.52%

6M

16.46%

1Y

45.65%

5Y*

15.04%

10Y*

14.25%

*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

FWONA vs. FWONK — Risk-Adjusted Performance Rank

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

FWONA
The Risk-Adjusted Performance Rank of FWONA is 9393
Overall Rank
The Sharpe Ratio Rank of FWONA is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FWONA is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FWONA is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FWONA is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FWONA is 9393
Martin Ratio Rank

FWONK
The Risk-Adjusted Performance Rank of FWONK is 9393
Overall Rank
The Sharpe Ratio Rank of FWONK is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FWONK is 9292
Sortino Ratio Rank
The Omega Ratio Rank of FWONK is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FWONK is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FWONK is 9494
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.

FWONA vs. FWONK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Formula One Group (FWONA) and Formula One Group (FWONK). 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 FWONA, currently valued at 2.10, compared to the broader market-2.000.002.002.102.05
The chart of Sortino ratio for FWONA, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.002.842.85
The chart of Omega ratio for FWONA, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.36
The chart of Calmar ratio for FWONA, currently valued at 2.81, compared to the broader market0.002.004.006.002.812.65
The chart of Martin ratio for FWONA, currently valued at 10.12, compared to the broader market0.0010.0020.0010.1211.50
FWONA
FWONK

The current FWONA Sharpe Ratio is 2.10, which is comparable to the FWONK Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FWONA and FWONK, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
2.10
2.05
FWONA
FWONK

Dividends

FWONA vs. FWONK - Dividend Comparison

Neither FWONA nor FWONK has paid dividends to shareholders.


TTM20242023
FWONA
Formula One Group
0.00%0.00%2.13%
FWONK
Formula One Group
0.00%0.00%1.95%

Drawdowns

FWONA vs. FWONK - Drawdown Comparison

The maximum FWONA drawdown since its inception was -60.76%, which is greater than FWONK's maximum drawdown of -57.74%. Use the drawdown chart below to compare losses from any high point for FWONA and FWONK. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.86%
-2.93%
FWONA
FWONK

Volatility

FWONA vs. FWONK - Volatility Comparison

The current volatility for Formula One Group (FWONA) is 4.98%, while Formula One Group (FWONK) has a volatility of 5.32%. This indicates that FWONA experiences smaller price fluctuations and is considered to be less risky than FWONK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%AugustSeptemberOctoberNovemberDecember2025
4.98%
5.32%
FWONA
FWONK

Financials

FWONA vs. FWONK - Financials Comparison

This section allows you to compare key financial metrics between Formula One Group and Formula One Group. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab