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FWONA vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FWONA and MSFT is 0.50, 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

FWONA vs. MSFT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FWONA:

1.33

MSFT:

0.28

Sortino Ratio

FWONA:

1.76

MSFT:

0.63

Omega Ratio

FWONA:

1.23

MSFT:

1.08

Calmar Ratio

FWONA:

1.40

MSFT:

0.34

Martin Ratio

FWONA:

4.33

MSFT:

0.75

Ulcer Index

FWONA:

8.28%

MSFT:

10.69%

Daily Std Dev

FWONA:

28.14%

MSFT:

25.63%

Max Drawdown

FWONA:

-60.76%

MSFT:

-69.39%

Current Drawdown

FWONA:

-7.56%

MSFT:

-5.62%

Fundamentals

Market Cap

FWONA:

$22.70B

MSFT:

$3.24T

EPS

FWONA:

-$0.13

MSFT:

$12.95

PEG Ratio

FWONA:

4.12

MSFT:

1.91

PS Ratio

FWONA:

6.18

MSFT:

11.98

PB Ratio

FWONA:

2.81

MSFT:

10.05

Total Revenue (TTM)

FWONA:

$3.51B

MSFT:

$270.01B

Gross Profit (TTM)

FWONA:

$916.00M

MSFT:

$186.51B

EBITDA (TTM)

FWONA:

-$2.27B

MSFT:

$150.06B

Returns By Period

In the year-to-date period, FWONA achieves a 3.99% return, which is significantly lower than MSFT's 4.30% return. Over the past 10 years, FWONA has underperformed MSFT with an annualized return of 13.15%, while MSFT has yielded a comparatively higher 26.86% annualized return.


FWONA

YTD

3.99%

1M

16.69%

6M

16.52%

1Y

37.25%

5Y*

25.47%

10Y*

13.15%

MSFT

YTD

4.30%

1M

12.35%

6M

4.25%

1Y

7.22%

5Y*

19.99%

10Y*

26.86%

*Annualized

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Risk-Adjusted Performance

FWONA vs. MSFT — 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 8585
Overall Rank
The Sharpe Ratio Rank of FWONA is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FWONA is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FWONA is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FWONA is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FWONA is 8484
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 6161
Overall Rank
The Sharpe Ratio Rank of MSFT is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 5656
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 6767
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6161
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. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Formula One Group (FWONA) and Microsoft Corporation (MSFT). 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 FWONA Sharpe Ratio is 1.33, which is higher than the MSFT Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of FWONA and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FWONA vs. MSFT - Dividend Comparison

FWONA has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.72%.


TTM20242023202220212020201920182017201620152014
FWONA
Formula One Group
0.00%0.00%2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

FWONA vs. MSFT - Drawdown Comparison

The maximum FWONA drawdown since its inception was -60.76%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for FWONA and MSFT. For additional features, visit the drawdowns tool.


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Volatility

FWONA vs. MSFT - Volatility Comparison


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Financials

FWONA vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Formula One Group and Microsoft Corporation. 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


0.0020.00B40.00B60.00B80.00B20212022202320242025
447.00M
70.07B
(FWONA) Total Revenue
(MSFT) Total Revenue
Values in USD except per share items

FWONA vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Formula One Group and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%20212022202320242025
27.3%
68.7%
(FWONA) Gross Margin
(MSFT) Gross Margin
FWONA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Formula One Group reported a gross profit of 122.00M and revenue of 447.00M. Therefore, the gross margin over that period was 27.3%.

MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a gross profit of 48.15B and revenue of 70.07B. Therefore, the gross margin over that period was 68.7%.

FWONA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Formula One Group reported an operating income of -60.00M and revenue of 447.00M, resulting in an operating margin of -13.4%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported an operating income of 32.00B and revenue of 70.07B, resulting in an operating margin of 45.7%.

FWONA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Formula One Group reported a net income of 5.00M and revenue of 447.00M, resulting in a net margin of 1.1%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Microsoft Corporation reported a net income of 25.82B and revenue of 70.07B, resulting in a net margin of 36.9%.