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FWONA vs. OKE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FWONA vs. OKE - Performance Comparison

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

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Returns By Period

In the year-to-date period, FWONA achieves a 0.48% return, which is significantly lower than OKE's 26.74% return. Over the past 10 years, FWONA has outperformed OKE with an annualized return of 15.69%, while OKE has yielded a comparatively lower 14.24% annualized return.


FWONA

1D
-2.37%
1M
-1.19%
6M
12.70%
YTD
0.48%
1Y
1.11%
3Y*
12.25%
5Y*
17.74%
10Y*
15.69%
ALL TIME*
10.86%

OKE

1D
1.95%
1M
3.39%
6M
17.64%
YTD
26.74%
1Y
19.78%
3Y*
16.19%
5Y*
17.74%
10Y*
14.24%
ALL TIME*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.62M$14.95M$13.90M
$342.79M$307.84M$336.73M

FWONA vs. OKE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FWONA
Formula One Group
0.48%6.35%44.95%13.34%-9.96%56.20%-13.23%47.31%-9.17%4.37%
OKE
ONEOK, Inc.
26.74%-22.94%50.10%13.21%18.86%64.67%-43.45%47.76%6.27%-2.12%

Correlation

The correlation between FWONA and OKE is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.12

Correlation (3Y)
Balances recent behavior with more history.

0.07

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.21

Correlation (10Y)
Provides a long-term view across more market conditions.

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 10, 2013

0.27

The correlation between FWONA and OKE shifts across timeframes, from -0.12 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FWONA:

$22.51B

OKE:

$57.21B

EPS

FWONA:

$4.99

OKE:

$5.61

PE Ratio

FWONA:

18.00

OKE:

16.20

PEG Ratio

FWONA:

0.52

OKE:

1.15

PS Ratio

FWONA:

3.18

OKE:

1.63

Total Revenue (TTM)

FWONA:

$4.75B

OKE:

$35.20B

Gross Profit (TTM)

FWONA:

$1.57B

OKE:

$8.43B

EBITDA (TTM)

FWONA:

$1.37B

OKE:

$7.85B

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Return for Risk

FWONA vs. OKE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FWONA
FWONA Risk / Return Rank: 4141
Overall Rank
FWONA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FWONA Sortino Ratio Rank: 3737
Sortino Ratio Rank
FWONA Omega Ratio Rank: 3636
Omega Ratio Rank
FWONA Calmar Ratio Rank: 4444
Calmar Ratio Rank
FWONA Martin Ratio Rank: 4444
Martin Ratio Rank

OKE
OKE Risk / Return Rank: 6363
Overall Rank
OKE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
OKE Sortino Ratio Rank: 5959
Sortino Ratio Rank
OKE Omega Ratio Rank: 5858
Omega Ratio Rank
OKE Calmar Ratio Rank: 6565
Calmar Ratio Rank
OKE Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FWONA vs. OKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Formula One Group (FWONA) and ONEOK, Inc. (OKE). 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.


FWONAOKEDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.02

1.12

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.01

0.92

-0.94

Martin ratioReturn relative to average drawdown

-0.02

2.18

-2.21

FWONA vs. OKE - Sharpe Ratio Comparison

The current FWONA Sharpe Ratio is -0.01, which is lower than the OKE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FWONA and OKE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FWONA vs. OKE - Drawdown Comparison

The maximum FWONA drawdown since its inception was -60.76%, smaller than the maximum OKE drawdown of -80.17%. Use the drawdown chart below to compare losses from any high point for FWONA and OKE.


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Drawdown Indicators


FWONAOKEDifference

Max Drawdown

Largest peak-to-trough decline

-60.76%

-80.17%

+19.41%

Max Drawdown (1Y)

Largest decline over 1 year

-24.99%

-18.18%

-6.81%

Max Drawdown (3Y)

Largest decline over 3 years

-25.71%

-42.17%

+16.46%

Max Drawdown (5Y)

Largest decline over 5 years

-25.71%

-42.17%

+16.46%

Max Drawdown (10Y)

Largest decline over 10 years

-60.76%

-80.17%

+19.41%

Current Drawdown

Current decline from peak

-9.58%

-16.22%

+6.64%

Average Drawdown

Average peak-to-trough decline

-14.10%

-16.67%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.21%

8.44%

+5.77%

Volatility

FWONA vs. OKE - Volatility Comparison

Formula One Group (FWONA) and ONEOK, Inc. (OKE) have volatilities of 7.76% and 8.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWONAOKEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

8.16%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

19.02%

21.00%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

24.19%

26.55%

-2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.09%

28.08%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.47%

38.89%

-6.42%

Dividends

FWONA vs. OKE - Dividend Comparison

FWONA has not paid dividends to shareholders, while OKE's dividend yield for the trailing twelve months is around 4.63%.


PositionTTM20252024202320222021202020192018201720162015
FWONA
Formula One Group
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OKE
ONEOK, Inc.
3.49%5.61%3.94%5.44%5.69%6.36%9.74%4.66%6.01%5.09%4.28%9.85%

Financials

FWONA vs. OKE - Financials Comparison

This section allows you to compare key financial metrics between Formula One Group and ONEOK, Inc.. 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

FWONA vs. OKE - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

FWONA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Formula One Group reported a gross profit of 298.00M and revenue of 711.00M. Therefore, the gross margin over that period was 41.9%.

OKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, ONEOK, Inc. reported a gross profit of 2.57B and revenue of 9.62B. Therefore, the gross margin over that period was 26.7%.

FWONA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Formula One Group reported an operating income of 64.00M and revenue of 711.00M, resulting in an operating margin of 9.0%.

OKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, ONEOK, Inc. reported an operating income of 1.43B and revenue of 9.62B, resulting in an operating margin of 14.9%.

FWONA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Formula One Group reported a net income of 57.00M and revenue of 711.00M, resulting in a net margin of 8.0%.

OKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, ONEOK, Inc. reported a net income of 774.00M and revenue of 9.62B, resulting in a net margin of 8.1%.


Frequently Asked Questions


FWONA and OKE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OKE has higher volatility (8.16%) compared to FWONA (7.76%). In terms of maximum drawdown, FWONA dropped -60.76% vs OKE's -80.17%.

OKE currently has the higher Sharpe Ratio (0.63 vs -0.01), 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.

Portfolio Optimizer

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