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

Correlation

The correlation between FWONK and FWONA 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

FWONK vs. FWONA - Performance Comparison

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

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

Key characteristics

Sharpe Ratio

FWONK:

2.05

FWONA:

2.10

Sortino Ratio

FWONK:

2.85

FWONA:

2.84

Omega Ratio

FWONK:

1.36

FWONA:

1.36

Calmar Ratio

FWONK:

2.65

FWONA:

2.81

Martin Ratio

FWONK:

11.50

FWONA:

10.12

Ulcer Index

FWONK:

4.29%

FWONA:

4.93%

Daily Std Dev

FWONK:

24.00%

FWONA:

23.73%

Max Drawdown

FWONK:

-57.74%

FWONA:

-60.76%

Current Drawdown

FWONK:

-2.93%

FWONA:

-1.86%

Fundamentals

Market Cap

FWONK:

$22.83B

FWONA:

$19.97B

EPS

FWONK:

$1.15

FWONA:

$1.07

PE Ratio

FWONK:

80.60

FWONA:

70.07

PEG Ratio

FWONK:

3.97

FWONA:

3.59

Total Revenue (TTM)

FWONK:

$2.45B

FWONA:

$2.45B

Gross Profit (TTM)

FWONK:

$667.00M

FWONA:

$667.00M

EBITDA (TTM)

FWONK:

$606.00M

FWONA:

$606.00M

Returns By Period

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


FWONK

YTD

0.03%

1M

-2.52%

6M

16.46%

1Y

45.65%

5Y*

15.04%

10Y*

14.25%

FWONA

YTD

0.64%

1M

-1.36%

6M

17.75%

1Y

47.04%

5Y*

14.15%

10Y*

13.76%

*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

FWONK vs. FWONA — Risk-Adjusted Performance Rank

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

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

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
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.

FWONK vs. FWONA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Formula One Group (FWONK) and Formula One Group (FWONA). 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 FWONK, currently valued at 2.05, compared to the broader market-2.000.002.002.052.10
The chart of Sortino ratio for FWONK, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.852.84
The chart of Omega ratio for FWONK, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.36
The chart of Calmar ratio for FWONK, currently valued at 2.65, compared to the broader market0.002.004.006.002.652.81
The chart of Martin ratio for FWONK, currently valued at 11.50, compared to the broader market0.0010.0020.0011.5010.12
FWONK
FWONA

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

Dividends

FWONK vs. FWONA - Dividend Comparison

Neither FWONK nor FWONA has paid dividends to shareholders.


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

Drawdowns

FWONK vs. FWONA - Drawdown Comparison

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


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

Volatility

FWONK vs. FWONA - Volatility Comparison

Formula One Group (FWONK) has a higher volatility of 5.32% compared to Formula One Group (FWONA) at 4.98%. This indicates that FWONK's price experiences larger fluctuations and is considered to be riskier than FWONA 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
5.32%
4.98%
FWONK
FWONA

Financials

FWONK vs. FWONA - 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
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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.

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