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

Correlation

The correlation between FWONK and HON is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

FWONK vs. HON - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
16.46%
1.06%
FWONK
HON

Key characteristics

Sharpe Ratio

FWONK:

2.05

HON:

0.59

Sortino Ratio

FWONK:

2.85

HON:

0.93

Omega Ratio

FWONK:

1.36

HON:

1.12

Calmar Ratio

FWONK:

2.65

HON:

0.75

Martin Ratio

FWONK:

11.50

HON:

2.28

Ulcer Index

FWONK:

4.29%

HON:

4.67%

Daily Std Dev

FWONK:

24.00%

HON:

18.02%

Max Drawdown

FWONK:

-57.74%

HON:

-71.79%

Current Drawdown

FWONK:

-2.93%

HON:

-7.42%

Fundamentals

Market Cap

FWONK:

$22.83B

HON:

$142.08B

EPS

FWONK:

$1.15

HON:

$8.65

PE Ratio

FWONK:

80.60

HON:

25.26

PEG Ratio

FWONK:

3.97

HON:

1.85

Total Revenue (TTM)

FWONK:

$2.45B

HON:

$28.41B

Gross Profit (TTM)

FWONK:

$667.00M

HON:

$11.06B

EBITDA (TTM)

FWONK:

$606.00M

HON:

$7.02B

Returns By Period

In the year-to-date period, FWONK achieves a 0.03% return, which is significantly higher than HON's -3.27% return. Over the past 10 years, FWONK has outperformed HON with an annualized return of 14.25%, while HON has yielded a comparatively lower 10.30% annualized return.


FWONK

YTD

0.03%

1M

-2.52%

6M

16.46%

1Y

45.65%

5Y*

15.04%

10Y*

14.25%

HON

YTD

-3.27%

1M

-4.01%

6M

1.06%

1Y

10.97%

5Y*

5.88%

10Y*

10.30%

*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. HON — 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

HON
The Risk-Adjusted Performance Rank of HON is 6868
Overall Rank
The Sharpe Ratio Rank of HON is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of HON is 6161
Sortino Ratio Rank
The Omega Ratio Rank of HON is 6060
Omega Ratio Rank
The Calmar Ratio Rank of HON is 7777
Calmar Ratio Rank
The Martin Ratio Rank of HON is 7171
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. HON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Formula One Group (FWONK) and Honeywell International Inc (HON). 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-2.000.002.002.050.59
The chart of Sortino ratio for FWONK, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.850.93
The chart of Omega ratio for FWONK, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.12
The chart of Calmar ratio for FWONK, currently valued at 2.65, compared to the broader market0.002.004.006.002.650.75
The chart of Martin ratio for FWONK, currently valued at 11.50, compared to the broader market0.0010.0020.0011.502.28
FWONK
HON

The current FWONK Sharpe Ratio is 2.05, which is higher than the HON Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FWONK and HON, 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
0.59
FWONK
HON

Dividends

FWONK vs. HON - Dividend Comparison

FWONK has not paid dividends to shareholders, while HON's dividend yield for the trailing twelve months is around 2.00%.


TTM20242023202220212020201920182017201620152014
FWONK
Formula One Group
0.00%0.00%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HON
Honeywell International Inc
2.00%1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%

Drawdowns

FWONK vs. HON - Drawdown Comparison

The maximum FWONK drawdown since its inception was -57.74%, smaller than the maximum HON drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for FWONK and HON. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.93%
-7.42%
FWONK
HON

Volatility

FWONK vs. HON - Volatility Comparison

The current volatility for Formula One Group (FWONK) is 5.32%, while Honeywell International Inc (HON) has a volatility of 5.90%. This indicates that FWONK experiences smaller price fluctuations and is considered to be less risky than HON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.32%
5.90%
FWONK
HON

Financials

FWONK vs. HON - Financials Comparison

This section allows you to compare key financial metrics between Formula One Group and Honeywell International 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
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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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