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FXPO.L vs. FF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FXPO.L vs. FF - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Ferrexpo plc (FXPO.L) and FutureFuel Corp. (FF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FXPO.L is traded in GBp, while FF is traded in USD. To make them comparable, the FF values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FXPO.L achieves a -61.43% return, which is significantly lower than FF's 36.25% return. Over the past 10 years, FXPO.L has outperformed FF with an annualized return of 5.50%, while FF has yielded a comparatively lower 3.95% annualized return.


FXPO.L

1D
0.00%
1M
0.00%
YTD
-61.43%
6M
-58.28%
1Y
-43.96%
3Y*
-34.33%
5Y*
-40.27%
10Y*
5.50%

FF

1D
-0.43%
1M
-12.15%
YTD
36.25%
6M
27.82%
1Y
15.53%
3Y*
-9.62%
5Y*
-5.16%
10Y*
3.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXPO.L vs. FF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXPO.L
Ferrexpo plc
-61.43%-29.96%21.85%-42.59%-41.92%29.52%104.18%-13.08%-28.55%129.02%
FF
FutureFuel Corp.
36.25%-40.41%33.32%-26.64%22.92%-26.17%33.57%-23.35%21.24%-5.80%

Correlation

The correlation between FXPO.L and FF is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2011

0.14

The correlation between FXPO.L and FF shifts across timeframes, from 0.02 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FXPO.L:

£171.51M

FF:

$187.99M

EPS

FXPO.L:

-£0.46

FF:

-$1.19

PS Ratio

FXPO.L:

0.16

FF:

1.70

PB Ratio

FXPO.L:

0.23

FF:

1.32

Total Revenue (TTM)

FXPO.L:

£1.08B

FF:

$110.11M

Gross Profit (TTM)

FXPO.L:

£438.36M

FF:

-$26.13M

EBITDA (TTM)

FXPO.L:

-£158.01M

FF:

-$50.17M

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Return for Risk

FXPO.L vs. FF — Risk / Return Rank

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

FXPO.L
FXPO.L Risk / Return Rank: 88
Overall Rank
FXPO.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FXPO.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
FXPO.L Omega Ratio Rank: 1212
Omega Ratio Rank
FXPO.L Calmar Ratio Rank: 55
Calmar Ratio Rank
FXPO.L Martin Ratio Rank: 00
Martin Ratio Rank

FF
FF Risk / Return Rank: 5050
Overall Rank
FF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FF Sortino Ratio Rank: 4848
Sortino Ratio Rank
FF Omega Ratio Rank: 4848
Omega Ratio Rank
FF Calmar Ratio Rank: 5151
Calmar Ratio Rank
FF Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FXPO.L vs. FF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferrexpo plc (FXPO.L) and FutureFuel Corp. (FF). 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.


FXPO.LFFDifference

Sharpe ratio

Return per unit of total volatility

-0.71

0.32

-1.03

Sortino ratio

Return per unit of downside risk

-0.89

0.78

-1.67

Omega ratio

Gain probability vs. loss probability

0.88

1.10

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.92

0.51

-1.43

Martin ratio

Return relative to average drawdown

-2.22

1.05

-3.27

FXPO.L vs. FF - Sharpe Ratio Comparison

The current FXPO.L Sharpe Ratio is -0.71, which is lower than the FF Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FXPO.L and FF, 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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Sharpe Ratios by Period


FXPO.LFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

0.32

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

-0.11

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.09

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.13

-0.18

Drawdowns

FXPO.L vs. FF - Drawdown Comparison

The maximum FXPO.L drawdown since its inception was -96.26%, which is greater than FF's maximum drawdown of -62.16%. Use the drawdown chart below to compare losses from any high point for FXPO.L and FF.


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Drawdown Indicators


FXPO.LFFDifference

Max Drawdown

Largest peak-to-trough decline

-96.26%

-62.16%

-34.10%

Max Drawdown (1Y)

Largest decline over 1 year

-64.67%

-30.50%

-34.17%

Max Drawdown (3Y)

Largest decline over 3 years

-75.98%

-52.49%

-23.49%

Max Drawdown (5Y)

Largest decline over 5 years

-92.89%

-52.96%

-39.93%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

-62.16%

-30.73%

Current Drawdown

Current decline from peak

-92.89%

-47.66%

-45.23%

Average Drawdown

Average peak-to-trough decline

-53.69%

-27.25%

-26.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.71%

14.82%

+12.89%

Volatility

FXPO.L vs. FF - Volatility Comparison

Ferrexpo plc (FXPO.L) has a higher volatility of 43.73% compared to FutureFuel Corp. (FF) at 19.71%. This indicates that FXPO.L's price experiences larger fluctuations and is considered to be riskier than FF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXPO.LFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.73%

19.71%

+24.02%

Volatility (6M)

Calculated over the trailing 6-month period

72.21%

39.02%

+33.19%

Volatility (1Y)

Calculated over the trailing 1-year period

83.37%

49.44%

+33.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.02%

45.55%

+29.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.39%

44.48%

+21.91%

Dividends

FXPO.L vs. FF - Dividend Comparison

FXPO.L has not paid dividends to shareholders, while FF's dividend yield for the trailing twelve months is around 5.62%.


PositionTTM20252024202320222021202020192018201720162015
FF
FutureFuel Corp.
5.62%7.52%51.80%3.95%2.95%35.86%25.51%1.94%1.51%1.70%18.20%1.78%
FXPO.L
Ferrexpo plc
0.00%0.00%3.12%0.00%12.51%26.28%8.70%9.28%7.60%3.36%0.00%44.15%

Financials

FXPO.L vs. FF - Financials Comparison

This section allows you to compare key financial metrics between Ferrexpo plc and FutureFuel Corp.. 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B202120222023202420252026
452.61M
31.90M
(FXPO.L) Total Revenue
(FF) Total Revenue
Please note, different currencies. FXPO.L values in GBp, FF values in USD

FXPO.L vs. FF - Profitability Comparison

The chart below illustrates the profitability comparison between Ferrexpo plc and FutureFuel Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%100.0%202120222023202420252026
31.3%
0
Portfolio components
FXPO.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ferrexpo plc reported a gross profit of 141.69M and revenue of 452.61M. Therefore, the gross margin over that period was 31.3%.

FF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FutureFuel Corp. reported a gross profit of 0.00 and revenue of 31.90M. Therefore, the gross margin over that period was 0.0%.

FXPO.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ferrexpo plc reported an operating income of -194.14M and revenue of 452.61M, resulting in an operating margin of -42.9%.

FF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FutureFuel Corp. reported an operating income of -20.84M and revenue of 31.90M, resulting in an operating margin of -65.3%.

FXPO.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ferrexpo plc reported a net income of -196.00M and revenue of 452.61M, resulting in a net margin of -43.3%.

FF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FutureFuel Corp. reported a net income of -20.58M and revenue of 31.90M, resulting in a net margin of -64.5%.


Frequently Asked Questions


FXPO.L and FF have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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