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MZDAY vs. F
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MZDAY and F is 0.15, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

MZDAY vs. F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mazda Motor Corporation (MZDAY) and Ford Motor Company (F). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
-30.25%
166.71%
MZDAY
F

Key characteristics

Sharpe Ratio

MZDAY:

-1.18

F:

-0.42

Sortino Ratio

MZDAY:

-1.78

F:

-0.33

Omega Ratio

MZDAY:

0.79

F:

0.95

Calmar Ratio

MZDAY:

-0.59

F:

-0.28

Martin Ratio

MZDAY:

-1.32

F:

-0.67

Ulcer Index

MZDAY:

34.52%

F:

23.84%

Daily Std Dev

MZDAY:

38.72%

F:

38.06%

Max Drawdown

MZDAY:

-79.34%

F:

-95.49%

Current Drawdown

MZDAY:

-73.94%

F:

-49.64%

Fundamentals

Market Cap

MZDAY:

$3.69B

F:

$38.37B

EPS

MZDAY:

$0.75

F:

$1.48

PE Ratio

MZDAY:

3.91

F:

6.61

PEG Ratio

MZDAY:

0.00

F:

3.46

PS Ratio

MZDAY:

0.00

F:

0.21

PB Ratio

MZDAY:

0.29

F:

0.87

Total Revenue (TTM)

MZDAY:

$1.21T

F:

$142.22B

Gross Profit (TTM)

MZDAY:

$257.08B

F:

$11.87B

EBITDA (TTM)

MZDAY:

$79.35B

F:

$10.82B

Returns By Period

In the year-to-date period, MZDAY achieves a -11.87% return, which is significantly lower than F's 4.94% return. Over the past 10 years, MZDAY has underperformed F with an annualized return of -10.06%, while F has yielded a comparatively higher 0.82% annualized return.


MZDAY

YTD

-11.87%

1M

-17.27%

6M

-13.41%

1Y

-45.80%

5Y*

2.95%

10Y*

-10.06%

F

YTD

4.94%

1M

-2.24%

6M

-6.32%

1Y

-16.42%

5Y*

21.30%

10Y*

0.82%

*Annualized

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Risk-Adjusted Performance

MZDAY vs. F — Risk-Adjusted Performance Rank

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

MZDAY
The Risk-Adjusted Performance Rank of MZDAY is 88
Overall Rank
The Sharpe Ratio Rank of MZDAY is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of MZDAY is 44
Sortino Ratio Rank
The Omega Ratio Rank of MZDAY is 55
Omega Ratio Rank
The Calmar Ratio Rank of MZDAY is 1515
Calmar Ratio Rank
The Martin Ratio Rank of MZDAY is 1515
Martin Ratio Rank

F
The Risk-Adjusted Performance Rank of F is 3232
Overall Rank
The Sharpe Ratio Rank of F is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of F is 2929
Sortino Ratio Rank
The Omega Ratio Rank of F is 2828
Omega Ratio Rank
The Calmar Ratio Rank of F is 3535
Calmar Ratio Rank
The Martin Ratio Rank of F is 3838
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.

MZDAY vs. F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mazda Motor Corporation (MZDAY) and Ford Motor Company (F). 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 chart of Sharpe ratio for MZDAY, currently valued at -1.18, compared to the broader market-2.00-1.000.001.002.003.00
MZDAY: -1.18
F: -0.42
The chart of Sortino ratio for MZDAY, currently valued at -1.78, compared to the broader market-6.00-4.00-2.000.002.004.00
MZDAY: -1.78
F: -0.33
The chart of Omega ratio for MZDAY, currently valued at 0.79, compared to the broader market0.501.001.502.00
MZDAY: 0.79
F: 0.95
The chart of Calmar ratio for MZDAY, currently valued at -0.59, compared to the broader market0.001.002.003.004.005.00
MZDAY: -0.59
F: -0.28
The chart of Martin ratio for MZDAY, currently valued at -1.32, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
MZDAY: -1.32
F: -0.67

The current MZDAY Sharpe Ratio is -1.18, which is lower than the F Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of MZDAY and F, 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 Ratio-1.50-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-1.18
-0.42
MZDAY
F

Dividends

MZDAY vs. F - Dividend Comparison

MZDAY has not paid dividends to shareholders, while F's dividend yield for the trailing twelve months is around 7.46%.


TTM20242023202220212020201920182017201620152014
MZDAY
Mazda Motor Corporation
0.00%0.00%3.21%3.95%0.00%2.79%3.74%3.03%2.32%1.70%0.97%0.20%
F
Ford Motor Company
7.46%7.88%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%

Drawdowns

MZDAY vs. F - Drawdown Comparison

The maximum MZDAY drawdown since its inception was -79.34%, smaller than the maximum F drawdown of -95.49%. Use the drawdown chart below to compare losses from any high point for MZDAY and F. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-73.94%
-49.64%
MZDAY
F

Volatility

MZDAY vs. F - Volatility Comparison

Mazda Motor Corporation (MZDAY) has a higher volatility of 23.55% compared to Ford Motor Company (F) at 16.75%. This indicates that MZDAY's price experiences larger fluctuations and is considered to be riskier than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
23.55%
16.75%
MZDAY
F

Financials

MZDAY vs. F - Financials Comparison

This section allows you to compare key financial metrics between Mazda Motor Corporation and Ford Motor Company. 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