MZDAY vs. F
Compare and contrast key facts about Mazda Motor Corporation (MZDAY) and Ford Motor Company (F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MZDAY or F.
Performance
MZDAY vs. F - Performance Comparison
Returns By Period
In the year-to-date period, MZDAY achieves a -40.60% return, which is significantly lower than F's -3.36% return. Over the past 10 years, MZDAY has underperformed F with an annualized return of -11.37%, while F has yielded a comparatively higher 1.80% annualized return.
MZDAY
-40.60%
-9.46%
-37.92%
-46.71%
-5.73%
-11.37%
F
-3.36%
0.54%
-7.71%
14.71%
9.11%
1.80%
Fundamentals
| MZDAY | F | |
|---|---|---|
| Market Cap | $4.24B | $44.11B |
| EPS | $0.70 | $0.88 |
| PE Ratio | 4.71 | 12.61 |
| PEG Ratio | 0.00 | 0.64 |
| Total Revenue (TTM) | $3.72T | $182.74B |
| Gross Profit (TTM) | $811.13B | $14.12B |
| EBITDA (TTM) | $257.82B | $8.79B |
Key characteristics
| MZDAY | F | |
|---|---|---|
| Sharpe Ratio | -1.36 | 0.34 |
| Sortino Ratio | -2.08 | 0.67 |
| Omega Ratio | 0.76 | 1.10 |
| Calmar Ratio | -0.63 | 0.23 |
| Martin Ratio | -1.64 | 0.82 |
| Ulcer Index | 27.64% | 15.33% |
| Daily Std Dev | 33.20% | 36.68% |
| Max Drawdown | -79.34% | -95.49% |
| Current Drawdown | -72.28% | -46.63% |
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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.
Risk-Adjusted Performance
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.
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 7.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MZDAY Mazda Motor Corporation | 0.00% | 3.21% | 3.95% | 0.00% | 2.79% | 3.74% | 3.03% | 2.32% | 1.70% | 0.97% | 0.20% | 0.00% |
F Ford Motor Company | 7.08% | 10.25% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% | 3.23% | 2.59% |
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.
Volatility
MZDAY vs. F - Volatility Comparison
The current volatility for Mazda Motor Corporation (MZDAY) is 11.30%, while Ford Motor Company (F) has a volatility of 12.40%. This indicates that MZDAY experiences smaller price fluctuations and is considered to be less risky than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities