MZDAY vs. F
Compare and contrast key facts about Mazda Motor Corporation (MZDAY) and Ford Motor Company (F).
Performance
MZDAY vs. F - Performance Comparison
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MZDAY vs. F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MZDAY Mazda Motor Corporation | -13.51% | 20.67% | -35.23% | 41.49% | -0.79% | 13.56% | -20.91% | -17.09% | -23.34% | -18.33% |
F Ford Motor Company | -11.09% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
Fundamentals
MZDAY:
$4.20B
F:
$45.92B
MZDAY:
$7.36
F:
-$2.04
MZDAY:
0.00
F:
0.25
MZDAY:
0.00
F:
1.28
MZDAY:
$4.87T
F:
$187.27B
MZDAY:
$720.10B
F:
$11.97B
MZDAY:
$145.09B
F:
$8.99B
Returns By Period
In the year-to-date period, MZDAY achieves a -13.51% return, which is significantly lower than F's -11.09% return. Over the past 10 years, MZDAY has underperformed F with an annualized return of -6.90%, while F has yielded a comparatively higher 3.56% annualized return.
MZDAY
- 1D
- 1.22%
- 1M
- -23.97%
- YTD
- -13.51%
- 6M
- -6.98%
- 1Y
- 8.41%
- 3Y*
- -7.81%
- 5Y*
- -2.01%
- 10Y*
- -6.90%
F
- 1D
- 2.94%
- 1M
- -18.10%
- YTD
- -11.09%
- 6M
- -1.34%
- 1Y
- 20.97%
- 3Y*
- 3.41%
- 5Y*
- 3.74%
- 10Y*
- 3.56%
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Return for Risk
MZDAY vs. F — Risk / Return Rank
MZDAY
F
MZDAY vs. F - Risk-Adjusted Trends 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.
| MZDAY | F | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 0.64 | -0.47 |
Sortino ratioReturn per unit of downside risk | 0.63 | 1.17 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.14 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 1.11 | -0.79 |
Martin ratioReturn relative to average drawdown | 0.96 | 3.78 | -2.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MZDAY | F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.64 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.10 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.20 | 0.10 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.25 | 0.14 | -0.39 |
Correlation
The correlation between MZDAY and F is 0.26, 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.
Dividends
MZDAY vs. F - Dividend Comparison
MZDAY's dividend yield for the trailing twelve months is around 2.41%, less than F's 5.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MZDAY Mazda Motor Corporation | 2.41% | 4.78% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.72% | 0.00% |
F Ford Motor Company | 5.20% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
Drawdowns
MZDAY vs. F - Drawdown Comparison
The maximum MZDAY drawdown since its inception was -95.68%, roughly equal to the maximum F drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for MZDAY and F.
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Drawdown Indicators
| MZDAY | F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.68% | -97.07% | +1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -27.44% | -22.31% | -5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -57.64% | -58.62% | +0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -73.50% | -64.77% | -8.73% |
Current DrawdownCurrent decline from peak | -93.25% | -49.71% | -43.54% |
Average DrawdownAverage peak-to-trough decline | -69.48% | -44.71% | -24.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.30% | 6.56% | +2.74% |
Volatility
MZDAY vs. F - Volatility Comparison
Mazda Motor Corporation (MZDAY) has a higher volatility of 12.68% compared to Ford Motor Company (F) at 8.93%. 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.
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Volatility by Period
| MZDAY | F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.68% | 8.93% | +3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 29.10% | 24.05% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.48% | 32.87% | +14.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.18% | 38.99% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.43% | 36.76% | -1.33% |
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
MZDAY vs. F - Profitability Comparison
MZDAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Mazda Motor Corporation reported a gross profit of 251.39B and revenue of 1.29T. Therefore, the gross margin over that period was 19.6%.
F - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported a gross profit of 1.71B and revenue of 45.89B. Therefore, the gross margin over that period was 3.7%.
MZDAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Mazda Motor Corporation reported an operating income of 31.31B and revenue of 1.29T, resulting in an operating margin of 2.4%.
F - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported an operating income of -907.00M and revenue of 45.89B, resulting in an operating margin of -2.0%.
MZDAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Mazda Motor Corporation reported a net income of 31.13B and revenue of 1.29T, resulting in a net margin of 2.4%.
F - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported a net income of -11.06B and revenue of 45.89B, resulting in a net margin of -24.1%.