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NATH vs. FOXA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NATH vs. FOXA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nathan's Famous, Inc. (NATH) and Fox Corporation (FOXA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NATH achieves a 8.82% return, which is significantly higher than FOXA's -32.08% return.


NATH

1D
-0.34%
1M
0.25%
YTD
8.82%
6M
8.91%
1Y
-3.25%
3Y*
13.33%
5Y*
10.93%
10Y*
12.08%

FOXA

1D
-5.44%
1M
-22.80%
YTD
-32.08%
6M
-32.58%
1Y
-9.75%
3Y*
16.23%
5Y*
6.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NATH vs. FOXA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NATH
Nathan's Famous, Inc.
8.82%24.58%3.51%19.24%18.67%8.05%-20.24%1.76%
FOXA
Fox Corporation
-32.08%51.83%66.31%-0.83%-16.61%28.24%-20.22%-1.15%

Correlation

The correlation between NATH and FOXA is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.19

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

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2019

0.24

Fundamentals

EPS

NATH:

$5.20

FOXA:

$3.83

PE Ratio

NATH:

19.39

FOXA:

12.88

PEG Ratio

NATH:

1.52

FOXA:

0.85

PS Ratio

NATH:

2.64

FOXA:

1.36

Total Revenue (TTM)

NATH:

$157.78M

FOXA:

$16.20B

Gross Profit (TTM)

NATH:

$46.39M

FOXA:

$5.67B

EBITDA (TTM)

NATH:

$33.87M

FOXA:

$3.09B

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Return for Risk

NATH vs. FOXA — Risk / Return Rank

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

NATH
NATH Risk / Return Rank: 3535
Overall Rank
NATH Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NATH Sortino Ratio Rank: 3232
Sortino Ratio Rank
NATH Omega Ratio Rank: 3232
Omega Ratio Rank
NATH Calmar Ratio Rank: 3737
Calmar Ratio Rank
NATH Martin Ratio Rank: 3737
Martin Ratio Rank

FOXA
FOXA Risk / Return Rank: 2929
Overall Rank
FOXA Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FOXA Sortino Ratio Rank: 2727
Sortino Ratio Rank
FOXA Omega Ratio Rank: 2727
Omega Ratio Rank
FOXA Calmar Ratio Rank: 3333
Calmar Ratio Rank
FOXA Martin Ratio Rank: 2727
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.

NATH vs. FOXA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nathan's Famous, Inc. (NATH) and Fox Corporation (FOXA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NATHFOXADifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.00

0.98

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.17

-0.28

+0.11

Martin ratioReturn relative to average drawdown

-0.30

-0.77

+0.48

NATH vs. FOXA - Sharpe Ratio Comparison

The current NATH Sharpe Ratio is -0.13, which is higher than the FOXA Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of NATH and FOXA, 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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Drawdowns

NATH vs. FOXA - Drawdown Comparison

The maximum NATH drawdown since its inception was -76.16%, which is greater than FOXA's maximum drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for NATH and FOXA.


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Drawdown Indicators


NATHFOXADifference

Max Drawdown

Largest peak-to-trough decline

-76.16%

-50.56%

-25.60%

Max Drawdown (1Y)

Largest decline over 1 year

-19.52%

-34.79%

+15.27%

Max Drawdown (3Y)

Largest decline over 3 years

-21.67%

-34.79%

+13.12%

Max Drawdown (5Y)

Largest decline over 5 years

-35.27%

-35.14%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-53.17%

Current Drawdown

Current decline from peak

-8.82%

-34.79%

+25.97%

Average Drawdown

Average peak-to-trough decline

-32.16%

-17.56%

-14.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

12.63%

-1.72%

Volatility

NATH vs. FOXA - Volatility Comparison

The current volatility for Nathan's Famous, Inc. (NATH) is 1.36%, while Fox Corporation (FOXA) has a volatility of 21.24%. This indicates that NATH experiences smaller price fluctuations and is considered to be less risky than FOXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NATHFOXADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

21.24%

-19.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

28.73%

-18.14%

Volatility (1Y)

Calculated over the trailing 1-year period

26.09%

33.89%

-7.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.88%

28.26%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.74%

32.73%

+0.01%

Dividends

NATH vs. FOXA - Dividend Comparison

NATH's dividend yield for the trailing twelve months is around 4.96%, more than FOXA's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
FOXA
Fox Corporation
1.13%0.75%1.09%1.72%1.61%1.27%1.58%1.24%0.00%0.00%0.00%0.00%
NATH
Nathan's Famous, Inc.
4.96%4.81%2.54%2.56%2.68%2.40%2.54%1.83%1.13%6.62%0.00%48.49%

Financials

NATH vs. FOXA - Financials Comparison

This section allows you to compare key financial metrics between Nathan's Famous, Inc. and Fox Corporation. 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
34.31M
3.99B
(NATH) Total Revenue
(FOXA) Total Revenue
Values in USD except per share items

NATH vs. FOXA - Profitability Comparison

The chart below illustrates the profitability comparison between Nathan's Famous, Inc. and Fox Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
27.8%
37.6%
Portfolio components
NATH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nathan's Famous, Inc. reported a gross profit of 9.52M and revenue of 34.31M. Therefore, the gross margin over that period was 27.8%.

FOXA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fox Corporation reported a gross profit of 1.50B and revenue of 3.99B. Therefore, the gross margin over that period was 37.6%.

NATH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nathan's Famous, Inc. reported an operating income of 5.13M and revenue of 34.31M, resulting in an operating margin of 14.9%.

FOXA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fox Corporation reported an operating income of 801.00M and revenue of 3.99B, resulting in an operating margin of 20.1%.

NATH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nathan's Famous, Inc. reported a net income of 3.08M and revenue of 34.31M, resulting in a net margin of 9.0%.

FOXA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fox Corporation reported a net income of 166.00M and revenue of 3.99B, resulting in a net margin of 4.2%.


Frequently Asked Questions


NATH and FOXA have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FOXA has higher volatility (21.24%) compared to NATH (1.36%). In terms of maximum drawdown, NATH dropped -76.16% vs FOXA's -50.56%.

NATH currently has the higher Sharpe Ratio (-0.13 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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