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

Correlation

The correlation between VWAGY and F is 0.35, 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.


Performance

VWAGY vs. F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volkswagen AG 1/10 ADR (VWAGY) and Ford Motor Company (F). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VWAGY:

-0.57

F:

-0.16

Sortino Ratio

VWAGY:

-0.72

F:

0.03

Omega Ratio

VWAGY:

0.92

F:

1.00

Calmar Ratio

VWAGY:

-0.27

F:

-0.11

Martin Ratio

VWAGY:

-0.73

F:

-0.26

Ulcer Index

VWAGY:

25.94%

F:

24.49%

Daily Std Dev

VWAGY:

31.28%

F:

37.83%

Max Drawdown

VWAGY:

-70.14%

F:

-95.49%

Current Drawdown

VWAGY:

-59.81%

F:

-45.14%

Fundamentals

Market Cap

VWAGY:

$59.29B

F:

$42.75B

EPS

VWAGY:

$2.07

F:

$1.26

PE Ratio

VWAGY:

5.63

F:

8.57

PEG Ratio

VWAGY:

0.89

F:

4.18

PS Ratio

VWAGY:

0.18

F:

0.23

PB Ratio

VWAGY:

0.28

F:

0.96

Total Revenue (TTM)

VWAGY:

$326.75B

F:

$182.87B

Gross Profit (TTM)

VWAGY:

$58.73B

F:

$25.58B

EBITDA (TTM)

VWAGY:

$50.83B

F:

$13.13B

Returns By Period

In the year-to-date period, VWAGY achieves a 22.20% return, which is significantly higher than F's 14.30% return.


VWAGY

YTD

22.20%

1M

12.40%

6M

27.59%

1Y

-18.11%

5Y*

1.56%

10Y*

N/A

F

YTD

14.30%

1M

13.79%

6M

2.78%

1Y

-5.15%

5Y*

21.28%

10Y*

1.98%

*Annualized

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Risk-Adjusted Performance

VWAGY vs. F — Risk-Adjusted Performance Rank

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

VWAGY
The Risk-Adjusted Performance Rank of VWAGY is 2424
Overall Rank
The Sharpe Ratio Rank of VWAGY is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VWAGY is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VWAGY is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VWAGY is 3333
Calmar Ratio Rank
The Martin Ratio Rank of VWAGY is 3434
Martin Ratio Rank

F
The Risk-Adjusted Performance Rank of F is 4141
Overall Rank
The Sharpe Ratio Rank of F is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of F is 3737
Sortino Ratio Rank
The Omega Ratio Rank of F is 3737
Omega Ratio Rank
The Calmar Ratio Rank of F is 4343
Calmar Ratio Rank
The Martin Ratio Rank of F is 4545
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.

VWAGY vs. F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG 1/10 ADR (VWAGY) 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 current VWAGY Sharpe Ratio is -0.57, which is lower than the F Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of VWAGY 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.


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Dividends

VWAGY vs. F - Dividend Comparison

VWAGY's dividend yield for the trailing twelve months is around 8.27%, more than F's 6.94% yield.


TTM20242023202220212020201920182017201620152014
VWAGY
Volkswagen AG 1/10 ADR
8.27%10.10%7.15%17.23%1.99%2.72%2.75%0.00%0.00%0.00%0.00%0.00%
F
Ford Motor Company
6.94%7.88%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%

Drawdowns

VWAGY vs. F - Drawdown Comparison

The maximum VWAGY drawdown since its inception was -70.14%, smaller than the maximum F drawdown of -95.49%. Use the drawdown chart below to compare losses from any high point for VWAGY and F. For additional features, visit the drawdowns tool.


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Volatility

VWAGY vs. F - Volatility Comparison

Volkswagen AG 1/10 ADR (VWAGY) has a higher volatility of 7.08% compared to Ford Motor Company (F) at 6.40%. This indicates that VWAGY'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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Financials

VWAGY vs. F - Financials Comparison

This section allows you to compare key financial metrics between Volkswagen AG 1/10 ADR 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


20.00B40.00B60.00B80.00B20212022202320242025
77.56B
40.66B
(VWAGY) Total Revenue
(F) Total Revenue
Values in USD except per share items

VWAGY vs. F - Profitability Comparison

The chart below illustrates the profitability comparison between Volkswagen AG 1/10 ADR and Ford Motor Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%25.0%30.0%20212022202320242025
16.5%
6.8%
(VWAGY) Gross Margin
(F) Gross Margin
VWAGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Volkswagen AG 1/10 ADR reported a gross profit of 12.80B and revenue of 77.56B. Therefore, the gross margin over that period was 16.5%.

F - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Ford Motor Company reported a gross profit of 2.75B and revenue of 40.66B. Therefore, the gross margin over that period was 6.8%.

VWAGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Volkswagen AG 1/10 ADR reported an operating income of 2.87B and revenue of 77.56B, resulting in an operating margin of 3.7%.

F - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Ford Motor Company reported an operating income of 319.00M and revenue of 40.66B, resulting in an operating margin of 0.8%.

VWAGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Volkswagen AG 1/10 ADR reported a net income of 1.98B and revenue of 77.56B, resulting in a net margin of 2.6%.

F - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Ford Motor Company reported a net income of 471.00M and revenue of 40.66B, resulting in a net margin of 1.2%.