VWAGY vs. F
VWAGY (Volkswagen AG 1/10 ADR) and F (Ford Motor Company) are both stocks. Both operate in the Auto Manufacturers industry within the Consumer Cyclical sector. Over the past 5 years, VWAGY returned -16.33%/yr vs 5.32%/yr for F. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
VWAGY vs. F - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VWAGY achieves a -11.77% return, which is significantly lower than F's 26.00% return.
VWAGY
- 1D
- 0.33%
- 1M
- 6.49%
- YTD
- -11.77%
- 6M
- -9.09%
- 1Y
- -0.51%
- 3Y*
- -8.51%
- 5Y*
- -16.33%
- 10Y*
- —
F
- 1D
- -2.89%
- 1M
- 37.66%
- YTD
- 26.00%
- 6M
- 27.55%
- 1Y
- 69.80%
- 3Y*
- 16.33%
- 5Y*
- 5.32%
- 10Y*
- 7.16%
VWAGY vs. F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VWAGY Volkswagen AG 1/10 ADR | -11.77% | 39.31% | -23.31% | -12.15% | -37.53% | 42.56% | 11.65% | 30.44% | -1.89% |
F Ford Motor Company | 26.00% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -18.03% |
Correlation
The correlation between VWAGY and F is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2018 | 0.52 |
The correlation between VWAGY and F has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.
Fundamentals
VWAGY:
$53.91B
F:
$65.75B
VWAGY:
$1.30
F:
-$1.52
VWAGY:
0.17
F:
0.34
VWAGY:
0.31
F:
1.76
VWAGY:
$308.55B
F:
$189.86B
VWAGY:
$70.10B
F:
$17.42B
VWAGY:
$48.37B
F:
$9.99B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VWAGY vs. F — Risk / Return Rank
VWAGY
F
VWAGY vs. F - Risk-Adjusted Trends 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.
| VWAGY | F | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.02 | 1.90 | -1.92 |
Sortino ratioReturn per unit of downside risk | 0.18 | 2.91 | -2.72 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.35 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | -0.08 | 2.83 | -2.91 |
Martin ratioReturn relative to average drawdown | -0.16 | 7.65 | -7.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VWAGY | F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 1.90 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.14 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.16 | -0.14 |
Drawdowns
VWAGY vs. F - Drawdown Comparison
The maximum VWAGY drawdown since its inception was -72.64%, smaller than the maximum F drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for VWAGY and F.
Loading charts...
Drawdown Indicators
| VWAGY | F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.64% | -97.07% | +24.43% |
Max Drawdown (1Y)Largest decline over 1 year | -22.34% | -22.31% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -47.21% | -36.51% | -10.70% |
Max Drawdown (5Y)Largest decline over 5 years | -69.80% | -58.62% | -11.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.77% | — |
Current DrawdownCurrent decline from peak | -63.67% | -28.74% | -34.93% |
Average DrawdownAverage peak-to-trough decline | -37.73% | -44.70% | +6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.04% | 8.27% | +2.77% |
Volatility
VWAGY vs. F - Volatility Comparison
The current volatility for Volkswagen AG 1/10 ADR (VWAGY) is 6.57%, while Ford Motor Company (F) has a volatility of 21.40%. This indicates that VWAGY 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.
Loading charts...
Volatility by Period
| VWAGY | F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 21.40% | -14.83% |
Volatility (6M)Calculated over the trailing 6-month period | 18.87% | 28.92% | -10.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.65% | 37.13% | -9.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.70% | 39.49% | -5.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.99% | 37.46% | +0.53% |
Dividends
VWAGY vs. F - Dividend Comparison
VWAGY has not paid dividends to shareholders, while F's dividend yield for the trailing twelve months is around 3.72%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 3.72% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
VWAGY Volkswagen AG 1/10 ADR | 0.00% | 5.85% | 10.36% | 7.21% | 17.36% | 2.00% | 2.72% | 4.59% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
VWAGY vs. F - Profitability Comparison
VWAGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Volkswagen AG 1/10 ADR reported a gross profit of 12.84B and revenue of 76.90B. Therefore, the gross margin over that period was 16.7%.
F - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported a gross profit of 7.94B and revenue of 43.25B. Therefore, the gross margin over that period was 18.4%.
VWAGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Volkswagen AG 1/10 ADR reported an operating income of 4.00B and revenue of 76.90B, resulting in an operating margin of 5.2%.
F - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported an operating income of 2.33B and revenue of 43.25B, resulting in an operating margin of 5.4%.
VWAGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Volkswagen AG 1/10 ADR reported a net income of 1.47B and revenue of 76.90B, resulting in a net margin of 1.9%.
F - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ford Motor Company reported a net income of 2.55B and revenue of 43.25B, resulting in a net margin of 5.9%.
Frequently Asked Questions
VWAGY and F have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
F has higher volatility (21.40%) compared to VWAGY (6.57%). In terms of maximum drawdown, VWAGY dropped -72.64% vs F's -97.07%.
F currently has the higher Sharpe Ratio (1.90 vs -0.02), 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.
Find the right allocation for VWAGY and F
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer