FOX vs SPY

Comparison between Fox Corporation - Class B (FOX, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed FOX, delivering a return of +13.3% compared to +10.3%

FOX vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FOX(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$24B	$652B
Expense Ratio	N/A	0.09%
Max Drawdown	51.71%	56.47%
Sharpe Ratio	0.71	2.07
5Y Beta	0.65	1.00
Industry	Entertainment	N/A
P/E Ratio	15.78	28.24
Forward P/E	11.59	21.85
PEG Ratio	12.87	N/A
Dividend Yield	0.97%	N/A
5Y Dividends CAGR	29.26%	5.43%
5Y EPS CAGR	N/A	25.79%
Debt to Equity	60.43%	22.35%
Free Cash Flow Yield	9.49%	N/A
P/S Ratio	1.44	3.55
P/B Ratio	2.18	5.29

Market Cap / Net Assets

FOX

$24B

Winner

SPY

$652B

Expense Ratio

FOX

N/A

SPY

0.09%

Max Drawdown

Winner

FOX

51.71%

SPY

56.47%

Sharpe Ratio

FOX

0.71

Winner

SPY

2.07

5Y Beta

Winner

FOX

0.65

SPY

1.00

Industry

FOX

Entertainment

SPY

N/A

P/E Ratio

Winner

FOX

15.78

SPY

28.24

Forward P/E

Winner

FOX

11.59

SPY

21.85

PEG Ratio

FOX

12.87

SPY

N/A

Dividend Yield

FOX

0.97%

SPY

N/A

5Y Dividends CAGR

Winner

FOX

29.26%

SPY

5.43%

5Y EPS CAGR

FOX

N/A

SPY

25.79%

Debt to Equity

FOX

60.43%

Winner

SPY

22.35%

Free Cash Flow Yield

FOX

9.49%

SPY

N/A

P/S Ratio

Winner

FOX

1.44

SPY

3.55

P/B Ratio

Winner

FOX

2.18

SPY

5.29

FOX vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	FOX	SPY
1 month	+3.89%	+9.11%
3 months	+0.26%	+6.59%
6 months	-4.34%	+10.56%
1 year	+21.78%	+32.04%
5 years(CAGR)	+10.30%	+13.35%
10 years(CAGR)	N/A	+15.49%
Max(CAGR)	+6.82%	+8.50%

FOX

+3.89%

Winner

SPY

+9.11%

FOX

+0.26%

Winner

SPY

+6.59%

FOX

-4.34%

Winner

SPY

+10.56%

FOX

+21.78%

Winner

SPY

+32.04%

5Y(CAGR)

FOX

+10.30%

Winner

SPY

+13.35%

10Y(CAGR)

FOX

N/A

SPY

+15.49%

Max(CAGR)

FOX

+6.82%

Winner

SPY

+8.50%

FOX vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FOX	SPY
2026	-13.74%	+8.27%
2025	+41.86%	+18.00%
2024	+65.31%	+25.59%
2023	-0.84%	+26.72%
2022	-17.53%	-18.64%
2021	+22.19%	+30.52%
2020	-19.53%	+17.28%
2019	-5.90%	+31.09%
2018	N/A	-5.24%
2017	N/A	+20.78%
2016	N/A	+13.59%
2015	N/A	+1.31%
2014	N/A	+14.56%
2013	N/A	+29.00%
2012	N/A	+14.17%
2011	N/A	+0.85%
2010	N/A	+13.14%
2009	N/A	+22.67%
2008	N/A	-36.25%
2007	N/A	+5.32%
2006	N/A	+13.85%
2005	N/A	+5.32%
2004	N/A	+10.75%
2003	N/A	+24.18%
2002	N/A	-22.42%
2001	N/A	-10.13%
2000	N/A	-8.84%
1999	N/A	+8.61%

FOX vs SPY Drawdown Comparison

The maximum drawdown for FOX was -50.69%, occurring on Mar 23, 2020. Recovery took 498 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current FOX drawdown is -16.03%.

Rank	FOX	SPY
#1	-50.69% Mar 15, 2019 - Mar 8, 2021	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-34.51% Mar 16, 2021 - Nov 4, 2024	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-26.77% Jan 5, 2026 - Feb 25, 2026	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-18.80% Feb 24, 2025 - Aug 14, 2025	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-10.51% Sep 30, 2025 - Oct 30, 2025	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-8.82% Sep 8, 2025 - Sep 29, 2025	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-4.25% Nov 12, 2025 - Dec 5, 2025	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-3.87% Mar 8, 2021 - Mar 12, 2021	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-3.35% Aug 14, 2025 - Aug 25, 2025	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-3.32% Nov 14, 2024 - Nov 22, 2024	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-3.20% Dec 24, 2024 - Jan 27, 2025	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-2.81% Feb 4, 2025 - Feb 13, 2025	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-2.57% Oct 30, 2025 - Nov 6, 2025	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-2.19% Nov 29, 2024 - Dec 12, 2024	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-1.93% Nov 6, 2024 - Nov 11, 2024	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between FOX and SPY is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84

-101

Dividend Comparison (1999 - 2026)

FOX vs SPY dividend yield comparison.

Year	FOX	SPY
2026	0.49%	0.24%
2025	0.85%	1.07%
2024	1.16%	1.21%
2023	1.84%	1.40%
2022	1.72%	1.65%
2021	1.37%	1.20%
2020	1.59%	1.52%
2019	1.26%	1.75%
2018	0.00%	2.04%
2017	0.00%	1.80%
2016	0.00%	2.03%
2015	0.00%	2.06%
2014	0.00%	1.87%
2013	0.00%	1.81%
2012	0.00%	2.18%
2011	0.00%	2.05%
2010	0.00%	1.80%
2009	0.00%	1.95%
2008	0.00%	3.02%
2007	0.00%	1.85%
2006	0.00%	1.73%
2005	0.00%	1.73%
2004	0.00%	1.82%
2003	0.00%	1.47%
2002	0.00%	1.70%
2001	0.00%	1.25%
2000	0.00%	1.15%
1999	0.00%	0.24%