Fox Corporation (Class B) (FOX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Fox Corporation (Class B), a component of the S&P 500 in the Communication Services sector. Data as of 2026-09-13.
| Last close price | $58.45 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +27.98% |
| Total return over period | +108.57% |
| Annualized volatility | 28.14% |
| Period volatility | 48.59% |
| Sharpe ratio | 0.85 |
| Sortino ratio | 1.22 |
| Max drawdown | -34.14% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.93% |
| Correlation with the S&P 500 | 0.32 |
| Period range | $25.32 – $67.40 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Fox Corporation (Class B) (FOX) has posted an annualized return of +27.98% with annual volatility of 28.14%, a Sharpe ratio of 0.85. Its worst stretch (max drawdown from a peak) was -34.14%. Its correlation with the S&P 500 is 0.32, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how FOX would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Fox Corporation (Class B) (FOX) is of the S&P 500.
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