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. Data as of 2026-10-29.
| Last close price | $56.35 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +29.19% |
| Total return over period | +114.73% |
| Annualized volatility | 28.43% |
| Period volatility | 49.11% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.08 |
| Sortino ratio | 2.98 |
| Max drawdown | -34.14% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.93% |
| Correlation with the S&P 500 | 0.29 |
| Period range | $25.32 – $67.40 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Fox Corporation (Class B) (FOX) has posted an annualized return of +29.19% with annual volatility of 28.43%, a Sharpe ratio of 2.08. Its worst stretch (max drawdown from a peak) was -34.14%. Its correlation with the S&P 500 is 0.29, 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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