Fox Corporation (Class A) (FOXA): analysis and statistics
Return, volatility, Sharpe ratio and risk for Fox Corporation (Class A), a component of the S&P 500 in the Communication Services. Data as of 2026-10-29.
| Last close price | $63.39 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +30.61% |
| Total return over period | +121.85% |
| Annualized volatility | 29.03% |
| Period volatility | 50.15% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.18 |
| Sortino ratio | 3.09 |
| Max drawdown | -35.58% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.00% |
| Correlation with the S&P 500 | 0.29 |
| Period range | $27.83 – $75.74 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Fox Corporation (Class A) (FOXA) has posted an annualized return of +30.61% with annual volatility of 29.03%, a Sharpe ratio of 2.18. Its worst stretch (max drawdown from a peak) was -35.58%. 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 FOXA would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with FOXA →
Other Communication Services stocks
Is it part of the S&P 500?
Yes, Fox Corporation (Class A) (FOXA) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio