PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Meta Platforms, Inc. (META)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS30303M1027
SectorCommunication Services
IndustryInternet Content & Information

Highlights

Market Cap$1.21T
EPS (TTM)$17.40
PE Ratio27.40
PEG Ratio1.16
Total Revenue (TTM)$110.71B
Gross Profit (TTM)$90.19B
EBITDA (TTM)$54.00B
Year Range$273.82 - $542.81
Target Price$528.45
Short %1.39%
Short Ratio2.55

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Meta Platforms, Inc.

Popular comparisons: META vs. MSFT, META vs. AAPL, META vs. SPY, META vs. AMZN, META vs. TSLA, META vs. VOO, META vs. VGT, META vs. INTC, META vs. ESTC, META vs. MSCI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Meta Platforms, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%FebruaryMarchAprilMayJuneJuly
1,149.67%
325.02%
META (Meta Platforms, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Meta Platforms, Inc. had a return of 34.98% year-to-date (YTD) and 57.93% in the last 12 months. Over the past 10 years, Meta Platforms, Inc. had an annualized return of 21.35%, outperforming the S&P 500 benchmark which had an annualized return of 10.77%.


PeriodReturnBenchmark
Year-To-Date34.98%15.41%
1 month-4.54%0.33%
6 months24.60%13.74%
1 year57.93%21.39%
5 years (annualized)19.25%13.11%
10 years (annualized)21.35%10.77%

Monthly Returns

The table below presents the monthly returns of META, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202410.22%25.76%-0.93%-11.41%8.52%8.12%34.98%
202323.79%17.43%21.15%13.39%10.15%8.41%11.02%-7.13%1.46%0.35%8.59%8.20%194.13%
2022-6.86%-32.63%5.37%-9.84%-3.41%-16.73%-1.33%2.41%-16.72%-31.34%26.77%1.90%-64.22%
2021-5.43%-0.27%14.33%10.37%1.12%5.77%2.47%6.48%-10.54%-4.66%0.28%3.66%23.13%
2020-1.63%-4.68%-13.34%22.73%9.96%0.88%11.71%15.58%-10.68%0.46%5.27%-1.38%33.09%
201927.16%-3.14%3.25%16.02%-8.24%8.75%0.64%-4.41%-4.09%7.62%5.21%1.79%56.57%
20185.91%-4.59%-10.39%7.64%11.50%1.32%-11.19%1.83%-6.41%-7.70%-7.37%-6.77%-25.71%
201713.27%4.01%4.80%5.77%0.81%-0.32%12.10%1.61%-0.64%5.38%-1.60%-0.41%53.38%
20167.21%-4.71%6.72%3.05%1.05%-3.81%8.45%1.76%1.70%2.12%-9.60%-2.85%9.93%
2015-2.70%4.03%4.11%-4.19%0.53%8.30%9.61%-4.87%0.53%13.43%2.23%0.40%34.15%
201414.49%9.41%-12.01%-0.76%5.89%6.30%7.97%2.99%5.64%-5.12%3.61%0.41%42.77%
201316.38%-12.04%-6.13%8.56%-12.32%2.18%47.91%12.21%21.64%-0.05%-6.36%16.25%105.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of META is 87, placing it in the top 13% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of META is 8787
META (Meta Platforms, Inc.)
The Sharpe Ratio Rank of META is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of META is 8484Sortino Ratio Rank
The Omega Ratio Rank of META is 8282Omega Ratio Rank
The Calmar Ratio Rank of META is 9191Calmar Ratio Rank
The Martin Ratio Rank of META is 9090Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Meta Platforms, Inc. (META) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


META
Sharpe ratio
The chart of Sharpe ratio for META, currently valued at 1.39, compared to the broader market-2.00-1.000.001.002.003.001.39
Sortino ratio
The chart of Sortino ratio for META, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.002.19
Omega ratio
The chart of Omega ratio for META, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for META, currently valued at 1.98, compared to the broader market0.001.002.003.004.005.006.001.98
Martin ratio
The chart of Martin ratio for META, currently valued at 8.10, compared to the broader market-30.00-20.00-10.000.0010.0020.008.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-2.00-1.000.001.002.003.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.001.002.003.004.005.006.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market-30.00-20.00-10.000.0010.0020.006.82

Sharpe Ratio

The current Meta Platforms, Inc. Sharpe ratio is 1.39. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Meta Platforms, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00FebruaryMarchAprilMayJuneJuly
1.39
1.82
META (Meta Platforms, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Meta Platforms, Inc. granted a 0.21% dividend yield in the last twelve months. The annual payout for that period amounted to $1.00 per share.


PeriodTTM
Dividend$1.00

Dividend yield

0.21%

Monthly Dividends

The table displays the monthly dividend distributions for Meta Platforms, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.50$0.00$0.00$0.00$0.50$0.00$1.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.2%
Meta Platforms, Inc. has a dividend yield of 0.21%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%5.7%
Meta Platforms, Inc. has a payout ratio of 5.74%, which is below the market average. This means Meta Platforms, Inc. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-11.69%
-2.86%
META (Meta Platforms, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Meta Platforms, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Meta Platforms, Inc. was 76.74%, occurring on Nov 3, 2022. Recovery took 302 trading sessions.

The current Meta Platforms, Inc. drawdown is 11.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.74%Sep 8, 2021293Nov 3, 2022302Jan 19, 2024595
-53.63%May 21, 201274Sep 4, 2012229Aug 5, 2013303
-42.96%Jul 26, 2018105Dec 24, 2018262Jan 9, 2020367
-34.59%Jan 30, 202032Mar 16, 202046May 20, 202078
-22.06%Mar 11, 201434Apr 28, 201461Jul 24, 201495

Volatility

Volatility Chart

The current Meta Platforms, Inc. volatility is 11.51%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
11.51%
2.76%
META (Meta Platforms, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Meta Platforms, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

P/E Ratio

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Meta Platforms, Inc..


Loading data...

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items