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1YD.DE vs. META
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 1YD.DE and META is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

1YD.DE vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Broadcom Inc (1YD.DE) and Meta Platforms, Inc. (META). The values are adjusted to include any dividend payments, if applicable.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
8,693.07%
1,436.64%
1YD.DE
META

Key characteristics

Sharpe Ratio

1YD.DE:

2.38

META:

1.88

Sortino Ratio

1YD.DE:

3.34

META:

2.74

Omega Ratio

1YD.DE:

1.42

META:

1.38

Calmar Ratio

1YD.DE:

4.56

META:

3.70

Martin Ratio

1YD.DE:

13.77

META:

11.37

Ulcer Index

1YD.DE:

8.62%

META:

6.00%

Daily Std Dev

1YD.DE:

49.46%

META:

36.37%

Max Drawdown

1YD.DE:

-46.15%

META:

-76.74%

Current Drawdown

1YD.DE:

-4.83%

META:

-7.42%

Fundamentals

Market Cap

1YD.DE:

€1.07T

META:

$1.56T

EPS

1YD.DE:

€1.22

META:

$21.18

PE Ratio

1YD.DE:

187.99

META:

29.25

PEG Ratio

1YD.DE:

0.70

META:

1.00

Total Revenue (TTM)

1YD.DE:

€37.52B

META:

$156.23B

Gross Profit (TTM)

1YD.DE:

€23.51B

META:

$127.21B

EBITDA (TTM)

1YD.DE:

€16.59B

META:

$77.82B

Returns By Period

In the year-to-date period, 1YD.DE achieves a 117.79% return, which is significantly higher than META's 65.98% return. Over the past 10 years, 1YD.DE has outperformed META with an annualized return of 47.18%, while META has yielded a comparatively lower 22.02% annualized return.


1YD.DE

YTD

117.79%

1M

41.87%

6M

38.44%

1Y

115.71%

5Y*

58.05%

10Y*

47.18%

META

YTD

65.98%

1M

3.57%

6M

18.49%

1Y

65.91%

5Y*

23.32%

10Y*

22.02%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

1YD.DE vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc (1YD.DE) and Meta Platforms, Inc. (META). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for 1YD.DE, currently valued at 2.22, compared to the broader market-4.00-2.000.002.002.221.92
The chart of Sortino ratio for 1YD.DE, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.003.222.80
The chart of Omega ratio for 1YD.DE, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.39
The chart of Calmar ratio for 1YD.DE, currently valued at 4.60, compared to the broader market0.002.004.006.004.603.78
The chart of Martin ratio for 1YD.DE, currently valued at 13.46, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.4611.54
1YD.DE
META

The current 1YD.DE Sharpe Ratio is 2.38, which is comparable to the META Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of 1YD.DE and META, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.22
1.92
1YD.DE
META

Dividends

1YD.DE vs. META - Dividend Comparison

1YD.DE's dividend yield for the trailing twelve months is around 0.66%, more than META's 0.34% yield.


TTM20232022202120202019
1YD.DE
Broadcom Inc
0.66%1.73%3.12%2.14%3.33%1.04%
META
Meta Platforms, Inc.
0.34%0.00%0.00%0.00%0.00%0.00%

Drawdowns

1YD.DE vs. META - Drawdown Comparison

The maximum 1YD.DE drawdown since its inception was -46.15%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for 1YD.DE and META. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.58%
-7.42%
1YD.DE
META

Volatility

1YD.DE vs. META - Volatility Comparison

Broadcom Inc (1YD.DE) has a higher volatility of 24.43% compared to Meta Platforms, Inc. (META) at 8.03%. This indicates that 1YD.DE's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
24.43%
8.03%
1YD.DE
META

Financials

1YD.DE vs. META - Financials Comparison

This section allows you to compare key financial metrics between Broadcom Inc and Meta Platforms, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 1YD.DE values in EUR, META values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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