ADS.DE vs. META
ADS.DE (Adidas AG) and META (Meta Platforms, Inc.) are both stocks. ADS.DE operates in Footwear & Accessories (Consumer Cyclical), while META operates in Internet Content & Information (Communication Services). Over the past 10 years, ADS.DE returned 5.44%/yr vs 17.02%/yr for META. At a 0.18 correlation, their price movements are largely independent.
Performance
ADS.DE vs. META - Performance Comparison
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Different Trading Currencies
ADS.DE is traded in EUR, while META is traded in USD. To make them comparable, the META values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ADS.DE achieves a 6.28% return, which is significantly higher than META's -12.71% return. Over the past 10 years, ADS.DE has underperformed META with an annualized return of 5.44%, while META has yielded a comparatively higher 17.02% annualized return.
ADS.DE
- 1D
- 1.76%
- 1M
- 22.47%
- YTD
- 6.28%
- 6M
- 7.61%
- 1Y
- -12.66%
- 3Y*
- 1.72%
- 5Y*
- -8.80%
- 10Y*
- 5.44%
META
- 1D
- -0.17%
- 1M
- -6.89%
- YTD
- -12.71%
- 6M
- -10.54%
- 1Y
- -17.83%
- 3Y*
- 25.24%
- 5Y*
- 12.54%
- 10Y*
- 17.02%
ADS.DE vs. META - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADS.DE Adidas AG | 6.28% | -27.95% | 28.98% | 45.09% | -48.72% | -14.11% | 2.80% | 61.04% | 10.63% | 12.58% |
META Meta Platforms, Inc. | -12.71% | -0.33% | 77.01% | 185.31% | -62.00% | 32.34% | 22.12% | 60.11% | -22.22% | 34.53% |
Correlation
The correlation between ADS.DE and META is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.18 |
The correlation between ADS.DE and META shifts across timeframes, from 0.10 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ADS.DE vs. META — Risk / Return Rank
ADS.DE
META
ADS.DE vs. META - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adidas AG (ADS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADS.DE | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.93 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | -0.55 | +0.22 |
| Martin ratioReturn relative to average drawdown | -0.53 | -1.11 | +0.58 |
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Drawdowns
ADS.DE vs. META - Drawdown Comparison
The maximum ADS.DE drawdown since its inception was -71.54%, roughly equal to the maximum META drawdown of -71.76%. Use the drawdown chart below to compare losses from any high point for ADS.DE and META.
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Drawdown Indicators
| ADS.DE | META | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.54% | -71.76% | +0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -38.37% | -32.44% | -5.93% |
Max Drawdown (3Y)Largest decline over 3 years | -49.81% | -39.99% | -9.82% |
Max Drawdown (5Y)Largest decline over 5 years | -71.54% | -71.76% | +0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -71.54% | -71.76% | +0.22% |
Current DrawdownCurrent decline from peak | -44.67% | -29.92% | -14.75% |
Average DrawdownAverage peak-to-trough decline | -19.98% | -15.11% | -4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.76% | 16.10% | +7.66% |
Volatility
ADS.DE vs. META - Volatility Comparison
The current volatility for Adidas AG (ADS.DE) is 8.01%, while Meta Platforms, Inc. (META) has a volatility of 9.80%. This indicates that ADS.DE experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADS.DE | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.01% | 9.80% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 23.53% | 26.24% | -2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.33% | 35.08% | -1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.62% | 43.86% | -9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.31% | 38.90% | -6.59% |
Dividends
ADS.DE vs. META - Dividend Comparison
ADS.DE's dividend yield for the trailing twelve months is around 1.59%, more than META's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADS.DE Adidas AG | 1.59% | 1.18% | 0.30% | 0.38% | 2.59% | 1.18% | 0.00% | 1.16% | 1.43% | 1.20% | 1.07% | 1.67% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ADS.DE vs. META - Financials Comparison
This section allows you to compare key financial metrics between Adidas AG 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ADS.DE and META have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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