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CBRE vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CBRE vs. META - Performance Comparison

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

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Returns By Period

In the year-to-date period, CBRE achieves a -17.03% return, which is significantly lower than META's -14.03% return. Both investments have delivered pretty close results over the past 10 years, with CBRE having a 16.65% annualized return and META not far ahead at 17.39%.


CBRE

1D
1.14%
1M
2.66%
YTD
-17.03%
6M
-16.40%
1Y
0.33%
3Y*
18.96%
5Y*
8.50%
10Y*
16.65%

META

1D
-0.26%
1M
-7.69%
YTD
-14.03%
6M
-11.84%
1Y
-16.71%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBRE vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBRE
CBRE Group, Inc.
-17.03%22.47%41.04%20.96%-29.08%73.01%2.33%53.07%-7.55%37.54%
META
Meta Platforms, Inc.
-14.03%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between CBRE and META is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.33

The correlation between CBRE and META shifts across timeframes, from 0.25 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CBRE:

$39.62B

META:

$1.45T

EPS

CBRE:

$4.37

META:

$27.47

PE Ratio

CBRE:

30.51

META:

20.64

PS Ratio

CBRE:

0.95

META:

6.78

PB Ratio

CBRE:

4.65

META:

5.97

Total Revenue (TTM)

CBRE:

$42.17B

META:

$214.96B

Gross Profit (TTM)

CBRE:

$14.76B

META:

$176.14B

EBITDA (TTM)

CBRE:

$2.68B

META:

$106.31B

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Return for Risk

CBRE vs. META — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CBRE
CBRE Risk / Return Rank: 3838
Overall Rank
CBRE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CBRE Sortino Ratio Rank: 3535
Sortino Ratio Rank
CBRE Omega Ratio Rank: 3535
Omega Ratio Rank
CBRE Calmar Ratio Rank: 4141
Calmar Ratio Rank
CBRE Martin Ratio Rank: 4141
Martin Ratio Rank

META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CBRE vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CBRE Group, Inc. (CBRE) 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.


CBREMETADifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.02

0.93

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.06

-0.54

+0.48

Martin ratioReturn relative to average drawdown

-0.13

-1.12

+0.99

CBRE vs. META - Sharpe Ratio Comparison

The current CBRE Sharpe Ratio is -0.05, which is higher than the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of CBRE and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CBRE vs. META - Drawdown Comparison

The maximum CBRE drawdown since its inception was -94.31%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for CBRE and META.


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Drawdown Indicators


CBREMETADifference

Max Drawdown

Largest peak-to-trough decline

-94.31%

-76.74%

-17.57%

Max Drawdown (1Y)

Largest decline over 1 year

-27.37%

-33.30%

+5.93%

Max Drawdown (3Y)

Largest decline over 3 years

-27.37%

-34.15%

+6.78%

Max Drawdown (5Y)

Largest decline over 5 years

-40.38%

-76.74%

+36.36%

Max Drawdown (10Y)

Largest decline over 10 years

-53.57%

-76.74%

+23.17%

Current Drawdown

Current decline from peak

-22.26%

-28.06%

+5.80%

Average Drawdown

Average peak-to-trough decline

-26.58%

-15.83%

-10.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.80%

16.06%

-4.26%

Volatility

CBRE vs. META - Volatility Comparison

CBRE Group, Inc. (CBRE) and Meta Platforms, Inc. (META) have volatilities of 10.16% and 10.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBREMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.16%

10.17%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

25.85%

26.91%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

30.61%

35.52%

-4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.29%

44.04%

-13.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.01%

38.67%

-5.66%

Dividends

CBRE vs. META - Dividend Comparison

CBRE has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.37%.


PositionTTM20252024
CBRE
CBRE Group, Inc.
0.00%0.00%0.00%
META
Meta Platforms, Inc.
0.37%0.32%0.34%

Financials

CBRE vs. META - Financials Comparison

This section allows you to compare key financial metrics between CBRE Group, 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


10.00B20.00B30.00B40.00B50.00B60.00B20222023202420252026
10.53B
56.31B
(CBRE) Total Revenue
(META) Total Revenue
Values in USD except per share items

CBRE vs. META - Profitability Comparison

The chart below illustrates the profitability comparison between CBRE Group, Inc. and Meta Platforms, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
17.6%
81.9%
Portfolio components
CBRE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CBRE Group, Inc. reported a gross profit of 1.85B and revenue of 10.53B. Therefore, the gross margin over that period was 17.6%.

META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a gross profit of 46.09B and revenue of 56.31B. Therefore, the gross margin over that period was 81.9%.

CBRE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CBRE Group, Inc. reported an operating income of 511.00M and revenue of 10.53B, resulting in an operating margin of 4.9%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.

CBRE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CBRE Group, Inc. reported a net income of 318.00M and revenue of 10.53B, resulting in a net margin of 3.0%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.


Frequently Asked Questions


CBRE and META have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

META has higher volatility (10.17%) compared to CBRE (10.16%). In terms of maximum drawdown, CBRE dropped -94.31% vs META's -76.74%.

CBRE currently has the higher Sharpe Ratio (-0.05 vs -0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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