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CNM vs. META
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CNM vs. META - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-24.79%
20.18%
CNM
META

Returns By Period

In the year-to-date period, CNM achieves a 11.16% return, which is significantly lower than META's 59.00% return.


CNM

YTD

11.16%

1M

-3.85%

6M

-25.91%

1Y

31.88%

5Y (annualized)

N/A

10Y (annualized)

N/A

META

YTD

59.00%

1M

-2.67%

6M

21.00%

1Y

65.54%

5Y (annualized)

23.33%

10Y (annualized)

22.59%

Fundamentals


CNMMETA
Market Cap$8.55B$1.47T
EPS$2.10$21.23
PE Ratio20.9627.55
Total Revenue (TTM)$5.15B$156.23B
Gross Profit (TTM)$1.29B$127.21B
EBITDA (TTM)$618.00M$78.34B

Key characteristics


CNMMETA
Sharpe Ratio0.841.88
Sortino Ratio1.212.76
Omega Ratio1.191.38
Calmar Ratio0.843.69
Martin Ratio1.8911.36
Ulcer Index17.22%5.98%
Daily Std Dev38.65%36.24%
Max Drawdown-40.00%-76.74%
Current Drawdown-27.58%-5.85%

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Correlation

-0.50.00.51.00.4

The correlation between CNM and META is 0.36, 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.

Risk-Adjusted Performance

CNM vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Core & Main, Inc. (CNM) 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 CNM, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.000.841.88
The chart of Sortino ratio for CNM, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.212.76
The chart of Omega ratio for CNM, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.38
The chart of Calmar ratio for CNM, currently valued at 0.84, compared to the broader market0.002.004.006.000.843.69
The chart of Martin ratio for CNM, currently valued at 1.89, compared to the broader market-10.000.0010.0020.0030.001.8911.36
CNM
META

The current CNM Sharpe Ratio is 0.84, which is lower than the META Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of CNM 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
0.84
1.88
CNM
META

Dividends

CNM vs. META - Dividend Comparison

CNM has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.27%.


TTM
CNM
Core & Main, Inc.
0.00%
META
Meta Platforms, Inc.
0.27%

Drawdowns

CNM vs. META - Drawdown Comparison

The maximum CNM drawdown since its inception was -40.00%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for CNM and META. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.58%
-5.85%
CNM
META

Volatility

CNM vs. META - Volatility Comparison

Core & Main, Inc. (CNM) has a higher volatility of 10.73% compared to Meta Platforms, Inc. (META) at 8.88%. This indicates that CNM'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%JuneJulyAugustSeptemberOctoberNovember
10.73%
8.88%
CNM
META

Financials

CNM vs. META - Financials Comparison

This section allows you to compare key financial metrics between Core & Main, 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


Values in USD except per share items