PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DASH vs. META
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DASH and META is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

DASH vs. META - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
64.97%
25.61%
DASH
META

Key characteristics

Sharpe Ratio

DASH:

2.06

META:

1.82

Sortino Ratio

DASH:

2.63

META:

2.70

Omega Ratio

DASH:

1.35

META:

1.36

Calmar Ratio

DASH:

1.17

META:

3.64

Martin Ratio

DASH:

5.88

META:

11.00

Ulcer Index

DASH:

11.84%

META:

6.09%

Daily Std Dev

DASH:

33.86%

META:

36.79%

Max Drawdown

DASH:

-82.49%

META:

-76.74%

Current Drawdown

DASH:

-29.06%

META:

-3.07%

Fundamentals

Market Cap

DASH:

$72.48B

META:

$1.55T

EPS

DASH:

-$0.44

META:

$21.20

Total Revenue (TTM)

DASH:

$7.85B

META:

$116.12B

Gross Profit (TTM)

DASH:

$3.62B

META:

$94.79B

EBITDA (TTM)

DASH:

$265.00M

META:

$58.27B

Returns By Period

In the year-to-date period, DASH achieves a 4.01% return, which is significantly lower than META's 4.66% return.


DASH

YTD

4.01%

1M

2.04%

6M

66.97%

1Y

64.09%

5Y*

N/A

10Y*

N/A

META

YTD

4.66%

1M

4.70%

6M

25.94%

1Y

60.41%

5Y*

22.78%

10Y*

23.05%

*Annualized

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

DASH vs. META — Risk-Adjusted Performance Rank

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

DASH
The Risk-Adjusted Performance Rank of DASH is 8787
Overall Rank
The Sharpe Ratio Rank of DASH is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of DASH is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DASH is 8888
Omega Ratio Rank
The Calmar Ratio Rank of DASH is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DASH is 8484
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 9191
Overall Rank
The Sharpe Ratio Rank of META is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 8989
Sortino Ratio Rank
The Omega Ratio Rank of META is 8888
Omega Ratio Rank
The Calmar Ratio Rank of META is 9696
Calmar Ratio Rank
The Martin Ratio Rank of META is 9292
Martin 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.

DASH vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoorDash, Inc. (DASH) 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 DASH, currently valued at 2.06, compared to the broader market-2.000.002.004.002.061.82
The chart of Sortino ratio for DASH, currently valued at 2.63, compared to the broader market-4.00-2.000.002.004.006.002.632.70
The chart of Omega ratio for DASH, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.36
The chart of Calmar ratio for DASH, currently valued at 1.17, compared to the broader market0.002.004.006.001.173.64
The chart of Martin ratio for DASH, currently valued at 5.88, compared to the broader market-10.000.0010.0020.0030.005.8811.00
DASH
META

The current DASH Sharpe Ratio is 2.06, which is comparable to the META Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of DASH 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.06
1.82
DASH
META

Dividends

DASH vs. META - Dividend Comparison

DASH has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.33%.


TTM2024
DASH
DoorDash, Inc.
0.00%0.00%
META
Meta Platforms, Inc.
0.33%0.34%

Drawdowns

DASH vs. META - Drawdown Comparison

The maximum DASH drawdown since its inception was -82.49%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for DASH and META. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-29.06%
-3.07%
DASH
META

Volatility

DASH vs. META - Volatility Comparison

DoorDash, Inc. (DASH) has a higher volatility of 9.77% compared to Meta Platforms, Inc. (META) at 9.17%. This indicates that DASH'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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
9.77%
9.17%
DASH
META

Financials

DASH vs. META - Financials Comparison

This section allows you to compare key financial metrics between DoorDash, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab