DRCT vs. META

Last updated Apr 1, 2026

Compare and contrast key facts about Direct Digital Holdings Inc (DRCT) and Meta Platforms, Inc. (META).

Performance

DRCT vs. META - Performance Comparison

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

DRCT vs. META - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DRCT Direct Digital Holdings Inc	-77.13%	-95.95%	-89.31%	513.61%	-19.17%
META Meta Platforms, Inc.	-13.25%	13.09%	66.05%	194.13%	-45.19%

Fundamentals

EPS DRCT : -$2.52 META : $23.51
PS Ratio DRCT : 0.09 META : 7.32
Total Revenue (TTM) DRCT : $35.37M META : $200.97B
Gross Profit (TTM) DRCT : $11.12M META : $164.79B
EBITDA (TTM) DRCT : -$15.59M META : $104.55B

Returns By Period

In the year-to-date period, DRCT achieves a -77.13% return, which is significantly lower than META's -13.25% return.

DRCT

• 1D: 4.90%
• 1M: -25.69%
• YTD: -77.13%
• 6M: -95.65%
• 1Y: -97.70%
• 3Y*: -83.43%
• 5Y*: —
• 10Y*: —

META

• 1D: 6.67%
• 1M: -11.66%
• YTD: -13.25%
• 6M: -21.96%
• 1Y: -0.42%
• 3Y*: 39.60%
• 5Y*: 14.06%
• 10Y*: 17.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DRCT vs. META — Risk / Return Rank

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

DRCT

DRCT Risk / Return Rank: 6
DRCT Sharpe Ratio Rank: 14
DRCT Sortino Ratio Rank: 1
DRCT Omega Ratio Rank: 2
DRCT Calmar Ratio Rank: 2
DRCT Martin Ratio Rank: 11

META

META Risk / Return Rank: 40
META Sharpe Ratio Rank: 41
META Sortino Ratio Rank: 38
META Omega Ratio Rank: 37
META Calmar Ratio Rank: 42
META Martin Ratio Rank: 41

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.

DRCT vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direct Digital Holdings Inc (DRCT) 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.

	DRCT	META	Difference
Sharpe ratio Return per unit of total volatility	-0.64	-0.01	-0.63
Sortino ratio Return per unit of downside risk	-2.68	0.29	-2.97
Omega ratio Gain probability vs. loss probability	0.70	1.04	-0.34
Calmar ratio Return relative to maximum drawdown	-1.00	-0.01	-0.98
Martin ratio Return relative to average drawdown	-1.44	-0.04	-1.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRCT vs. META - Sharpe Ratio Comparison

The current DRCT Sharpe Ratio is -0.64, which is lower than the META Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of DRCT 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.

Sharpe Ratios by Period

	DRCT	META	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.64	-0.01	-0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.32	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	0.55	-0.70

Correlation

The correlation between DRCT and META is 0.16, 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.

Dividends

DRCT vs. META - Dividend Comparison

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

	TTM	2025	2024
DRCT Direct Digital Holdings Inc	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.37%	0.32%	0.34%

Drawdowns

DRCT vs. META - Drawdown Comparison

The maximum DRCT drawdown since its inception was -99.96%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for DRCT and META.

Drawdown Indicators

	DRCT	META	Difference
Max Drawdown Largest peak-to-trough decline	-99.96%	-76.74%	-23.22%
Max Drawdown (1Y) Largest decline over 1 year	-98.47%	-33.30%	-65.17%
Max Drawdown (5Y) Largest decline over 5 years	—	-76.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-76.74%	—
Current Drawdown Current decline from peak	-99.95%	-27.41%	-72.54%
Average Drawdown Average peak-to-trough decline	-65.75%	-15.19%	-50.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	67.82%	13.13%	+54.69%

Volatility

DRCT vs. META - Volatility Comparison

Direct Digital Holdings Inc (DRCT) has a higher volatility of 15.58% compared to Meta Platforms, Inc. (META) at 13.64%. This indicates that DRCT'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.

Volatility by Period

	DRCT	META	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.58%	13.64%	+1.94%
Volatility (6M) Calculated over the trailing 6-month period	123.63%	26.73%	+96.90%
Volatility (1Y) Calculated over the trailing 1-year period	153.90%	39.91%	+113.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	471.78%	43.77%	+428.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	471.78%	38.46%	+433.32%

Financials