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

Performance

DVA vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DaVita Inc. (DVA) 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, DVA achieves a 71.67% return, which is significantly higher than META's -5.54% return. Over the past 10 years, DVA has underperformed META with an annualized return of 9.72%, while META has yielded a comparatively higher 18.15% annualized return.


DVA

1D
3.80%
1M
26.58%
YTD
71.67%
6M
64.93%
1Y
43.41%
3Y*
25.47%
5Y*
10.15%
10Y*
9.72%

META

1D
4.24%
1M
2.06%
YTD
-5.54%
6M
-2.44%
1Y
-6.29%
3Y*
32.06%
5Y*
13.70%
10Y*
18.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVA vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DVA
DaVita Inc.
71.67%-24.03%42.75%40.30%-34.36%-3.10%56.47%45.80%-28.78%12.54%
META
Meta Platforms, Inc.
-5.54%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between DVA and META is 0.02, 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

0.02

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

0.07

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

0.18

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

0.19

Correlation (All Time)
Calculated using the full available price history since May 21, 2012

0.20

The correlation between DVA and META shifts across timeframes, from 0.02 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

DVA:

$13.07

META:

$27.47

PE Ratio

DVA:

14.93

META:

22.68

PEG Ratio

DVA:

2.33

META:

0.93

PS Ratio

DVA:

0.84

META:

7.45

Total Revenue (TTM)

DVA:

$13.84B

META:

$214.96B

Gross Profit (TTM)

DVA:

$3.23B

META:

$176.14B

EBITDA (TTM)

DVA:

$2.49B

META:

$106.31B

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Return for Risk

DVA vs. META — Risk / Return Rank

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

DVA
DVA Risk / Return Rank: 7171
Overall Rank
DVA Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DVA Sortino Ratio Rank: 7676
Sortino Ratio Rank
DVA Omega Ratio Rank: 7474
Omega Ratio Rank
DVA Calmar Ratio Rank: 6767
Calmar Ratio Rank
DVA Martin Ratio Rank: 6767
Martin Ratio Rank

META
META Risk / Return Rank: 3232
Overall Rank
META Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
META Sortino Ratio Rank: 2929
Sortino Ratio Rank
META Omega Ratio Rank: 2929
Omega Ratio Rank
META Calmar Ratio Rank: 3434
Calmar Ratio Rank
META Martin Ratio Rank: 3434
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.

DVA vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DaVita Inc. (DVA) 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.


DVAMETADifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+2.12

Omega ratioGain probability vs. loss probability

1.26

1.00

+0.27

Calmar ratioReturn relative to maximum drawdown

1.39

-0.19

+1.58

Martin ratioReturn relative to average drawdown

3.11

-0.41

+3.52

DVA vs. META - Sharpe Ratio Comparison

The current DVA Sharpe Ratio is 1.02, which is higher than the META Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of DVA 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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Sharpe Ratios by Period


DVAMETADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

-0.18

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.31

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.47

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.56

-0.23

Drawdowns

DVA vs. META - Drawdown Comparison

The maximum DVA drawdown since its inception was -92.91%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for DVA and META.


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Drawdown Indicators


DVAMETADifference

Max Drawdown

Largest peak-to-trough decline

-92.91%

-76.74%

-16.17%

Max Drawdown (1Y)

Largest decline over 1 year

-31.36%

-33.30%

+1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-41.43%

-34.15%

-7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-51.10%

-76.74%

+25.64%

Max Drawdown (10Y)

Largest decline over 10 years

-51.10%

-76.74%

+25.64%

Current Drawdown

Current decline from peak

-2.75%

-20.96%

+18.21%

Average Drawdown

Average peak-to-trough decline

-20.08%

-15.25%

-4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.01%

15.47%

-1.46%

Volatility

DVA vs. META - Volatility Comparison

DaVita Inc. (DVA) has a higher volatility of 22.50% compared to Meta Platforms, Inc. (META) at 8.84%. This indicates that DVA'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.


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Volatility by Period


DVAMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

22.50%

8.84%

+13.66%

Volatility (6M)

Calculated over the trailing 6-month period

34.94%

26.58%

+8.36%

Volatility (1Y)

Calculated over the trailing 1-year period

42.78%

35.23%

+7.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.26%

43.99%

-6.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.72%

38.64%

-3.92%

Dividends

DVA vs. META - Dividend Comparison

DVA has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.34%.


PositionTTM20252024
DVA
DaVita Inc.
0.00%0.00%0.00%
META
Meta Platforms, Inc.
0.34%0.32%0.34%

Financials

DVA vs. META - Financials Comparison

This section allows you to compare key financial metrics between DaVita 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B20222023202420252026
3.42B
56.31B
(DVA) Total Revenue
(META) Total Revenue
Values in USD except per share items

DVA vs. META - Profitability Comparison

The chart below illustrates the profitability comparison between DaVita 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

0.0%20.0%40.0%60.0%80.0%202220232024202520260
81.9%
Portfolio components
DVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DaVita Inc. reported a gross profit of 0.00 and revenue of 3.42B. Therefore, the gross margin over that period was 0.0%.

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%.

DVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DaVita Inc. reported an operating income of 481.89M and revenue of 3.42B, resulting in an operating margin of 14.1%.

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%.

DVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DaVita Inc. reported a net income of 197.53M and revenue of 3.42B, resulting in a net margin of 5.8%.

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


DVA and META have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVA has higher volatility (22.50%) compared to META (8.84%). In terms of maximum drawdown, DVA dropped -92.91% vs META's -76.74%.

DVA currently has the higher Sharpe Ratio (1.02 vs -0.18), 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.

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