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

Performance

ENSG vs. META - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with ENSG having a -14.23% return and META slightly higher at -14.03%. Over the past 10 years, ENSG has outperformed META with an annualized return of 23.42%, while META has yielded a comparatively lower 17.39% annualized return.


ENSG

1D
1.52%
1M
-16.67%
YTD
-14.23%
6M
-14.89%
1Y
-1.09%
3Y*
17.27%
5Y*
12.36%
10Y*
23.42%

META

1D
-0.26%
1M
-8.32%
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)

ENSG vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENSG
The Ensign Group, Inc.
-14.23%31.33%18.62%18.89%12.98%15.43%61.43%25.53%75.67%0.78%
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 ENSG and META is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.13

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

0.23

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

0.24

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

0.25

The correlation between ENSG and META shifts across timeframes, from 0.13 (3 years) to 0.25 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ENSG:

$8.90B

META:

$1.45T

EPS

ENSG:

$6.15

META:

$27.47

PE Ratio

ENSG:

24.30

META:

20.64

PEG Ratio

ENSG:

1.61

META:

0.85

PS Ratio

ENSG:

1.67

META:

6.78

PB Ratio

ENSG:

3.76

META:

5.97

Total Revenue (TTM)

ENSG:

$5.27B

META:

$214.96B

Gross Profit (TTM)

ENSG:

$800.38M

META:

$176.14B

EBITDA (TTM)

ENSG:

$590.49M

META:

$106.31B

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Return for Risk

ENSG vs. META — Risk / Return Rank

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

ENSG
ENSG Risk / Return Rank: 3939
Overall Rank
ENSG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ENSG Sortino Ratio Rank: 3636
Sortino Ratio Rank
ENSG Omega Ratio Rank: 3535
Omega Ratio Rank
ENSG Calmar Ratio Rank: 4141
Calmar Ratio Rank
ENSG Martin Ratio Rank: 4040
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.

ENSG vs. META - Risk-Adjusted Trends Comparison

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


ENSGMETADifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.02

0.93

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.03

-0.54

+0.51

Martin ratioReturn relative to average drawdown

-0.12

-1.12

+1.00

ENSG vs. META - Sharpe Ratio Comparison

The current ENSG Sharpe Ratio is -0.04, which is higher than the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of ENSG 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

ENSG vs. META - Drawdown Comparison

The maximum ENSG drawdown since its inception was -55.57%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for ENSG and META.


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Drawdown Indicators


ENSGMETADifference

Max Drawdown

Largest peak-to-trough decline

-55.57%

-76.74%

+21.17%

Max Drawdown (1Y)

Largest decline over 1 year

-31.81%

-33.30%

+1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-31.81%

-34.15%

+2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-31.81%

-76.74%

+44.93%

Max Drawdown (10Y)

Largest decline over 10 years

-55.57%

-76.74%

+21.17%

Current Drawdown

Current decline from peak

-30.77%

-28.06%

-2.71%

Average Drawdown

Average peak-to-trough decline

-12.26%

-15.83%

+3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.18%

16.06%

-6.88%

Volatility

ENSG vs. META - Volatility Comparison

The Ensign Group, Inc. (ENSG) has a higher volatility of 11.00% compared to Meta Platforms, Inc. (META) at 10.17%. This indicates that ENSG'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


ENSGMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

10.17%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

22.53%

26.91%

-4.38%

Volatility (1Y)

Calculated over the trailing 1-year period

28.17%

35.52%

-7.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.73%

44.04%

-17.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.09%

38.67%

-2.58%

Dividends

ENSG vs. META - Dividend Comparison

ENSG's dividend yield for the trailing twelve months is around 0.17%, less than META's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
ENSG
The Ensign Group, Inc.
0.17%0.14%0.18%0.21%0.24%0.25%0.28%0.40%0.47%0.78%0.73%0.67%
META
Meta Platforms, Inc.
0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ENSG vs. META - Financials Comparison

This section allows you to compare key financial metrics between The Ensign 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B20222023202420252026
1.39B
56.31B
(ENSG) Total Revenue
(META) Total Revenue
Values in USD except per share items

ENSG vs. META - Profitability Comparison

The chart below illustrates the profitability comparison between The Ensign 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

0.0%20.0%40.0%60.0%80.0%20222023202420252026
21.1%
81.9%
Portfolio components
ENSG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported a gross profit of 293.37M and revenue of 1.39B. Therefore, the gross margin over that period was 21.1%.

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%.

ENSG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported an operating income of 124.85M and revenue of 1.39B, resulting in an operating margin of 9.0%.

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%.

ENSG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported a net income of 99.67M and revenue of 1.39B, resulting in a net margin of 7.2%.

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


ENSG and META have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENSG has higher volatility (11.00%) compared to META (10.17%). In terms of maximum drawdown, ENSG dropped -55.57% vs META's -76.74%.

ENSG currently has the higher Sharpe Ratio (-0.04 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.

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