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

Correlation

The correlation between GOOG and META is 0.65, 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.


-0.50.00.51.00.7

Performance

GOOG vs. META - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
581.66%
887.54%
GOOG
META

Key characteristics

Sharpe Ratio

GOOG:

1.40

META:

1.88

Sortino Ratio

GOOG:

1.93

META:

2.74

Omega Ratio

GOOG:

1.26

META:

1.38

Calmar Ratio

GOOG:

1.74

META:

3.70

Martin Ratio

GOOG:

4.26

META:

11.37

Ulcer Index

GOOG:

9.07%

META:

6.00%

Daily Std Dev

GOOG:

27.64%

META:

36.37%

Max Drawdown

GOOG:

-44.60%

META:

-76.74%

Current Drawdown

GOOG:

-2.62%

META:

-7.42%

Fundamentals

Market Cap

GOOG:

$2.40T

META:

$1.56T

EPS

GOOG:

$7.55

META:

$21.18

PE Ratio

GOOG:

26.11

META:

29.25

PEG Ratio

GOOG:

1.24

META:

1.00

Total Revenue (TTM)

GOOG:

$339.76B

META:

$156.23B

Gross Profit (TTM)

GOOG:

$196.73B

META:

$127.21B

EBITDA (TTM)

GOOG:

$121.22B

META:

$77.82B

Returns By Period

In the year-to-date period, GOOG achieves a 37.41% return, which is significantly lower than META's 65.98% return. Both investments have delivered pretty close results over the past 10 years, with GOOG having a 22.07% annualized return and META not far behind at 22.02%.


GOOG

YTD

37.41%

1M

8.94%

6M

7.31%

1Y

36.57%

5Y*

23.51%

10Y*

22.07%

META

YTD

65.98%

1M

3.57%

6M

18.49%

1Y

65.91%

5Y*

23.32%

10Y*

22.02%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GOOG vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. (GOOG) 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 GOOG, currently valued at 1.40, compared to the broader market-4.00-2.000.002.001.401.88
The chart of Sortino ratio for GOOG, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.932.74
The chart of Omega ratio for GOOG, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.38
The chart of Calmar ratio for GOOG, currently valued at 1.74, compared to the broader market0.002.004.006.001.743.70
The chart of Martin ratio for GOOG, currently valued at 4.26, compared to the broader market-5.000.005.0010.0015.0020.0025.004.2611.37
GOOG
META

The current GOOG Sharpe Ratio is 1.40, which is comparable to the META Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of GOOG 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.40
1.88
GOOG
META

Dividends

GOOG vs. META - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.31%, less than META's 0.34% yield.


TTM
GOOG
Alphabet Inc.
0.31%
META
Meta Platforms, Inc.
0.34%

Drawdowns

GOOG vs. META - Drawdown Comparison

The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for GOOG and META. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.62%
-7.42%
GOOG
META

Volatility

GOOG vs. META - Volatility Comparison

Alphabet Inc. (GOOG) has a higher volatility of 11.21% compared to Meta Platforms, Inc. (META) at 8.06%. This indicates that GOOG'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%JulyAugustSeptemberOctoberNovemberDecember
11.21%
8.06%
GOOG
META

Financials

GOOG vs. META - Financials Comparison

This section allows you to compare key financial metrics between Alphabet 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
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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.

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