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

Correlation

The correlation between GOOG and META is 0.61, 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.


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%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
450.84%
909.97%
GOOG
META

Key characteristics

Sharpe Ratio

GOOG:

-0.28

META:

0.75

Sortino Ratio

GOOG:

-0.15

META:

1.32

Omega Ratio

GOOG:

0.98

META:

1.17

Calmar Ratio

GOOG:

-0.27

META:

0.85

Martin Ratio

GOOG:

-0.59

META:

2.66

Ulcer Index

GOOG:

13.24%

META:

10.86%

Daily Std Dev

GOOG:

30.63%

META:

36.15%

Max Drawdown

GOOG:

-44.60%

META:

-76.74%

Current Drawdown

GOOG:

-24.93%

META:

-18.75%

Fundamentals

Market Cap

GOOG:

$2.00T

META:

$1.51T

EPS

GOOG:

$8.97

META:

$25.55

PE Ratio

GOOG:

18.51

META:

23.37

PEG Ratio

GOOG:

0.98

META:

1.99

PS Ratio

GOOG:

5.57

META:

8.84

PB Ratio

GOOG:

5.83

META:

8.18

Total Revenue (TTM)

GOOG:

$359.71B

META:

$170.36B

Gross Profit (TTM)

GOOG:

$210.76B

META:

$139.27B

EBITDA (TTM)

GOOG:

$149.88B

META:

$86.47B

Returns By Period

In the year-to-date period, GOOG achieves a -18.12% return, which is significantly lower than META's 2.23% return. Over the past 10 years, GOOG has underperformed META with an annualized return of 19.36%, while META has yielded a comparatively higher 22.71% annualized return.


GOOG

YTD

-18.12%

1M

6.26%

6M

-14.36%

1Y

-8.57%

5Y*

17.71%

10Y*

19.36%

META

YTD

2.23%

1M

17.15%

6M

1.24%

1Y

27.00%

5Y*

23.20%

10Y*

22.71%

*Annualized

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Risk-Adjusted Performance

GOOG vs. META — Risk-Adjusted Performance Rank

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

GOOG
The Risk-Adjusted Performance Rank of GOOG is 3636
Overall Rank
The Sharpe Ratio Rank of GOOG is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 3333
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 3333
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 3535
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 4040
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 7777
Overall Rank
The Sharpe Ratio Rank of META is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 7474
Sortino Ratio Rank
The Omega Ratio Rank of META is 7272
Omega Ratio Rank
The Calmar Ratio Rank of META is 8282
Calmar Ratio Rank
The Martin Ratio Rank of META is 7878
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.

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.


The current GOOG Sharpe Ratio is -0.28, which is lower than the META Sharpe Ratio of 0.75. 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.28
0.75
GOOG
META

Dividends

GOOG vs. META - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.51%, more than META's 0.34% yield.


TTM2024
GOOG
Alphabet Inc
0.51%0.32%
META
Meta Platforms, Inc.
0.34%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-24.93%
-18.75%
GOOG
META

Volatility

GOOG vs. META - Volatility Comparison

The current volatility for Alphabet Inc (GOOG) is 15.00%, while Meta Platforms, Inc. (META) has a volatility of 18.98%. This indicates that GOOG experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
15.00%
18.98%
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


20.00B40.00B60.00B80.00B100.00B20212022202320242025
90.23B
42.31B
(GOOG) Total Revenue
(META) Total Revenue
Values in USD except per share items

GOOG vs. META - Profitability Comparison

The chart below illustrates the profitability comparison between Alphabet 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

50.0%55.0%60.0%65.0%70.0%75.0%80.0%85.0%20212022202320242025
59.7%
82.1%
(GOOG) Gross Margin
(META) Gross Margin
GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alphabet Inc reported a gross profit of 53.87B and revenue of 90.23B. Therefore, the gross margin over that period was 59.7%.

META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Meta Platforms, Inc. reported a gross profit of 34.74B and revenue of 42.31B. Therefore, the gross margin over that period was 82.1%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alphabet Inc reported an operating income of 30.61B and revenue of 90.23B, resulting in an operating margin of 33.9%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Meta Platforms, Inc. reported an operating income of 17.56B and revenue of 42.31B, resulting in an operating margin of 41.5%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alphabet Inc reported a net income of 34.54B and revenue of 90.23B, resulting in a net margin of 38.3%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Meta Platforms, Inc. reported a net income of 16.64B and revenue of 42.31B, resulting in a net margin of 39.3%.