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

Key characteristics


HROWMETA
YTD Return413.21%63.35%
1Y Return306.79%84.84%
3Y Return (Ann)79.05%19.42%
5Y Return (Ann)62.20%25.53%
10Y Return (Ann)22.00%22.12%
Sharpe Ratio2.962.27
Sortino Ratio3.503.18
Omega Ratio1.561.44
Calmar Ratio2.863.36
Martin Ratio13.7713.94
Ulcer Index19.55%5.91%
Daily Std Dev90.81%36.24%
Max Drawdown-99.46%-76.74%
Current Drawdown-58.35%-3.27%

Fundamentals


HROWMETA
Market Cap$2.00B$1.46T
EPS-$0.95$19.55
Total Revenue (TTM)$119.88M$115.64B
Gross Profit (TTM)$85.49M$93.99B
EBITDA (TTM)-$630.00K$56.28B

Correlation

-0.50.00.51.00.1

The correlation between HROW and META is 0.13, 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.

Performance

HROW vs. META - Performance Comparison

In the year-to-date period, HROW achieves a 413.21% return, which is significantly higher than META's 63.35% return. Both investments have delivered pretty close results over the past 10 years, with HROW having a 22.00% annualized return and META not far ahead at 22.12%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%MayJuneJulyAugustSeptemberOctober
442.27%
19.90%
HROW
META

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Risk-Adjusted Performance

HROW vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harrow Health, Inc. (HROW) 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.


HROW
Sharpe ratio
The chart of Sharpe ratio for HROW, currently valued at 2.96, compared to the broader market-4.00-2.000.002.004.002.96
Sortino ratio
The chart of Sortino ratio for HROW, currently valued at 3.50, compared to the broader market-4.00-2.000.002.004.006.003.50
Omega ratio
The chart of Omega ratio for HROW, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for HROW, currently valued at 3.78, compared to the broader market0.002.004.006.003.78
Martin ratio
The chart of Martin ratio for HROW, currently valued at 13.77, compared to the broader market-10.000.0010.0020.0030.0013.77
META
Sharpe ratio
The chart of Sharpe ratio for META, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.002.27
Sortino ratio
The chart of Sortino ratio for META, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for META, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for META, currently valued at 3.36, compared to the broader market0.002.004.006.003.36
Martin ratio
The chart of Martin ratio for META, currently valued at 13.94, compared to the broader market-10.000.0010.0020.0030.0013.94

HROW vs. META - Sharpe Ratio Comparison

The current HROW Sharpe Ratio is 2.96, which is higher than the META Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of HROW 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 Ratio-1.000.001.002.003.004.00MayJuneJulyAugustSeptemberOctober
2.96
2.27
HROW
META

Dividends

HROW vs. META - Dividend Comparison

HROW has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.26%.


TTM
HROW
Harrow Health, Inc.
0.00%
META
Meta Platforms, Inc.
0.26%

Drawdowns

HROW vs. META - Drawdown Comparison

The maximum HROW drawdown since its inception was -99.46%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for HROW and META. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober0
-3.27%
HROW
META

Volatility

HROW vs. META - Volatility Comparison

Harrow Health, Inc. (HROW) has a higher volatility of 12.49% compared to Meta Platforms, Inc. (META) at 4.77%. This indicates that HROW'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.


0.00%10.00%20.00%30.00%40.00%50.00%MayJuneJulyAugustSeptemberOctober
12.49%
4.77%
HROW
META

Financials

HROW vs. META - Financials Comparison

This section allows you to compare key financial metrics between Harrow Health, 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