PortfoliosLab logo
INTC vs. META
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INTC and META is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

INTC vs. META - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
12.55%
1,267.24%
INTC
META

Key characteristics

Sharpe Ratio

INTC:

-0.62

META:

0.23

Sortino Ratio

INTC:

-0.66

META:

0.58

Omega Ratio

INTC:

0.91

META:

1.08

Calmar Ratio

INTC:

-0.55

META:

0.25

Martin Ratio

INTC:

-1.20

META:

0.85

Ulcer Index

INTC:

32.69%

META:

10.05%

Daily Std Dev

INTC:

62.79%

META:

37.40%

Max Drawdown

INTC:

-82.25%

META:

-76.74%

Current Drawdown

INTC:

-66.84%

META:

-29.31%

Fundamentals

Market Cap

INTC:

$89.78B

META:

$1.26T

EPS

INTC:

-$4.62

META:

$23.86

PEG Ratio

INTC:

0.50

META:

0.76

PS Ratio

INTC:

1.69

META:

7.68

PB Ratio

INTC:

0.86

META:

6.92

Total Revenue (TTM)

INTC:

$40.38B

META:

$128.05B

Gross Profit (TTM)

INTC:

$12.13B

META:

$104.52B

EBITDA (TTM)

INTC:

-$887.00M

META:

$63.95B

Returns By Period

In the year-to-date period, INTC achieves a 2.69% return, which is significantly higher than META's -11.06% return. Over the past 10 years, INTC has underperformed META with an annualized return of -1.84%, while META has yielded a comparatively higher 20.47% annualized return.


INTC

YTD

2.69%

1M

-14.99%

6M

-6.32%

1Y

-39.31%

5Y*

-17.14%

10Y*

-1.84%

META

YTD

-11.06%

1M

-15.93%

6M

-7.55%

1Y

5.25%

5Y*

22.52%

10Y*

20.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

INTC vs. META — Risk-Adjusted Performance Rank

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

INTC
The Risk-Adjusted Performance Rank of INTC is 2020
Overall Rank
The Sharpe Ratio Rank of INTC is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of INTC is 2121
Sortino Ratio Rank
The Omega Ratio Rank of INTC is 2222
Omega Ratio Rank
The Calmar Ratio Rank of INTC is 1818
Calmar Ratio Rank
The Martin Ratio Rank of INTC is 2222
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 6161
Overall Rank
The Sharpe Ratio Rank of META is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 5656
Sortino Ratio Rank
The Omega Ratio Rank of META is 5656
Omega Ratio Rank
The Calmar Ratio Rank of META is 6565
Calmar Ratio Rank
The Martin Ratio Rank of META is 6464
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.

INTC vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intel Corporation (INTC) 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 chart of Sharpe ratio for INTC, currently valued at -0.62, compared to the broader market-2.00-1.000.001.002.003.00
INTC: -0.62
META: 0.23
The chart of Sortino ratio for INTC, currently valued at -0.66, compared to the broader market-6.00-4.00-2.000.002.004.00
INTC: -0.66
META: 0.58
The chart of Omega ratio for INTC, currently valued at 0.91, compared to the broader market0.501.001.502.00
INTC: 0.91
META: 1.08
The chart of Calmar ratio for INTC, currently valued at -0.55, compared to the broader market0.001.002.003.004.005.00
INTC: -0.55
META: 0.25
The chart of Martin ratio for INTC, currently valued at -1.20, compared to the broader market-5.000.005.0010.0015.0020.00
INTC: -1.20
META: 0.85

The current INTC Sharpe Ratio is -0.62, which is lower than the META Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of INTC 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.62
0.23
INTC
META

Dividends

INTC vs. META - Dividend Comparison

INTC's dividend yield for the trailing twelve months is around 1.21%, more than META's 0.39% yield.


TTM20242023202220212020201920182017201620152014
INTC
Intel Corporation
1.21%1.87%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%
META
Meta Platforms, Inc.
0.39%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

INTC vs. META - Drawdown Comparison

The maximum INTC drawdown since its inception was -82.25%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for INTC and META. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-66.84%
-29.31%
INTC
META

Volatility

INTC vs. META - Volatility Comparison

Intel Corporation (INTC) has a higher volatility of 26.40% compared to Meta Platforms, Inc. (META) at 21.42%. This indicates that INTC'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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
26.40%
21.42%
INTC
META

Financials

INTC vs. META - Financials Comparison

This section allows you to compare key financial metrics between Intel Corporation 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