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

Correlation

The correlation between KPTI and META is 0.26, 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.


-0.50.00.51.00.3

Performance

KPTI vs. META - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-22.45%
30.86%
KPTI
META

Key characteristics

Sharpe Ratio

KPTI:

-0.62

META:

1.56

Sortino Ratio

KPTI:

-0.75

META:

2.06

Omega Ratio

KPTI:

0.92

META:

1.28

Calmar Ratio

KPTI:

-0.53

META:

2.57

Martin Ratio

KPTI:

-1.19

META:

7.78

Ulcer Index

KPTI:

43.51%

META:

6.09%

Daily Std Dev

KPTI:

84.43%

META:

30.33%

Max Drawdown

KPTI:

-98.76%

META:

-76.74%

Current Drawdown

KPTI:

-98.71%

META:

-5.68%

Fundamentals

Market Cap

KPTI:

$75.71M

META:

$1.78T

EPS

KPTI:

-$1.05

META:

$23.86

PEG Ratio

KPTI:

-0.15

META:

1.44

Total Revenue (TTM)

KPTI:

$114.69M

META:

$164.50B

Gross Profit (TTM)

KPTI:

$109.84M

META:

$134.34B

EBITDA (TTM)

KPTI:

-$19.00M

META:

$81.63B

Returns By Period

In the year-to-date period, KPTI achieves a -9.80% return, which is significantly lower than META's 18.67% return. Over the past 10 years, KPTI has underperformed META with an annualized return of -31.96%, while META has yielded a comparatively higher 24.42% annualized return.


KPTI

YTD

-9.80%

1M

-11.20%

6M

-22.51%

1Y

-49.59%

5Y*

-48.14%

10Y*

-31.96%

META

YTD

18.67%

1M

12.71%

6M

30.86%

1Y

48.87%

5Y*

27.21%

10Y*

24.42%

*Annualized

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Risk-Adjusted Performance

KPTI vs. META — Risk-Adjusted Performance Rank

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

KPTI
The Risk-Adjusted Performance Rank of KPTI is 1616
Overall Rank
The Sharpe Ratio Rank of KPTI is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of KPTI is 1515
Sortino Ratio Rank
The Omega Ratio Rank of KPTI is 1818
Omega Ratio Rank
The Calmar Ratio Rank of KPTI is 1616
Calmar Ratio Rank
The Martin Ratio Rank of KPTI is 1616
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 8686
Overall Rank
The Sharpe Ratio Rank of META is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 8181
Sortino Ratio Rank
The Omega Ratio Rank of META is 8181
Omega Ratio Rank
The Calmar Ratio Rank of META is 9393
Calmar Ratio Rank
The Martin Ratio Rank of META is 8888
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.

KPTI vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Karyopharm Therapeutics Inc. (KPTI) 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 KPTI, currently valued at -0.62, compared to the broader market-2.000.002.00-0.621.56
The chart of Sortino ratio for KPTI, currently valued at -0.75, compared to the broader market-4.00-2.000.002.004.006.00-0.752.06
The chart of Omega ratio for KPTI, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.28
The chart of Calmar ratio for KPTI, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.532.57
The chart of Martin ratio for KPTI, currently valued at -1.19, compared to the broader market-10.000.0010.0020.0030.00-1.197.78
KPTI
META

The current KPTI Sharpe Ratio is -0.62, which is lower than the META Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of KPTI 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.62
1.56
KPTI
META

Dividends

KPTI vs. META - Dividend Comparison

KPTI has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.22%.


TTM2024
KPTI
Karyopharm Therapeutics Inc.
0.00%0.00%
META
Meta Platforms, Inc.
0.22%0.34%

Drawdowns

KPTI vs. META - Drawdown Comparison

The maximum KPTI drawdown since its inception was -98.76%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for KPTI and META. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.71%
-5.68%
KPTI
META

Volatility

KPTI vs. META - Volatility Comparison

Karyopharm Therapeutics Inc. (KPTI) has a higher volatility of 15.59% compared to Meta Platforms, Inc. (META) at 5.69%. This indicates that KPTI'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%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
15.59%
5.69%
KPTI
META

Financials

KPTI vs. META - Financials Comparison

This section allows you to compare key financial metrics between Karyopharm Therapeutics 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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