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

Correlation

The correlation between KPTI 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

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.

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Key characteristics

Sharpe Ratio

KPTI:

-0.78

META:

1.07

Sortino Ratio

KPTI:

-1.41

META:

1.54

Omega Ratio

KPTI:

0.85

META:

1.20

Calmar Ratio

KPTI:

-0.72

META:

1.04

Martin Ratio

KPTI:

-1.71

META:

3.13

Ulcer Index

KPTI:

41.93%

META:

11.32%

Daily Std Dev

KPTI:

90.33%

META:

36.98%

Max Drawdown

KPTI:

-99.50%

META:

-76.74%

Current Drawdown

KPTI:

-99.41%

META:

-12.03%

Fundamentals

Market Cap

KPTI:

$39.14M

META:

$1.62T

EPS

KPTI:

-$11.87

META:

$25.61

PEG Ratio

KPTI:

-0.15

META:

2.12

PS Ratio

KPTI:

0.28

META:

9.50

PB Ratio

KPTI:

12.05

META:

8.77

Total Revenue (TTM)

KPTI:

$142.13M

META:

$170.36B

Gross Profit (TTM)

KPTI:

$136.64M

META:

$139.27B

EBITDA (TTM)

KPTI:

-$40.54M

META:

$86.47B

Returns By Period

In the year-to-date period, KPTI achieves a -58.60% return, which is significantly lower than META's 10.68% return. Over the past 10 years, KPTI has underperformed META with an annualized return of -36.57%, while META has yielded a comparatively higher 23.25% annualized return.


KPTI

YTD

-58.60%

1M

-37.78%

6M

-66.87%

1Y

-70.47%

3Y*

-64.54%

5Y*

-56.74%

10Y*

-36.57%

META

YTD

10.68%

1M

17.94%

6M

12.93%

1Y

39.14%

3Y*

49.77%

5Y*

23.65%

10Y*

23.25%

*Annualized

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Karyopharm Therapeutics Inc.

Meta Platforms, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 77
Overall Rank
The Sharpe Ratio Rank of KPTI is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of KPTI is 66
Sortino Ratio Rank
The Omega Ratio Rank of KPTI is 1010
Omega Ratio Rank
The Calmar Ratio Rank of KPTI is 88
Calmar Ratio Rank
The Martin Ratio Rank of KPTI is 22
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 8080
Overall Rank
The Sharpe Ratio Rank of META is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 7777
Sortino Ratio Rank
The Omega Ratio Rank of META is 7676
Omega Ratio Rank
The Calmar Ratio Rank of META is 8484
Calmar Ratio Rank
The Martin Ratio Rank of META is 7979
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.


The current KPTI Sharpe Ratio is -0.78, which is lower than the META Sharpe Ratio of 1.07. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 0.31%.


TTM2024
KPTI
Karyopharm Therapeutics Inc.
0.00%0.00%
META
Meta Platforms, Inc.
0.31%0.34%

Drawdowns

KPTI vs. META - Drawdown Comparison

The maximum KPTI drawdown since its inception was -99.50%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

KPTI vs. META - Volatility Comparison

Karyopharm Therapeutics Inc. (KPTI) has a higher volatility of 31.56% compared to Meta Platforms, Inc. (META) at 10.72%. 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.


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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


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
30.02M
42.31B
(KPTI) Total Revenue
(META) Total Revenue
Values in USD except per share items