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

Correlation

The correlation between META and AAPL is 0.45, 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: 0.4

Performance

META vs. AAPL - Performance Comparison

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

1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%1,700.00%1,800.00%NovemberDecember2025FebruaryMarchApril
1,297.07%
1,173.04%
META
AAPL

Key characteristics

Sharpe Ratio

META:

0.22

AAPL:

0.80

Sortino Ratio

META:

0.50

AAPL:

1.18

Omega Ratio

META:

1.07

AAPL:

1.17

Calmar Ratio

META:

0.26

AAPL:

0.97

Martin Ratio

META:

0.87

AAPL:

3.17

Ulcer Index

META:

8.39%

AAPL:

6.60%

Daily Std Dev

META:

32.94%

AAPL:

26.30%

Max Drawdown

META:

-76.74%

AAPL:

-81.80%

Current Drawdown

META:

-27.77%

AAPL:

-21.47%

Fundamentals

Market Cap

META:

$1.35T

AAPL:

$3.05T

EPS

META:

$23.88

AAPL:

$6.29

PE Ratio

META:

22.26

AAPL:

32.30

PEG Ratio

META:

1.17

AAPL:

1.89

Total Revenue (TTM)

META:

$128.05B

AAPL:

$305.01B

Gross Profit (TTM)

META:

$104.52B

AAPL:

$141.83B

EBITDA (TTM)

META:

$63.95B

AAPL:

$106.62B

Returns By Period

In the year-to-date period, META achieves a -9.12% return, which is significantly higher than AAPL's -18.77% return. Over the past 10 years, META has underperformed AAPL with an annualized return of 20.59%, while AAPL has yielded a comparatively higher 21.78% annualized return.


META

YTD

-9.12%

1M

-16.86%

6M

-8.62%

1Y

5.29%

5Y*

28.31%

10Y*

20.59%

AAPL

YTD

-18.77%

1M

-13.88%

6M

-9.76%

1Y

20.34%

5Y*

28.34%

10Y*

21.78%

*Annualized

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Risk-Adjusted Performance

META vs. AAPL — Risk-Adjusted Performance Rank

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

META
The Risk-Adjusted Performance Rank of META is 5959
Overall Rank
The Sharpe Ratio Rank of META is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 5353
Sortino Ratio Rank
The Omega Ratio Rank of META is 5353
Omega Ratio Rank
The Calmar Ratio Rank of META is 6565
Calmar Ratio Rank
The Martin Ratio Rank of META is 6363
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7777
Overall Rank
The Sharpe Ratio Rank of AAPL is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8383
Calmar Ratio Rank
The Martin Ratio Rank of AAPL 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.

META vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Apple Inc (AAPL). 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 META, currently valued at 0.22, compared to the broader market-2.00-1.000.001.002.003.00
META: 0.22
AAPL: 0.80
The chart of Sortino ratio for META, currently valued at 0.50, compared to the broader market-6.00-4.00-2.000.002.004.00
META: 0.50
AAPL: 1.18
The chart of Omega ratio for META, currently valued at 1.07, compared to the broader market0.501.001.502.00
META: 1.07
AAPL: 1.17
The chart of Calmar ratio for META, currently valued at 0.26, compared to the broader market0.001.002.003.004.005.00
META: 0.26
AAPL: 0.97
The chart of Martin ratio for META, currently valued at 0.87, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
META: 0.87
AAPL: 3.17

The current META Sharpe Ratio is 0.22, which is lower than the AAPL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of META and AAPL, 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.22
0.80
META
AAPL

Dividends

META vs. AAPL - Dividend Comparison

META's dividend yield for the trailing twelve months is around 0.38%, less than AAPL's 0.49% yield.


TTM20242023202220212020201920182017201620152014
META
Meta Platforms, Inc.
0.38%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.49%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

META vs. AAPL - Drawdown Comparison

The maximum META drawdown since its inception was -76.74%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for META and AAPL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.77%
-21.47%
META
AAPL

Volatility

META vs. AAPL - Volatility Comparison

Meta Platforms, Inc. (META) has a higher volatility of 14.81% compared to Apple Inc (AAPL) at 12.96%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.81%
12.96%
META
AAPL

Financials

META vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Meta Platforms, Inc. and Apple 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