PortfoliosLab logoPortfoliosLab logo
META vs. AGI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

META vs. AGI.TO - Performance Comparison

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

Loading charts...

Different Trading Currencies

META is traded in USD, while AGI.TO is traded in CAD. To make them comparable, the AGI.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, META achieves a -14.03% return, which is significantly lower than AGI.TO's -8.85% return. Both investments have delivered pretty close results over the past 10 years, with META having a 17.39% annualized return and AGI.TO not far behind at 17.19%.


META

1D
-0.26%
1M
-8.32%
YTD
-14.03%
6M
-11.84%
1Y
-16.71%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%

AGI.TO

1D
2.02%
1M
-18.99%
YTD
-8.85%
6M
-8.29%
1Y
28.36%
3Y*
42.62%
5Y*
32.82%
10Y*
17.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

META vs. AGI.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
META
Meta Platforms, Inc.
-14.03%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%
AGI.TO
Alamos Gold Inc.
-8.85%110.12%38.03%34.44%33.88%-11.57%46.88%67.22%-44.53%-4.91%

Correlation

The correlation between META and AGI.TO is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.05

Fundamentals

Market Cap

META:

$1.45T

AGI.TO:

CA$20.75B

EPS

META:

$27.47

AGI.TO:

$2.52

PE Ratio

META:

20.64

AGI.TO:

13.99

PEG Ratio

META:

0.85

AGI.TO:

0.09

PS Ratio

META:

6.78

AGI.TO:

7.19

PB Ratio

META:

5.97

AGI.TO:

3.22

Total Revenue (TTM)

META:

$214.96B

AGI.TO:

$2.07B

Gross Profit (TTM)

META:

$176.14B

AGI.TO:

$1.22B

EBITDA (TTM)

META:

$106.31B

AGI.TO:

$1.43B

Compare stocks, funds, or ETFs

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


Return for Risk

META vs. AGI.TO — Risk / Return Rank

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

META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
Martin Ratio Rank

AGI.TO
AGI.TO Risk / Return Rank: 6161
Overall Rank
AGI.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AGI.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
AGI.TO Omega Ratio Rank: 5959
Omega Ratio Rank
AGI.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
AGI.TO Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

META vs. AGI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Alamos Gold Inc. (AGI.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


METAAGI.TODifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

0.93

1.14

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.54

0.72

-1.26

Martin ratioReturn relative to average drawdown

-1.12

2.06

-3.19

META vs. AGI.TO - Sharpe Ratio Comparison

The current META Sharpe Ratio is -0.51, which is lower than the AGI.TO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of META and AGI.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

META vs. AGI.TO - Drawdown Comparison

The maximum META drawdown since its inception was -76.74%, smaller than the maximum AGI.TO drawdown of -88.23%. Use the drawdown chart below to compare losses from any high point for META and AGI.TO.


Loading charts...

Drawdown Indicators


METAAGI.TODifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-88.23%

+11.49%

Max Drawdown (1Y)

Largest decline over 1 year

-33.30%

-40.44%

+7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-34.15%

-40.44%

+6.29%

Max Drawdown (5Y)

Largest decline over 5 years

-76.74%

-40.44%

-36.30%

Max Drawdown (10Y)

Largest decline over 10 years

-76.74%

-71.24%

-5.50%

Current Drawdown

Current decline from peak

-28.06%

-36.26%

+8.20%

Average Drawdown

Average peak-to-trough decline

-15.83%

-40.82%

+24.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.06%

14.06%

+2.00%

Volatility

META vs. AGI.TO - Volatility Comparison

The current volatility for Meta Platforms, Inc. (META) is 10.17%, while Alamos Gold Inc. (AGI.TO) has a volatility of 17.53%. This indicates that META experiences smaller price fluctuations and is considered to be less risky than AGI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


METAAGI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.17%

17.53%

-7.36%

Volatility (6M)

Calculated over the trailing 6-month period

26.91%

41.70%

-14.79%

Volatility (1Y)

Calculated over the trailing 1-year period

35.52%

50.53%

-15.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.04%

39.75%

+4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.67%

47.07%

-8.40%

Dividends

META vs. AGI.TO - Dividend Comparison

META's dividend yield for the trailing twelve months is around 0.37%, which matches AGI.TO's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
AGI.TO
Alamos Gold Inc.
0.37%0.26%0.52%0.76%0.91%1.03%0.79%0.51%0.41%0.29%0.22%0.88%
META
Meta Platforms, Inc.
0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

META vs. AGI.TO - Financials Comparison

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


0.0010.00B20.00B30.00B40.00B50.00B60.00B20222023202420252026
56.31B
586.92M
(META) Total Revenue
(AGI.TO) Total Revenue
Values in USD except per share items

META vs. AGI.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Meta Platforms, Inc. and Alamos Gold Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
81.9%
63.9%
Portfolio components
META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a gross profit of 46.09B and revenue of 56.31B. Therefore, the gross margin over that period was 81.9%.

AGI.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alamos Gold Inc. reported a gross profit of 375.05M and revenue of 586.92M. Therefore, the gross margin over that period was 63.9%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.

AGI.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alamos Gold Inc. reported an operating income of 336.79M and revenue of 586.92M, resulting in an operating margin of 57.4%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.

AGI.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alamos Gold Inc. reported a net income of 188.26M and revenue of 586.92M, resulting in a net margin of 32.1%.


Frequently Asked Questions


META and AGI.TO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for META and AGI.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer