META vs. BJ
META (Meta Platforms, Inc.) and BJ (BJ's Wholesale Club Holdings, Inc.) are both stocks. META operates in Internet Content & Information (Communication Services), while BJ operates in Discount Stores (Consumer Defensive). Over the past 5 years, META returned 12.58%/yr vs 14.13%/yr for BJ. At a 0.13 correlation, their price movements are largely independent.
Performance
META vs. BJ - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -9.93% return, which is significantly lower than BJ's 0.20% return.
META
- 1D
- 4.77%
- 1M
- -3.29%
- YTD
- -9.93%
- 6M
- -8.18%
- 1Y
- -12.74%
- 3Y*
- 28.68%
- 5Y*
- 12.58%
- 10Y*
- 18.14%
BJ
- 1D
- -0.91%
- 1M
- -6.38%
- YTD
- 0.20%
- 6M
- -1.35%
- 1Y
- -18.45%
- 3Y*
- 13.89%
- 5Y*
- 14.13%
- 10Y*
- —
META vs. BJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -9.93% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -33.06% |
BJ BJ's Wholesale Club Holdings, Inc. | 0.20% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 4.28% |
Correlation
The correlation between META and BJ is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.13 |
The correlation between META and BJ shifts across timeframes, from -0.18 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
Fundamentals
META:
$1.52T
BJ:
$11.67B
META:
$27.47
BJ:
$4.35
META:
21.61
BJ:
20.72
META:
0.89
BJ:
2.29
META:
7.10
BJ:
0.54
META:
6.24
BJ:
4.65
META:
$214.96B
BJ:
$21.97B
META:
$176.14B
BJ:
$4.06B
META:
$106.31B
BJ:
$1.05B
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Return for Risk
META vs. BJ — Risk / Return Rank
META
BJ
META vs. BJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and BJ's Wholesale Club Holdings, Inc. (BJ). 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.
| META | BJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.91 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | -0.69 | +0.31 |
| Martin ratioReturn relative to average drawdown | -0.79 | -1.10 | +0.31 |
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Drawdowns
META vs. BJ - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than BJ's maximum drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for META and BJ.
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Drawdown Indicators
| META | BJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -38.76% | -37.98% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -26.66% | -6.64% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -29.80% | -4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -29.80% | -46.94% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -24.63% | -24.79% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -12.49% | -3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 16.81% | -0.68% |
Volatility
META vs. BJ - Volatility Comparison
Meta Platforms, Inc. (META) and BJ's Wholesale Club Holdings, Inc. (BJ) have volatilities of 11.35% and 11.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | BJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.35% | 11.63% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 27.33% | 22.58% | +4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.89% | 29.84% | +6.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.10% | 32.31% | +11.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 37.14% | +1.58% |
Dividends
META vs. BJ - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.44%, while BJ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.44% | 0.32% | 0.34% |
Financials
META vs. BJ - Financials Comparison
This section allows you to compare key financial metrics between Meta Platforms, Inc. and BJ's Wholesale Club Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities
META vs. BJ - Profitability Comparison
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%.
BJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a gross profit of 1.03B and revenue of 5.66B. Therefore, the gross margin over that period was 18.2%.
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%.
BJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported an operating income of 207.91M and revenue of 5.66B, resulting in an operating margin of 3.7%.
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%.
BJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a net income of 142.73M and revenue of 5.66B, resulting in a net margin of 2.5%.
Frequently Asked Questions
META and BJ have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BJ has higher volatility (11.63%) compared to META (11.35%). In terms of maximum drawdown, META dropped -76.74% vs BJ's -38.76%.
META currently has the higher Sharpe Ratio (-0.36 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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