META vs. DRX.TO
META (Meta Platforms, Inc.) and DRX.TO (ADF Group Inc.) are both stocks. META operates in Internet Content & Information (Communication Services), while DRX.TO operates in Metal Fabrication (Industrials). Over the past 10 years, META returned 17.60%/yr vs 12.50%/yr for DRX.TO. At a 0.10 correlation, their price movements are largely independent.
Performance
META vs. DRX.TO - Performance Comparison
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Different Trading Currencies
META is traded in USD, while DRX.TO is traded in CAD. To make them comparable, the DRX.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 -11.24% return, which is significantly lower than DRX.TO's 9.95% return. Over the past 10 years, META has outperformed DRX.TO with an annualized return of 17.60%, while DRX.TO has yielded a comparatively lower 12.50% annualized return.
META
- 1D
- -1.28%
- 1M
- -3.98%
- YTD
- -11.24%
- 6M
- -12.06%
- 1Y
- -15.84%
- 3Y*
- 30.58%
- 5Y*
- 12.31%
- 10Y*
- 17.60%
DRX.TO
- 1D
- -3.74%
- 1M
- -4.09%
- YTD
- 9.95%
- 6M
- 34.43%
- 1Y
- 51.22%
- 3Y*
- 41.16%
- 5Y*
- 40.17%
- 10Y*
- 12.50%
META vs. DRX.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -11.24% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
DRX.TO ADF Group Inc. | 9.95% | -0.33% | 30.09% | 239.85% | 24.09% | 9.48% | 19.76% | 33.93% | -55.29% | -19.89% |
Correlation
The correlation between META and DRX.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.10 |
Fundamentals
META:
$1.50T
DRX.TO:
CA$169.54M
META:
$27.47
DRX.TO:
CA$1.07
META:
21.31
DRX.TO:
9.59
META:
0.88
DRX.TO:
0.18
META:
7.00
DRX.TO:
0.98
META:
6.16
DRX.TO:
0.92
META:
$214.96B
DRX.TO:
CA$258.74M
META:
$176.14B
DRX.TO:
CA$59.38M
META:
$106.31B
DRX.TO:
CA$43.53M
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Return for Risk
META vs. DRX.TO — Risk / Return Rank
META
DRX.TO
META vs. DRX.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and ADF Group Inc. (DRX.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.
| META | DRX.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.35 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.22 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 1.50 | -1.98 |
| Martin ratioReturn relative to average drawdown | -1.01 | 2.89 | -3.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| META | DRX.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 0.77 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.69 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.22 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.17 | +0.37 |
Drawdowns
META vs. DRX.TO - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, smaller than the maximum DRX.TO drawdown of -94.08%. Use the drawdown chart below to compare losses from any high point for META and DRX.TO.
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Drawdown Indicators
| META | DRX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -94.08% | +17.34% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -34.27% | +0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -75.11% | +40.96% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -75.11% | -1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -84.01% | +7.27% |
Current DrawdownCurrent decline from peak | -25.73% | -49.98% | +24.25% |
Average DrawdownAverage peak-to-trough decline | -15.26% | -65.62% | +50.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.69% | 17.75% | -2.06% |
Volatility
META vs. DRX.TO - Volatility Comparison
The current volatility for Meta Platforms, Inc. (META) is 10.48%, while ADF Group Inc. (DRX.TO) has a volatility of 13.38%. This indicates that META experiences smaller price fluctuations and is considered to be less risky than DRX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | DRX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.48% | 13.38% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 26.95% | 40.86% | -13.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.56% | 66.56% | -31.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.05% | 58.98% | -14.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.69% | 57.25% | -18.56% |
Dividends
META vs. DRX.TO - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.36%, less than DRX.TO's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRX.TO ADF Group Inc. | 0.39% | 0.43% | 0.31% | 0.29% | 0.95% | 1.24% | 1.34% | 1.54% | 1.94% | 0.93% | 0.69% | 0.68% |
META Meta Platforms, Inc. | 0.36% | 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. DRX.TO - Financials Comparison
This section allows you to compare key financial metrics between Meta Platforms, Inc. and ADF Group 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. DRX.TO - 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%.
DRX.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ADF Group Inc. reported a gross profit of 16.93M and revenue of 78.79M. Therefore, the gross margin over that period was 21.5%.
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%.
DRX.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ADF Group Inc. reported an operating income of 9.02M and revenue of 78.79M, resulting in an operating margin of 11.5%.
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%.
DRX.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ADF Group Inc. reported a net income of 6.36M and revenue of 78.79M, resulting in a net margin of 8.1%.
Frequently Asked Questions
META and DRX.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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