META vs. ELF
META (Meta Platforms, Inc.) and ELF (e.l.f. Beauty, Inc.) are both stocks. META operates in Internet Content & Information (Communication Services), while ELF operates in Household & Personal Products (Consumer Defensive). Over the past 5 years, META returned 11.52%/yr vs 16.52%/yr for ELF. At a 0.27 correlation, their price movements are largely independent.
Performance
META vs. ELF - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -14.03% return, which is significantly higher than ELF's -19.58% return.
META
- 1D
- -0.26%
- 1M
- -8.05%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -17.97%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
ELF
- 1D
- 0.77%
- 1M
- 13.79%
- YTD
- -19.58%
- 6M
- -19.92%
- 1Y
- -52.43%
- 3Y*
- -15.82%
- 5Y*
- 16.52%
- 10Y*
- —
META vs. ELF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
ELF e.l.f. Beauty, Inc. | -19.58% | -39.43% | -13.02% | 161.01% | 66.52% | 31.84% | 56.17% | 86.26% | -61.18% | -22.91% |
Correlation
The correlation between META and ELF 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 | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2016 | 0.27 |
The correlation between META and ELF shifts across timeframes, from 0.17 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
META:
$1.45T
ELF:
$3.67B
META:
$27.47
ELF:
$0.44
META:
20.64
ELF:
137.90
META:
0.85
ELF:
3.08
META:
6.78
ELF:
2.22
META:
5.97
ELF:
3.24
META:
$214.96B
ELF:
$1.64B
META:
$176.14B
ELF:
$1.16B
META:
$106.31B
ELF:
$185.47M
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Return for Risk
META vs. ELF — Risk / Return Rank
META
ELF
META vs. ELF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and e.l.f. Beauty, Inc. (ELF). 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 | ELF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.87 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | -0.79 | +0.25 |
| Martin ratioReturn relative to average drawdown | -1.12 | -1.32 | +0.19 |
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Drawdowns
META vs. ELF - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, roughly equal to the maximum ELF drawdown of -77.26%. Use the drawdown chart below to compare losses from any high point for META and ELF.
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Drawdown Indicators
| META | ELF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -77.26% | +0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -66.20% | +32.90% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -77.26% | +43.11% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -77.26% | +0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -28.06% | -71.95% | +43.89% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -32.42% | +16.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 39.90% | -23.84% |
Volatility
META vs. ELF - Volatility Comparison
The current volatility for Meta Platforms, Inc. (META) is 10.17%, while e.l.f. Beauty, Inc. (ELF) has a volatility of 16.53%. This indicates that META experiences smaller price fluctuations and is considered to be less risky than ELF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | ELF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 16.53% | -6.36% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 42.43% | -15.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 66.46% | -30.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 57.30% | -13.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 55.26% | -16.59% |
Dividends
META vs. ELF - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, while ELF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ELF e.l.f. Beauty, Inc. | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% |
Financials
META vs. ELF - Financials Comparison
This section allows you to compare key financial metrics between Meta Platforms, Inc. and e.l.f. Beauty, 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. ELF - 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%.
ELF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported a gross profit of 326.45M and revenue of 449.29M. Therefore, the gross margin over that period was 72.7%.
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%.
ELF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported an operating income of 7.32M and revenue of 449.29M, resulting in an operating margin of 1.6%.
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%.
ELF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported a net income of -49.37M and revenue of 449.29M, resulting in a net margin of -11.0%.
Frequently Asked Questions
META and ELF 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.
ELF has higher volatility (16.53%) compared to META (10.17%). In terms of maximum drawdown, META dropped -76.74% vs ELF's -77.26%.
META currently has the higher Sharpe Ratio (-0.51 vs -0.79), 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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