PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
META vs. ESTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between META and ESTC 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. ESTC - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
272.90%
30.56%
META
ESTC

Key characteristics

Sharpe Ratio

META:

0.61

ESTC:

-0.17

Sortino Ratio

META:

0.98

ESTC:

0.14

Omega Ratio

META:

1.13

ESTC:

1.02

Calmar Ratio

META:

0.89

ESTC:

-0.15

Martin Ratio

META:

2.35

ESTC:

-0.46

Ulcer Index

META:

8.21%

ESTC:

19.91%

Daily Std Dev

META:

31.70%

ESTC:

53.66%

Max Drawdown

META:

-76.74%

ESTC:

-74.33%

Current Drawdown

META:

-20.66%

ESTC:

-51.07%

Fundamentals

Market Cap

META:

$1.48T

ESTC:

$9.54B

EPS

META:

$23.86

ESTC:

-$1.31

PEG Ratio

META:

1.16

ESTC:

1.62

Total Revenue (TTM)

META:

$128.05B

ESTC:

$1.43B

Gross Profit (TTM)

META:

$104.52B

ESTC:

$1.06B

EBITDA (TTM)

META:

$63.95B

ESTC:

-$29.78M

Returns By Period

In the year-to-date period, META achieves a -0.18% return, which is significantly higher than ESTC's -7.76% return.


META

YTD

-0.18%

1M

-10.78%

6M

2.11%

1Y

17.83%

5Y*

30.78%

10Y*

21.86%

ESTC

YTD

-7.76%

1M

-14.71%

6M

19.48%

1Y

-6.73%

5Y*

14.10%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

META vs. ESTC — 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 7373
Overall Rank
The Sharpe Ratio Rank of META is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 6666
Sortino Ratio Rank
The Omega Ratio Rank of META is 6666
Omega Ratio Rank
The Calmar Ratio Rank of META is 8282
Calmar Ratio Rank
The Martin Ratio Rank of META is 7575
Martin Ratio Rank

ESTC
The Risk-Adjusted Performance Rank of ESTC is 4343
Overall Rank
The Sharpe Ratio Rank of ESTC is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ESTC is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ESTC is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ESTC is 4343
Calmar Ratio Rank
The Martin Ratio Rank of ESTC is 4444
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. ESTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Elastic N.V. (ESTC). 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.


Sharpe ratio
The chart of Sharpe ratio for META, currently valued at 0.61, compared to the broader market-2.00-1.000.001.002.003.00
META: 0.61
ESTC: -0.17
The chart of Sortino ratio for META, currently valued at 0.98, compared to the broader market-6.00-4.00-2.000.002.004.00
META: 0.98
ESTC: 0.14
The chart of Omega ratio for META, currently valued at 1.13, compared to the broader market0.501.001.502.00
META: 1.13
ESTC: 1.02
The chart of Calmar ratio for META, currently valued at 0.89, compared to the broader market0.001.002.003.004.005.00
META: 0.89
ESTC: -0.15
The chart of Martin ratio for META, currently valued at 2.35, compared to the broader market-5.000.005.0010.0015.0020.00
META: 2.35
ESTC: -0.46

The current META Sharpe Ratio is 0.61, which is higher than the ESTC Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of META and ESTC, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.61
-0.17
META
ESTC

Dividends

META vs. ESTC - Dividend Comparison

META's dividend yield for the trailing twelve months is around 0.35%, while ESTC has not paid dividends to shareholders.


TTM2024
META
Meta Platforms, Inc.
0.35%0.34%
ESTC
Elastic N.V.
0.00%0.00%

Drawdowns

META vs. ESTC - Drawdown Comparison

The maximum META drawdown since its inception was -76.74%, roughly equal to the maximum ESTC drawdown of -74.33%. Use the drawdown chart below to compare losses from any high point for META and ESTC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.66%
-51.07%
META
ESTC

Volatility

META vs. ESTC - Volatility Comparison

The current volatility for Meta Platforms, Inc. (META) is 12.31%, while Elastic N.V. (ESTC) has a volatility of 18.30%. This indicates that META experiences smaller price fluctuations and is considered to be less risky than ESTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
12.31%
18.30%
META
ESTC

Financials

META vs. ESTC - Financials Comparison

This section allows you to compare key financial metrics between Meta Platforms, Inc. and Elastic N.V.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab