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META vs. ESTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between META and ESTC is 0.52, 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.


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.

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Key characteristics

Sharpe Ratio

META:

0.95

ESTC:

-0.22

Sortino Ratio

META:

1.55

ESTC:

0.10

Omega Ratio

META:

1.20

ESTC:

1.01

Calmar Ratio

META:

1.05

ESTC:

-0.20

Martin Ratio

META:

3.27

ESTC:

-0.54

Ulcer Index

META:

10.96%

ESTC:

22.71%

Daily Std Dev

META:

37.06%

ESTC:

57.92%

Max Drawdown

META:

-76.74%

ESTC:

-74.33%

Current Drawdown

META:

-13.12%

ESTC:

-50.34%

Fundamentals

Market Cap

META:

$1.49T

ESTC:

$8.93B

EPS

META:

$25.60

ESTC:

-$1.31

PEG Ratio

META:

1.98

ESTC:

1.56

PS Ratio

META:

8.74

ESTC:

6.25

PB Ratio

META:

8.11

ESTC:

10.40

Total Revenue (TTM)

META:

$170.36B

ESTC:

$1.09B

Gross Profit (TTM)

META:

$139.27B

ESTC:

$812.78M

EBITDA (TTM)

META:

$86.47B

ESTC:

$2.62M

Returns By Period

In the year-to-date period, META achieves a 9.31% return, which is significantly higher than ESTC's -6.38% return.


META

YTD

9.31%

1M

17.64%

6M

9.83%

1Y

34.77%

5Y*

25.77%

10Y*

23.18%

ESTC

YTD

-6.38%

1M

16.20%

6M

3.11%

1Y

-12.53%

5Y*

6.08%

10Y*

N/A

*Annualized

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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 8181
Overall Rank
The Sharpe Ratio Rank of META is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 7979
Sortino Ratio Rank
The Omega Ratio Rank of META is 7878
Omega Ratio Rank
The Calmar Ratio Rank of META is 8585
Calmar Ratio Rank
The Martin Ratio Rank of META is 8080
Martin Ratio Rank

ESTC
The Risk-Adjusted Performance Rank of ESTC is 3838
Overall Rank
The Sharpe Ratio Rank of ESTC is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of ESTC is 3939
Sortino Ratio Rank
The Omega Ratio Rank of ESTC is 3939
Omega Ratio Rank
The Calmar Ratio Rank of ESTC is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ESTC is 3737
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.


The current META Sharpe Ratio is 0.95, which is higher than the ESTC Sharpe Ratio of -0.22. 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.


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Dividends

META vs. ESTC - Dividend Comparison

META's dividend yield for the trailing twelve months is around 0.32%, while ESTC has not paid dividends to shareholders.


TTM2024
META
Meta Platforms, Inc.
0.32%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.


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Volatility

META vs. ESTC - Volatility Comparison

Meta Platforms, Inc. (META) has a higher volatility of 13.12% compared to Elastic N.V. (ESTC) at 11.99%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than ESTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
42.31B
382.08M
(META) Total Revenue
(ESTC) Total Revenue
Values in USD except per share items

META vs. ESTC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

70.0%72.0%74.0%76.0%78.0%80.0%82.0%20212022202320242025
82.1%
74.6%
(META) Gross Margin
(ESTC) Gross Margin
META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Meta Platforms, Inc. reported a gross profit of 34.74B and revenue of 42.31B. Therefore, the gross margin over that period was 82.1%.

ESTC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Elastic N.V. reported a gross profit of 284.93M and revenue of 382.08M. Therefore, the gross margin over that period was 74.6%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Meta Platforms, Inc. reported an operating income of 17.56B and revenue of 42.31B, resulting in an operating margin of 41.5%.

ESTC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Elastic N.V. reported an operating income of -4.64M and revenue of 382.08M, resulting in an operating margin of -1.2%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Meta Platforms, Inc. reported a net income of 16.64B and revenue of 42.31B, resulting in a net margin of 39.3%.

ESTC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Elastic N.V. reported a net income of -17.06M and revenue of 382.08M, resulting in a net margin of -4.5%.