META vs. GOOG
META (Meta Platforms, Inc.) is a stock, while GOOG (Alphabet Inc) is a stock. Over the past 10 years, META returned 18.76%/yr vs 23.99%/yr for GOOG. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
META vs. GOOG - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -7.14% return, which is significantly lower than GOOG's 0.37% return. Over the past 10 years, META has underperformed GOOG with an annualized return of 18.76%, while GOOG has yielded a comparatively higher 23.99% annualized return.
META
- 1D
- 6.50%
- 1M
- -5.32%
- YTD
- -7.14%
- 6M
- -14.54%
- 1Y
- 20.35%
- 3Y*
- 41.88%
- 5Y*
- 14.59%
- 10Y*
- 18.76%
GOOG
- 1D
- 3.56%
- 1M
- 2.85%
- YTD
- 0.37%
- 6M
- 28.40%
- 1Y
- 115.46%
- 3Y*
- 42.83%
- 5Y*
- 22.66%
- 10Y*
- 23.99%
META vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -7.14% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
GOOG Alphabet Inc | 0.37% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
Correlation
The correlation between META and GOOG is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014 | 0.63 |
Over the past year, the correlation between META and GOOG has dropped to 0.42 — well below their long-term average of 0.63, suggesting their price drivers have been diverging.
Fundamentals
META:
$1.58T
GOOG:
$3.85T
META:
$23.51
GOOG:
$10.83
META:
26.05
GOOG:
29.08
META:
1.07
GOOG:
1.43
META:
7.84
GOOG:
9.54
META:
7.26
GOOG:
9.27
META:
$200.97B
GOOG:
$402.84B
META:
$164.79B
GOOG:
$240.30B
META:
$104.55B
GOOG:
$171.18B
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Return for Risk
META vs. GOOG — Risk / Return Rank
META
GOOG
META vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Alphabet Inc (GOOG). 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 | GOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 3.91 | -3.38 |
Sortino ratioReturn per unit of downside risk | 1.10 | 4.91 | -3.81 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.62 | -0.48 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | 5.48 | -4.83 |
Martin ratioReturn relative to average drawdown | 1.60 | 20.41 | -18.80 |
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 | GOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 3.91 | -3.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.74 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.84 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.79 | -0.23 |
Drawdowns
META vs. GOOG - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for META and GOOG.
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Drawdown Indicators
| META | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -44.60% | -32.14% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -20.75% | -12.55% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -44.60% | -32.14% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -44.60% | -32.14% |
Current DrawdownCurrent decline from peak | -22.30% | -8.68% | -13.62% |
Average DrawdownAverage peak-to-trough decline | -15.20% | -8.97% | -6.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.55% | 5.58% | +7.97% |
Volatility
META vs. GOOG - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 15.03% compared to Alphabet Inc (GOOG) at 9.71%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.03% | 9.71% | +5.32% |
Volatility (6M)Calculated over the trailing 6-month period | 27.31% | 19.78% | +7.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.08% | 29.96% | +9.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.82% | 30.70% | +13.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.49% | 28.77% | +9.72% |
Dividends
META vs. GOOG - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.34%, more than GOOG's 0.27% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
META Meta Platforms, Inc. | 0.34% | 0.32% | 0.34% |
GOOG Alphabet Inc | 0.27% | 0.26% | 0.32% |
Financials
META vs. GOOG - Financials Comparison
This section allows you to compare key financial metrics between Meta Platforms, Inc. and Alphabet 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. GOOG - Profitability Comparison
META - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Meta Platforms, Inc. reported a gross profit of 48.99B and revenue of 59.89B. Therefore, the gross margin over that period was 81.8%.
GOOG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Alphabet Inc reported a gross profit of 68.06B and revenue of 113.83B. Therefore, the gross margin over that period was 59.8%.
META - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Meta Platforms, Inc. reported an operating income of 24.75B and revenue of 59.89B, resulting in an operating margin of 41.3%.
GOOG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Alphabet Inc reported an operating income of 35.93B and revenue of 113.83B, resulting in an operating margin of 31.6%.
META - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Meta Platforms, Inc. reported a net income of 22.77B and revenue of 59.89B, resulting in a net margin of 38.0%.
GOOG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Alphabet Inc reported a net income of 34.46B and revenue of 113.83B, resulting in a net margin of 30.3%.