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

Correlation

The correlation between META and GOOG is 0.65, 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.


-0.50.00.51.00.7

Performance

META vs. GOOG - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
887.54%
581.66%
META
GOOG

Key characteristics

Sharpe Ratio

META:

1.88

GOOG:

1.40

Sortino Ratio

META:

2.74

GOOG:

1.93

Omega Ratio

META:

1.38

GOOG:

1.26

Calmar Ratio

META:

3.70

GOOG:

1.74

Martin Ratio

META:

11.37

GOOG:

4.26

Ulcer Index

META:

6.00%

GOOG:

9.07%

Daily Std Dev

META:

36.37%

GOOG:

27.64%

Max Drawdown

META:

-76.74%

GOOG:

-44.60%

Current Drawdown

META:

-7.42%

GOOG:

-2.62%

Fundamentals

Market Cap

META:

$1.56T

GOOG:

$2.40T

EPS

META:

$21.18

GOOG:

$7.55

PE Ratio

META:

29.25

GOOG:

26.11

PEG Ratio

META:

1.00

GOOG:

1.24

Total Revenue (TTM)

META:

$156.23B

GOOG:

$339.76B

Gross Profit (TTM)

META:

$127.21B

GOOG:

$196.73B

EBITDA (TTM)

META:

$77.82B

GOOG:

$121.22B

Returns By Period

In the year-to-date period, META achieves a 65.98% return, which is significantly higher than GOOG's 37.41% return. Both investments have delivered pretty close results over the past 10 years, with META having a 22.02% annualized return and GOOG not far ahead at 22.07%.


META

YTD

65.98%

1M

3.57%

6M

18.49%

1Y

65.91%

5Y*

23.32%

10Y*

22.02%

GOOG

YTD

37.41%

1M

8.94%

6M

7.31%

1Y

36.57%

5Y*

23.51%

10Y*

22.07%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

META vs. GOOG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for META, currently valued at 1.88, compared to the broader market-4.00-2.000.002.001.881.40
The chart of Sortino ratio for META, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.002.741.93
The chart of Omega ratio for META, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.26
The chart of Calmar ratio for META, currently valued at 3.70, compared to the broader market0.002.004.006.003.701.74
The chart of Martin ratio for META, currently valued at 11.37, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.374.26
META
GOOG

The current META Sharpe Ratio is 1.88, which is higher than the GOOG Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of META and GOOG, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.88
1.40
META
GOOG

Dividends

META vs. GOOG - Dividend Comparison

META's dividend yield for the trailing twelve months is around 0.34%, more than GOOG's 0.31% yield.


TTM
META
Meta Platforms, Inc.
0.34%
GOOG
Alphabet Inc.
0.31%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.42%
-2.62%
META
GOOG

Volatility

META vs. GOOG - Volatility Comparison

The current volatility for Meta Platforms, Inc. (META) is 8.06%, while Alphabet Inc. (GOOG) has a volatility of 11.21%. This indicates that META experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.06%
11.21%
META
GOOG

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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