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

Correlation

The correlation between META and GOOG is 0.61, 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. 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.

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Key characteristics

Sharpe Ratio

META:

1.00

GOOG:

-0.09

Sortino Ratio

META:

1.57

GOOG:

0.07

Omega Ratio

META:

1.20

GOOG:

1.01

Calmar Ratio

META:

1.06

GOOG:

-0.11

Martin Ratio

META:

3.24

GOOG:

-0.23

Ulcer Index

META:

11.18%

GOOG:

13.86%

Daily Std Dev

META:

36.99%

GOOG:

31.19%

Max Drawdown

META:

-76.74%

GOOG:

-44.60%

Current Drawdown

META:

-13.51%

GOOG:

-17.11%

Fundamentals

Market Cap

META:

$1.60T

GOOG:

$2.05T

EPS

META:

$25.61

GOOG:

$8.96

PE Ratio

META:

24.81

GOOG:

18.98

PEG Ratio

META:

2.09

GOOG:

1.29

PS Ratio

META:

9.38

GOOG:

5.71

PB Ratio

META:

8.64

GOOG:

5.98

Total Revenue (TTM)

META:

$170.36B

GOOG:

$359.71B

Gross Profit (TTM)

META:

$139.27B

GOOG:

$210.76B

EBITDA (TTM)

META:

$86.47B

GOOG:

$149.88B

Returns By Period

In the year-to-date period, META achieves a 8.82% return, which is significantly higher than GOOG's -9.59% return. Over the past 10 years, META has outperformed GOOG with an annualized return of 23.02%, while GOOG has yielded a comparatively lower 20.39% annualized return.


META

YTD

8.82%

1M

27.24%

6M

13.24%

1Y

36.58%

3Y*

48.27%

5Y*

22.18%

10Y*

23.02%

GOOG

YTD

-9.59%

1M

11.75%

6M

1.85%

1Y

-2.92%

3Y*

15.67%

5Y*

19.63%

10Y*

20.39%

*Annualized

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Meta Platforms, Inc.

Alphabet Inc

Risk-Adjusted Performance

META vs. GOOG — 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 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 7979
Sortino Ratio Rank
The Omega Ratio Rank of META is 7777
Omega Ratio Rank
The Calmar Ratio Rank of META is 8484
Calmar Ratio Rank
The Martin Ratio Rank of META is 8080
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 4343
Overall Rank
The Sharpe Ratio Rank of GOOG is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 4545
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 4747
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. 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.


The current META Sharpe Ratio is 1.00, which is higher than the GOOG Sharpe Ratio of -0.09. 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.


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Dividends

META vs. GOOG - Dividend Comparison

META's dividend yield for the trailing twelve months is around 0.32%, less than GOOG's 0.47% yield.


TTM2024
META
Meta Platforms, Inc.
0.32%0.34%
GOOG
Alphabet Inc
0.47%0.32%

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.


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Volatility

META vs. GOOG - Volatility Comparison

Meta Platforms, Inc. (META) and Alphabet Inc (GOOG) have volatilities of 10.72% and 10.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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


20.00B40.00B60.00B80.00B100.00B20212022202320242025
42.31B
90.23B
(META) Total Revenue
(GOOG) Total Revenue
Values in USD except per share items

META vs. GOOG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%75.0%80.0%85.0%20212022202320242025
82.1%
59.7%
(META) Gross Margin
(GOOG) 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%.

GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alphabet Inc reported a gross profit of 53.87B and revenue of 90.23B. Therefore, the gross margin over that period was 59.7%.

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%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alphabet Inc reported an operating income of 30.61B and revenue of 90.23B, resulting in an operating margin of 33.9%.

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%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alphabet Inc reported a net income of 34.54B and revenue of 90.23B, resulting in a net margin of 38.3%.