PortfoliosLab logoPortfoliosLab logo
META vs. HYFM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

META vs. HYFM - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, META achieves a -14.03% return, which is significantly higher than HYFM's -38.90% return.


META

1D
-0.26%
1M
-7.69%
YTD
-14.03%
6M
-11.84%
1Y
-16.71%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%

HYFM

1D
-2.87%
1M
-7.74%
YTD
-38.90%
6M
-55.64%
1Y
-71.26%
3Y*
-54.04%
5Y*
-72.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

META vs. HYFM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
META
Meta Platforms, Inc.
-14.03%13.09%66.05%194.13%-64.22%23.13%-1.71%
HYFM
Hydrofarm Holdings Group, Inc.
-38.90%-73.97%-36.78%-40.81%-94.52%-46.20%14.30%

Correlation

The correlation between META and HYFM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.23

The correlation between META and HYFM shifts across timeframes, from 0.10 (3 years) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

META:

$1.45T

HYFM:

$4.40M

EPS

META:

$27.47

HYFM:

-$61.90

PS Ratio

META:

6.78

HYFM:

0.04

Total Revenue (TTM)

META:

$214.96B

HYFM:

$122.24M

Gross Profit (TTM)

META:

$176.14B

HYFM:

$10.17M

EBITDA (TTM)

META:

$106.31B

HYFM:

-$21.47M

Compare stocks, funds, or ETFs

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


Return for Risk

META vs. HYFM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
Martin Ratio Rank

HYFM
HYFM Risk / Return Rank: 1010
Overall Rank
HYFM Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HYFM Sortino Ratio Rank: 99
Sortino Ratio Rank
HYFM Omega Ratio Rank: 1010
Omega Ratio Rank
HYFM Calmar Ratio Rank: 88
Calmar Ratio Rank
HYFM Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

META vs. HYFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Hydrofarm Holdings Group, Inc. (HYFM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


METAHYFMDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

0.93

0.85

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.54

-0.88

+0.34

Martin ratioReturn relative to average drawdown

-1.12

-1.29

+0.16

META vs. HYFM - Sharpe Ratio Comparison

The current META Sharpe Ratio is -0.51, which is higher than the HYFM Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of META and HYFM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

META vs. HYFM - Drawdown Comparison

The maximum META drawdown since its inception was -76.74%, smaller than the maximum HYFM drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for META and HYFM.


Loading charts...

Drawdown Indicators


METAHYFMDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-99.92%

+23.18%

Max Drawdown (1Y)

Largest decline over 1 year

-33.30%

-83.04%

+49.74%

Max Drawdown (3Y)

Largest decline over 3 years

-34.15%

-95.07%

+60.92%

Max Drawdown (5Y)

Largest decline over 5 years

-76.74%

-99.87%

+23.13%

Max Drawdown (10Y)

Largest decline over 10 years

-76.74%

Current Drawdown

Current decline from peak

-28.06%

-99.90%

+71.84%

Average Drawdown

Average peak-to-trough decline

-15.83%

-86.28%

+70.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.06%

56.84%

-40.78%

Volatility

META vs. HYFM - Volatility Comparison

The current volatility for Meta Platforms, Inc. (META) is 10.17%, while Hydrofarm Holdings Group, Inc. (HYFM) has a volatility of 13.24%. This indicates that META experiences smaller price fluctuations and is considered to be less risky than HYFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


METAHYFMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.17%

13.24%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

26.91%

75.85%

-48.94%

Volatility (1Y)

Calculated over the trailing 1-year period

35.52%

100.30%

-64.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.04%

94.62%

-50.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.67%

94.52%

-55.85%

Dividends

META vs. HYFM - Dividend Comparison

META's dividend yield for the trailing twelve months is around 0.37%, while HYFM has not paid dividends to shareholders.


PositionTTM20252024
HYFM
Hydrofarm Holdings Group, Inc.
0.00%0.00%0.00%
META
Meta Platforms, Inc.
0.37%0.32%0.34%

Financials

META vs. HYFM - Financials Comparison

This section allows you to compare key financial metrics between Meta Platforms, Inc. and Hydrofarm Holdings Group, 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B20222023202420252026
56.31B
28.52M
(META) Total Revenue
(HYFM) Total Revenue
Values in USD except per share items

META vs. HYFM - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
81.9%
6.4%
Portfolio components
META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a gross profit of 46.09B and revenue of 56.31B. Therefore, the gross margin over that period was 81.9%.

HYFM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hydrofarm Holdings Group, Inc. reported a gross profit of 1.84M and revenue of 28.52M. Therefore, the gross margin over that period was 6.4%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.

HYFM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hydrofarm Holdings Group, Inc. reported an operating income of -8.73M and revenue of 28.52M, resulting in an operating margin of -30.6%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.

HYFM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hydrofarm Holdings Group, Inc. reported a net income of -14.61M and revenue of 28.52M, resulting in a net margin of -51.2%.


Frequently Asked Questions


META and HYFM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYFM has higher volatility (13.24%) compared to META (10.17%). In terms of maximum drawdown, META dropped -76.74% vs HYFM's -99.92%.

META currently has the higher Sharpe Ratio (-0.51 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for META and HYFM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer