META vs. MSCI
Compare and contrast key facts about Meta Platforms, Inc. (META) and MSCI Inc. (MSCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: META or MSCI.
Key characteristics
| META | MSCI | |
|---|---|---|
| YTD Return | 63.35% | 8.45% |
| 1Y Return | 84.84% | 23.71% |
| 3Y Return (Ann) | 19.42% | -0.21% |
| 5Y Return (Ann) | 25.53% | 23.26% |
| 10Y Return (Ann) | 22.12% | 31.26% |
| Sharpe Ratio | 2.27 | 0.78 |
| Sortino Ratio | 3.18 | 1.21 |
| Omega Ratio | 1.44 | 1.18 |
| Calmar Ratio | 3.36 | 0.67 |
| Martin Ratio | 13.94 | 1.97 |
| Ulcer Index | 5.91% | 10.93% |
| Daily Std Dev | 36.24% | 27.61% |
| Max Drawdown | -76.74% | -69.06% |
| Current Drawdown | -3.27% | -7.27% |
Fundamentals
| META | MSCI | |
|---|---|---|
| Market Cap | $1.46T | $47.62B |
| EPS | $19.55 | $14.94 |
| PE Ratio | 29.51 | 40.55 |
| PEG Ratio | 0.98 | 3.16 |
| Total Revenue (TTM) | $115.64B | $2.08B |
| Gross Profit (TTM) | $93.99B | $1.61B |
| EBITDA (TTM) | $56.28B | $1.39B |
Correlation
The correlation between META and MSCI is 0.41, 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. MSCI - Performance Comparison
In the year-to-date period, META achieves a 63.35% return, which is significantly higher than MSCI's 8.45% return. Over the past 10 years, META has underperformed MSCI with an annualized return of 22.12%, while MSCI has yielded a comparatively higher 31.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
META vs. MSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and MSCI Inc. (MSCI). 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.
Dividends
META vs. MSCI - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.26%, less than MSCI's 1.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSCI MSCI Inc. | 1.02% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% |
Drawdowns
META vs. MSCI - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than MSCI's maximum drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for META and MSCI. For additional features, visit the drawdowns tool.
Volatility
META vs. MSCI - Volatility Comparison
Meta Platforms, Inc. (META) and MSCI Inc. (MSCI) have volatilities of 4.77% and 4.84%, 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.
Financials
META vs. MSCI - Financials Comparison
This section allows you to compare key financial metrics between Meta Platforms, Inc. and MSCI 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