META vs. MSFT.NEO
META (Meta Platforms, Inc.) and MSFT.NEO (Microsoft Corp CDR) are both stocks. META operates in Internet Content & Information (Communication Services), while MSFT.NEO operates in Software - Infrastructure (Technology). Over the past 3 years, META returned 28.68%/yr vs 2.25%/yr for MSFT.NEO. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
META vs. MSFT.NEO - Performance Comparison
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Different Trading Currencies
META is traded in USD, while MSFT.NEO is traded in CAD. To make them comparable, the MSFT.NEO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, META achieves a -9.93% return, which is significantly higher than MSFT.NEO's -19.49% return.
META
- 1D
- 4.77%
- 1M
- -3.29%
- YTD
- -9.93%
- 6M
- -8.18%
- 1Y
- -12.74%
- 3Y*
- 28.68%
- 5Y*
- 12.58%
- 10Y*
- 18.14%
MSFT.NEO
- 1D
- 2.32%
- 1M
- -6.65%
- YTD
- -19.49%
- 6M
- -17.72%
- 1Y
- -19.35%
- 3Y*
- 2.25%
- 5Y*
- —
- 10Y*
- —
META vs. MSFT.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -9.93% | 13.09% | 66.05% | 194.13% | -64.22% | 3.10% |
MSFT.NEO Microsoft Corp CDR | -19.49% | 17.99% | 2.58% | 60.15% | -33.47% | 15.43% |
Correlation
The correlation between META and MSFT.NEO 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 | 0.52 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2021 | 0.56 |
The correlation between META and MSFT.NEO shifts across timeframes, from 0.42 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.
Fundamentals
META:
$1.52T
MSFT.NEO:
CA$209.09B
META:
$27.47
MSFT.NEO:
$14.11
META:
21.61
MSFT.NEO:
1.43
META:
7.10
MSFT.NEO:
0.51
META:
6.24
MSFT.NEO:
0.41
META:
$214.96B
MSFT.NEO:
$293.81B
META:
$176.14B
MSFT.NEO:
$202.04B
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Return for Risk
META vs. MSFT.NEO — Risk / Return Rank
META
MSFT.NEO
META vs. MSFT.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Microsoft Corp CDR (MSFT.NEO). 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.
| META | MSFT.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.89 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | -0.57 | +0.18 |
| Martin ratioReturn relative to average drawdown | -0.79 | -1.18 | +0.38 |
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Drawdowns
META vs. MSFT.NEO - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than MSFT.NEO's maximum drawdown of -42.98%. Use the drawdown chart below to compare losses from any high point for META and MSFT.NEO.
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Drawdown Indicators
| META | MSFT.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -42.98% | -33.76% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -34.13% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -34.13% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -24.63% | -27.17% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -14.17% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 16.49% | -0.36% |
Volatility
META vs. MSFT.NEO - Volatility Comparison
Meta Platforms, Inc. (META) and Microsoft Corp CDR (MSFT.NEO) have volatilities of 11.35% and 10.98%, 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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Volatility by Period
| META | MSFT.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.35% | 10.98% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 27.33% | 22.91% | +4.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.89% | 26.13% | +9.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.10% | 27.83% | +16.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 27.83% | +10.89% |
Dividends
META vs. MSFT.NEO - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.44%, less than MSFT.NEO's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.44% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% |
MSFT.NEO Microsoft Corp CDR | 0.89% | 0.70% | 0.73% | 0.75% | 1.07% | 0.19% |
Financials
META vs. MSFT.NEO - Financials Comparison
This section allows you to compare key financial metrics between Meta Platforms, Inc. and Microsoft Corp CDR. 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. MSFT.NEO - Profitability Comparison
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%.
MSFT.NEO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corp CDR reported a gross profit of 53.63B and revenue of 77.67B. Therefore, the gross margin over that period was 69.1%.
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%.
MSFT.NEO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corp CDR reported an operating income of 37.96B and revenue of 77.67B, resulting in an operating margin of 48.9%.
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%.
MSFT.NEO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corp CDR reported a net income of 27.75B and revenue of 77.67B, resulting in a net margin of 35.7%.
Frequently Asked Questions
META and MSFT.NEO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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