META vs. MSTR

Last updated Jun 13, 2026

META (Meta Platforms, Inc.) and MSTR (Strategy Inc) are both stocks. META operates in Internet Content & Information (Communication Services), while MSTR operates in Software - Application (Technology). Over the past 10 years, META returned 17.39%/yr vs 20.92%/yr for MSTR. At a 0.33 correlation, their price movements are largely independent.

Performance

META vs. MSTR - Performance Comparison

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

Returns By Period

In the year-to-date period, META achieves a -14.03% return, which is significantly higher than MSTR's -18.41% return. Over the past 10 years, META has underperformed MSTR with an annualized return of 17.39%, while MSTR has yielded a comparatively higher 20.92% annualized 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%

MSTR

• 1D: 3.18%
• 1M: -30.13%
• YTD: -18.41%
• 6M: -29.74%
• 1Y: -67.62%
• 3Y*: 63.46%
• 5Y*: 19.14%
• 10Y*: 20.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

META vs. MSTR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
META Meta Platforms, Inc.	-14.03%	13.09%	66.05%	194.13%	-64.22%	23.13%	33.09%	56.57%	-25.71%	53.38%
MSTR Strategy Inc	-18.41%	-47.53%	358.54%	346.15%	-74.00%	40.13%	172.42%	11.65%	-2.70%	-33.49%

Correlation

The correlation between META and MSTR is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since May 18, 2012	0.33

The correlation between META and MSTR shifts across timeframes, from 0.22 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap META : $1.45T MSTR : $41.40B
EPS META : $27.47 MSTR : -$40.19
PS Ratio META : 6.78 MSTR : 77.72
PB Ratio META : 5.97 MSTR : 1.13
Total Revenue (TTM) META : $214.96B MSTR : $490.47M
Gross Profit (TTM) META : $176.14B MSTR : $334.08M
EBITDA (TTM) META : $106.31B MSTR : $466.93M

Return for Risk

META vs. MSTR — Risk / Return Rank

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

META

META Risk / Return Rank: 21
META Sharpe Ratio Rank: 20
META Sortino Ratio Rank: 20
META Omega Ratio Rank: 20
META Calmar Ratio Rank: 24
META Martin Ratio Rank: 18

MSTR

MSTR Risk / Return Rank: 8
MSTR Sharpe Ratio Rank: 6
MSTR Sortino Ratio Rank: 4
MSTR Omega Ratio Rank: 7
MSTR Calmar Ratio Rank: 8
MSTR Martin Ratio Rank: 13

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. MSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Strategy Inc (MSTR). 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	MSTR	Difference
Sharpe ratio: Return per unit of total volatility	-0.51	-0.95	+0.44
Sortino ratio: Return per unit of downside risk	-0.54	-1.71	+1.16
Omega ratio: Gain probability vs. loss probability	0.93	0.82	+0.11
Calmar ratio: Return relative to maximum drawdown	-0.54	-0.88	+0.34
Martin ratio: Return relative to average drawdown	-1.12	-1.27	+0.15

META vs. MSTR - Sharpe Ratio Comparison

The current META Sharpe Ratio is -0.51, which is higher than the MSTR Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of META and MSTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

META vs. MSTR - Drawdown Comparison

The maximum META drawdown since its inception was -76.74%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for META and MSTR.

Drawdown Indicators

	META	MSTR	Difference
Max Drawdown Largest peak-to-trough decline	-76.74%	-99.86%	+23.12%
Max Drawdown (1Y) Largest decline over 1 year	-33.30%	-76.53%	+43.23%
Max Drawdown (3Y) Largest decline over 3 years	-34.15%	-77.42%	+43.27%
Max Drawdown (5Y) Largest decline over 5 years	-76.74%	-84.11%	+7.37%
Max Drawdown (10Y) Largest decline over 10 years	-76.74%	-89.27%	+12.53%
Current Drawdown Current decline from peak	-28.06%	-73.84%	+45.78%
Average Drawdown Average peak-to-trough decline	-15.83%	-86.45%	+70.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.06%	53.01%	-36.95%

Volatility

META vs. MSTR - Volatility Comparison

The current volatility for Meta Platforms, Inc. (META) is 10.17%, while Strategy Inc (MSTR) has a volatility of 21.60%. This indicates that META experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	META	MSTR	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.17%	21.60%	-11.43%
Volatility (6M) Calculated over the trailing 6-month period	26.91%	57.34%	-30.43%
Volatility (1Y) Calculated over the trailing 1-year period	35.52%	71.15%	-35.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.04%	90.79%	-46.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.67%	73.80%	-35.13%

Dividends

META vs. MSTR - Dividend Comparison

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

Position	TTM	2025	2024
META Meta Platforms, Inc.	0.37%	0.32%	0.34%
MSTR Strategy Inc	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both META and MSTR in my portfolio?

META and MSTR have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, META or MSTR?

MSTR has higher volatility (21.60%) compared to META (10.17%). In terms of maximum drawdown, META dropped -76.74% vs MSTR's -99.86%.

Which has better risk-adjusted returns?

META currently has the higher Sharpe Ratio (-0.51 vs -0.95), 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.