META vs. NTRS
META (Meta Platforms, Inc.) and NTRS (Northern Trust Corporation) are both stocks. META operates in Internet Content & Information (Communication Services), while NTRS operates in Asset Management (Financial Services). Over the past 10 years, META returned 17.35%/yr vs 13.27%/yr for NTRS. At a 0.29 correlation, their price movements are largely independent.
Performance
META vs. NTRS - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -9.67% return, which is significantly lower than NTRS's 33.52% return. Over the past 10 years, META has outperformed NTRS with an annualized return of 17.35%, while NTRS has yielded a comparatively lower 13.27% annualized return.
META
- 1D
- -1.80%
- 1M
- 6.73%
- 6M
- -9.49%
- YTD
- -9.67%
- 1Y
- -16.46%
- 3Y*
- 26.81%
- 5Y*
- 10.18%
- 10Y*
- 17.35%
- ALL TIME*
- 20.62%
NTRS
- 1D
- 1.44%
- 1M
- 3.79%
- 6M
- 22.70%
- YTD
- 33.52%
- 1Y
- 43.38%
- 3Y*
- 36.11%
- 5Y*
- 13.46%
- 10Y*
- 13.27%
- ALL TIME*
- 12.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.75B | $11.93B | $11.10B | |
| $234.15M | $193.03M | $190.51M |
META vs. NTRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -9.67% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
NTRS Northern Trust Corporation | 33.52% | 36.92% | 25.63% | -1.02% | -23.82% | 31.65% | -9.29% | 30.59% | -14.68% | 14.18% |
Correlation
The correlation between META and NTRS is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.29 |
The correlation between META and NTRS shifts across timeframes, from 0.24 (3 years) to 0.34 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
META:
$1.51T
NTRS:
$33.22B
META:
$27.47
NTRS:
$9.91
META:
21.67
NTRS:
18.21
META:
0.89
NTRS:
1.43
META:
7.12
NTRS:
2.34
META:
$214.96B
NTRS:
$14.57B
META:
$176.14B
NTRS:
$8.36B
META:
$106.31B
NTRS:
$3.40B
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Return for Risk
META vs. NTRS — Risk / Return Rank
META
NTRS
META vs. NTRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Northern Trust Corporation (NTRS). 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 | NTRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.31 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 3.52 | -4.02 |
| Martin ratioReturn relative to average drawdown | -0.92 | 9.64 | -10.57 |
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Drawdowns
META vs. NTRS - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than NTRS's maximum drawdown of -67.67%. Use the drawdown chart below to compare losses from any high point for META and NTRS.
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Drawdown Indicators
| META | NTRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -67.67% | -9.07% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -12.39% | -20.91% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -25.21% | -8.94% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -50.03% | -26.71% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -50.03% | -26.71% |
Current DrawdownCurrent decline from peak | -24.41% | -5.55% | -18.86% |
Average DrawdownAverage peak-to-trough decline | -15.88% | -20.89% | +5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.84% | 4.51% | +13.33% |
Volatility
META vs. NTRS - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 15.60% compared to Northern Trust Corporation (NTRS) at 6.89%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than NTRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | NTRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.60% | 6.89% | +8.71% |
Volatility (6M)Calculated over the trailing 6-month period | 30.79% | 18.84% | +11.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.91% | 24.75% | +14.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.56% | 29.38% | +15.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.01% | 30.23% | +8.78% |
Dividends
META vs. NTRS - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.35%, less than NTRS's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.35% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NTRS Northern Trust Corporation | 1.77% | 2.27% | 2.93% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% |
Financials
META vs. NTRS - Financials Comparison
This section allows you to compare key financial metrics between Meta Platforms, Inc. and Northern Trust Corporation. 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. NTRS - Profitability Comparison
META - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
NTRS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Northern Trust Corporation reported a gross profit of 2.21B and revenue of 3.79B. Therefore, the gross margin over that period was 58.3%.
META - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.
NTRS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Northern Trust Corporation reported an operating income of 700.60M and revenue of 3.79B, resulting in an operating margin of 18.5%.
META - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.
NTRS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Northern Trust Corporation reported a net income of 525.50M and revenue of 3.79B, resulting in a net margin of 13.9%.
Frequently Asked Questions
META and NTRS have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (15.60%) compared to NTRS (6.89%). In terms of maximum drawdown, META dropped -76.74% vs NTRS's -67.67%.
NTRS currently has the higher Sharpe Ratio (1.78 vs -0.42), 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.
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