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META vs. TSLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

META vs. TSLA - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
21.13%
92.10%
META
TSLA

Returns By Period

In the year-to-date period, META achieves a 60.25% return, which is significantly higher than TSLA's 39.25% return. Over the past 10 years, META has underperformed TSLA with an annualized return of 22.68%, while TSLA has yielded a comparatively higher 35.93% annualized return.


META

YTD

60.25%

1M

-1.68%

6M

21.13%

1Y

68.33%

5Y (annualized)

23.41%

10Y (annualized)

22.68%

TSLA

YTD

39.25%

1M

56.77%

6M

85.42%

1Y

46.86%

5Y (annualized)

71.31%

10Y (annualized)

35.93%

Fundamentals


METATSLA
Market Cap$1.47T$1.12T
EPS$21.23$3.42
PE Ratio27.5596.05
PEG Ratio0.949.98
Total Revenue (TTM)$156.23B$97.15B
Gross Profit (TTM)$127.21B$17.71B
EBITDA (TTM)$78.34B$13.83B

Key characteristics


METATSLA
Sharpe Ratio1.850.78
Sortino Ratio2.721.54
Omega Ratio1.371.19
Calmar Ratio3.630.73
Martin Ratio11.162.08
Ulcer Index5.99%22.88%
Daily Std Dev36.23%61.24%
Max Drawdown-76.74%-73.63%
Current Drawdown-5.10%-15.60%

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Correlation

-0.50.00.51.00.3

The correlation between META and TSLA is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

META vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Tesla, Inc. (TSLA). 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.


Sharpe ratio
The chart of Sharpe ratio for META, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.850.77
The chart of Sortino ratio for META, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.002.721.53
The chart of Omega ratio for META, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.18
The chart of Calmar ratio for META, currently valued at 3.63, compared to the broader market0.002.004.006.003.630.72
The chart of Martin ratio for META, currently valued at 11.16, compared to the broader market-10.000.0010.0020.0030.0011.162.05
META
TSLA

The current META Sharpe Ratio is 1.85, which is higher than the TSLA Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of META and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.85
0.77
META
TSLA

Dividends

META vs. TSLA - Dividend Comparison

META's dividend yield for the trailing twelve months is around 0.27%, while TSLA has not paid dividends to shareholders.


TTM
META
Meta Platforms, Inc.
0.27%
TSLA
Tesla, Inc.
0.00%

Drawdowns

META vs. TSLA - Drawdown Comparison

The maximum META drawdown since its inception was -76.74%, roughly equal to the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for META and TSLA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.10%
-15.60%
META
TSLA

Volatility

META vs. TSLA - Volatility Comparison

The current volatility for Meta Platforms, Inc. (META) is 8.83%, while Tesla, Inc. (TSLA) has a volatility of 28.88%. This indicates that META experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
8.83%
28.88%
META
TSLA

Financials

META vs. TSLA - Financials Comparison

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


Values in USD except per share items