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MMAT vs. LUMN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MMAT and LUMN is 0.10, 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.


-0.50.00.51.00.1

Performance

MMAT vs. LUMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meta Materials Inc. (MMAT) and Lumen Technologies, Inc. (LUMN). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%SeptemberOctoberNovemberDecember2025February
-100.00%
-25.20%
MMAT
LUMN

Key characteristics

Fundamentals

Market Cap

MMAT:

$3.52M

LUMN:

$4.78B

EPS

MMAT:

-$65.82

LUMN:

-$0.06

Total Revenue (TTM)

MMAT:

$3.27M

LUMN:

$13.11B

Gross Profit (TTM)

MMAT:

$1.55M

LUMN:

$6.62B

EBITDA (TTM)

MMAT:

-$5.95M

LUMN:

$3.79B

Returns By Period


MMAT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LUMN

YTD

-13.37%

1M

-18.73%

6M

-20.14%

1Y

198.70%

5Y*

-15.35%

10Y*

-13.05%

*Annualized

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Risk-Adjusted Performance

MMAT vs. LUMN — Risk-Adjusted Performance Rank

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

MMAT
The Risk-Adjusted Performance Rank of MMAT is 1616
Overall Rank
The Sharpe Ratio Rank of MMAT is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of MMAT is 2020
Sortino Ratio Rank
The Omega Ratio Rank of MMAT is 1717
Omega Ratio Rank
The Calmar Ratio Rank of MMAT is 00
Calmar Ratio Rank
The Martin Ratio Rank of MMAT is 1010
Martin Ratio Rank

LUMN
The Risk-Adjusted Performance Rank of LUMN is 8888
Overall Rank
The Sharpe Ratio Rank of LUMN is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of LUMN is 9292
Sortino Ratio Rank
The Omega Ratio Rank of LUMN is 9090
Omega Ratio Rank
The Calmar Ratio Rank of LUMN is 8989
Calmar Ratio Rank
The Martin Ratio Rank of LUMN is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MMAT vs. LUMN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Materials Inc. (MMAT) and Lumen Technologies, Inc. (LUMN). 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 MMAT, currently valued at -0.28, compared to the broader market-2.000.002.004.00-0.281.42
The chart of Sortino ratio for MMAT, currently valued at -0.30, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.303.24
The chart of Omega ratio for MMAT, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.41
The chart of Calmar ratio for MMAT, currently valued at -1.00, compared to the broader market0.002.004.006.00-1.001.93
The chart of Martin ratio for MMAT, currently valued at -1.36, compared to the broader market-10.000.0010.0020.0030.00-1.366.50
MMAT
LUMN


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
-0.28
1.42
MMAT
LUMN

Dividends

MMAT vs. LUMN - Dividend Comparison

Neither MMAT nor LUMN has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MMAT
Meta Materials Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LUMN
Lumen Technologies, Inc.
0.00%0.00%0.00%14.37%7.97%10.26%7.57%14.26%12.95%9.08%8.59%5.46%

Drawdowns

MMAT vs. LUMN - Drawdown Comparison


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%SeptemberOctoberNovemberDecember2025February
-100.00%
-77.74%
MMAT
LUMN

Volatility

MMAT vs. LUMN - Volatility Comparison

The current volatility for Meta Materials Inc. (MMAT) is 0.00%, while Lumen Technologies, Inc. (LUMN) has a volatility of 20.20%. This indicates that MMAT experiences smaller price fluctuations and is considered to be less risky than LUMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%700.00%SeptemberOctoberNovemberDecember2025February0
20.20%
MMAT
LUMN

Financials

MMAT vs. LUMN - Financials Comparison

This section allows you to compare key financial metrics between Meta Materials Inc. and Lumen Technologies, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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