MORN vs. META
Compare and contrast key facts about Morningstar, Inc. (MORN) and Meta Platforms, Inc. (META).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MORN or META.
Key characteristics
| MORN | META | |
|---|---|---|
| YTD Return | 20.48% | 63.55% |
| 1Y Return | 28.27% | 73.99% |
| 3Y Return (Ann) | 3.53% | 18.59% |
| 5Y Return (Ann) | 17.89% | 24.36% |
| 10Y Return (Ann) | 18.42% | 22.85% |
| Sharpe Ratio | 1.32 | 2.00 |
| Sortino Ratio | 2.11 | 2.92 |
| Omega Ratio | 1.26 | 1.40 |
| Calmar Ratio | 1.30 | 3.91 |
| Martin Ratio | 6.42 | 12.15 |
| Ulcer Index | 4.34% | 5.94% |
| Daily Std Dev | 21.16% | 36.01% |
| Max Drawdown | -67.92% | -76.74% |
| Current Drawdown | -2.16% | -3.15% |
Fundamentals
| MORN | META | |
|---|---|---|
| Market Cap | $15.03B | $1.47T |
| EPS | $7.57 | $21.23 |
| PE Ratio | 46.31 | 27.55 |
| PEG Ratio | 0.00 | 0.94 |
| Total Revenue (TTM) | $2.23B | $156.23B |
| Gross Profit (TTM) | $1.21B | $127.21B |
| EBITDA (TTM) | $634.40M | $78.34B |
Correlation
The correlation between MORN and META 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.
Performance
MORN vs. META - Performance Comparison
In the year-to-date period, MORN achieves a 20.48% return, which is significantly lower than META's 63.55% return. Over the past 10 years, MORN has underperformed META with an annualized return of 18.42%, while META has yielded a comparatively higher 22.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MORN vs. META - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar, Inc. (MORN) and Meta Platforms, Inc. (META). 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.
Dividends
MORN vs. META - Dividend Comparison
MORN's dividend yield for the trailing twelve months is around 0.47%, more than META's 0.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MORN Morningstar, Inc. | 0.47% | 0.52% | 0.66% | 0.28% | 0.65% | 0.74% | 0.91% | 0.95% | 1.20% | 0.95% | 1.05% | 0.48% |
META Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MORN vs. META - Drawdown Comparison
The maximum MORN drawdown since its inception was -67.92%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for MORN and META. For additional features, visit the drawdowns tool.
Volatility
MORN vs. META - Volatility Comparison
The current volatility for Morningstar, Inc. (MORN) is 5.31%, while Meta Platforms, Inc. (META) has a volatility of 7.76%. This indicates that MORN experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MORN vs. META - Financials Comparison
This section allows you to compare key financial metrics between Morningstar, Inc. and Meta Platforms, 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.
Total Revenue: Total amount of money received from sales and other business activities