MORN vs. META

Last updated Apr 1, 2026

Compare and contrast key facts about Morningstar, Inc. (MORN) and Meta Platforms, Inc. (META).

Performance

MORN vs. META - Performance Comparison

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

MORN vs. META - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MORN Morningstar, Inc.	-22.03%	-35.05%	18.29%	33.10%	-36.31%	48.23%	54.54%	38.93%	14.34%	33.38%
META Meta Platforms, Inc.	-13.25%	13.09%	66.05%	194.13%	-64.22%	23.13%	33.09%	56.57%	-25.71%	53.38%

Fundamentals

Market Cap MORN : $6.88B META : $1.47T
EPS MORN : $8.90 META : $23.51
PE Ratio MORN : 18.99 META : 24.34
PEG Ratio MORN : 0.38 META : 1.00
PS Ratio MORN : 2.89 META : 7.32
PB Ratio MORN : 5.63 META : 6.78
Total Revenue (TTM) MORN : $2.46B META : $200.97B
Gross Profit (TTM) MORN : $1.32B META : $164.79B
EBITDA (TTM) MORN : $710.30M META : $104.55B

Returns By Period

In the year-to-date period, MORN achieves a -22.03% return, which is significantly lower than META's -13.25% return. Over the past 10 years, MORN has underperformed META with an annualized return of 7.41%, while META has yielded a comparatively higher 17.39% annualized return.

MORN

• 1D: 2.66%
• 1M: -7.69%
• YTD: -22.03%
• 6M: -26.82%
• 1Y: -43.21%
• 3Y*: -5.31%
• 5Y*: -5.64%
• 10Y*: 7.41%

META

• 1D: 6.67%
• 1M: -11.66%
• YTD: -13.25%
• 6M: -21.96%
• 1Y: -0.42%
• 3Y*: 39.60%
• 5Y*: 14.06%
• 10Y*: 17.39%

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

Return for Risk

MORN vs. META — Risk / Return Rank

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

MORN

MORN Risk / Return Rank: 5
MORN Sharpe Ratio Rank: 1
MORN Sortino Ratio Rank: 2
MORN Omega Ratio Rank: 3
MORN Calmar Ratio Rank: 11
MORN Martin Ratio Rank: 8

META

META Risk / Return Rank: 40
META Sharpe Ratio Rank: 41
META Sortino Ratio Rank: 38
META Omega Ratio Rank: 37
META Calmar Ratio Rank: 42
META Martin Ratio Rank: 41

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.

MORN vs. META - Risk-Adjusted Trends 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.

	MORN	META	Difference
Sharpe ratio Return per unit of total volatility	-1.37	-0.01	-1.36
Sortino ratio Return per unit of downside risk	-2.08	0.29	-2.36
Omega ratio Gain probability vs. loss probability	0.74	1.04	-0.29
Calmar ratio Return relative to maximum drawdown	-0.84	-0.01	-0.82
Martin ratio Return relative to average drawdown	-1.58	-0.04	-1.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MORN vs. META - Sharpe Ratio Comparison

The current MORN Sharpe Ratio is -1.37, which is lower than the META Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of MORN and META, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MORN	META	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.37	-0.01	-1.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	0.32	-0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.45	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.55	-0.16

Correlation

The correlation between MORN and META is 0.32, 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.

Dividends

MORN vs. META - Dividend Comparison

MORN's dividend yield for the trailing twelve months is around 1.10%, more than META's 0.37% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MORN Morningstar, Inc.	1.10%	0.84%	0.48%	0.52%	0.66%	0.28%	0.65%	0.74%	0.91%	0.95%	1.20%	0.95%
META Meta Platforms, Inc.	0.37%	0.32%	0.34%	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.

Drawdown Indicators

	MORN	META	Difference
Max Drawdown Largest peak-to-trough decline	-67.92%	-76.74%	+8.82%
Max Drawdown (1Y) Largest decline over 1 year	-50.65%	-33.30%	-17.35%
Max Drawdown (5Y) Largest decline over 5 years	-56.70%	-76.74%	+20.04%
Max Drawdown (10Y) Largest decline over 10 years	-56.70%	-76.74%	+20.04%
Current Drawdown Current decline from peak	-52.47%	-27.41%	-25.06%
Average Drawdown Average peak-to-trough decline	-18.05%	-15.19%	-2.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.90%	13.13%	+13.77%

Volatility

MORN vs. META - Volatility Comparison

The current volatility for Morningstar, Inc. (MORN) is 11.66%, while Meta Platforms, Inc. (META) has a volatility of 13.64%. 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.

Volatility by Period

	MORN	META	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.66%	13.64%	-1.98%
Volatility (6M) Calculated over the trailing 6-month period	24.03%	26.73%	-2.70%
Volatility (1Y) Calculated over the trailing 1-year period	31.71%	39.91%	-8.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.60%	43.77%	-14.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.02%	38.46%	-11.44%

Financials

MORN vs. META - Profitability Comparison

The chart below illustrates the profitability comparison between Morningstar, Inc. and Meta Platforms, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

MORN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Morningstar, Inc. reported a gross profit of 214.70M and revenue of 653.80M. Therefore, the gross margin over that period was 32.8%.

META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Meta Platforms, Inc. reported a gross profit of 48.99B and revenue of 59.89B. Therefore, the gross margin over that period was 81.8%.

MORN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Morningstar, Inc. reported an operating income of 147.40M and revenue of 653.80M, resulting in an operating margin of 22.6%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Meta Platforms, Inc. reported an operating income of 24.75B and revenue of 59.89B, resulting in an operating margin of 41.3%.

MORN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Morningstar, Inc. reported a net income of 115.10M and revenue of 653.80M, resulting in a net margin of 17.6%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Meta Platforms, Inc. reported a net income of 22.77B and revenue of 59.89B, resulting in a net margin of 38.0%.