MORN vs. META
MORN (Morningstar, Inc.) and META (Meta Platforms, Inc.) are both stocks. MORN operates in Financial Data & Stock Exchanges (Financial Services), while META operates in Internet Content & Information (Communication Services). Over the past 10 years, MORN returned 8.87%/yr vs 18.15%/yr for META. At a 0.31 correlation, their price movements are largely independent.
Performance
MORN vs. META - Performance Comparison
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Returns By Period
In the year-to-date period, MORN achieves a -16.39% return, which is significantly lower than META's -5.54% return. Over the past 10 years, MORN has underperformed META with an annualized return of 8.87%, while META has yielded a comparatively higher 18.15% annualized return.
MORN
- 1D
- -2.51%
- 1M
- 7.79%
- YTD
- -16.39%
- 6M
- -16.61%
- 1Y
- -40.85%
- 3Y*
- -3.67%
- 5Y*
- -4.40%
- 10Y*
- 8.87%
META
- 1D
- 4.24%
- 1M
- 2.06%
- YTD
- -5.54%
- 6M
- -2.44%
- 1Y
- -6.29%
- 3Y*
- 32.06%
- 5Y*
- 13.70%
- 10Y*
- 18.15%
MORN vs. META - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MORN Morningstar, Inc. | -16.39% | -35.05% | 18.29% | 33.10% | -36.31% | 48.23% | 54.54% | 38.93% | 14.34% | 33.38% |
META Meta Platforms, Inc. | -5.54% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
Correlation
The correlation between MORN and META is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 21, 2012 | 0.31 |
Over the past year, the correlation between MORN and META has dropped to 0.09 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
MORN:
$7.10B
META:
$1.60T
MORN:
$9.74
META:
$27.47
MORN:
18.55
META:
22.68
MORN:
0.37
META:
0.93
MORN:
2.98
META:
7.45
MORN:
6.97
META:
6.55
MORN:
$2.51B
META:
$214.96B
MORN:
$1.55B
META:
$176.14B
MORN:
$743.90M
META:
$106.31B
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Return for Risk
MORN vs. META — Risk / Return Rank
MORN
META
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 ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.00 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | -0.19 | -0.62 |
| Martin ratioReturn relative to average drawdown | -1.26 | -0.41 | -0.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MORN | META | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.20 | -0.18 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.31 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.47 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.56 | -0.17 |
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.
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Drawdown Indicators
| MORN | META | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -56.70% | -34.15% | -22.55% |
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 DrawdownCurrent decline from peak | -49.03% | -20.96% | -28.07% |
Average DrawdownAverage peak-to-trough decline | -18.32% | -15.25% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.33% | 15.47% | +16.86% |
Volatility
MORN vs. META - Volatility Comparison
Morningstar, Inc. (MORN) has a higher volatility of 14.70% compared to Meta Platforms, Inc. (META) at 8.84%. This indicates that MORN's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MORN | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.70% | 8.84% | +5.86% |
Volatility (6M)Calculated over the trailing 6-month period | 30.45% | 26.58% | +3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.21% | 35.23% | -1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.66% | 43.99% | -13.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.73% | 38.64% | -10.91% |
Dividends
MORN vs. META - Dividend Comparison
MORN's dividend yield for the trailing twelve months is around 1.06%, more than META's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.34% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MORN Morningstar, Inc. | 1.06% | 0.84% | 0.48% | 0.52% | 0.66% | 0.28% | 0.65% | 0.74% | 0.91% | 0.95% | 1.20% | 0.95% |
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
MORN vs. META - Profitability Comparison
MORN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported a gross profit of 405.90M and revenue of 644.80M. Therefore, the gross margin over that period was 63.0%.
META - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
MORN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported an operating income of 900.00K and revenue of 644.80M, resulting in an operating margin of 0.1%.
META - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.
MORN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported a net income of 107.10M and revenue of 644.80M, resulting in a net margin of 16.6%.
META - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.
Frequently Asked Questions
MORN and META have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MORN has higher volatility (14.70%) compared to META (8.84%). In terms of maximum drawdown, MORN dropped -67.92% vs META's -76.74%.
META currently has the higher Sharpe Ratio (-0.18 vs -1.20), 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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