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

Correlation

The correlation between NGNE and META is 0.18, 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.


-0.50.00.51.00.2

Performance

NGNE vs. META - Performance Comparison

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

-50.00%0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
-50.34%
29.69%
NGNE
META

Key characteristics

Sharpe Ratio

NGNE:

-0.35

META:

1.50

Sortino Ratio

NGNE:

0.24

META:

1.99

Omega Ratio

NGNE:

1.04

META:

1.27

Calmar Ratio

NGNE:

-0.43

META:

2.47

Martin Ratio

NGNE:

-0.99

META:

7.45

Ulcer Index

NGNE:

42.02%

META:

6.10%

Daily Std Dev

NGNE:

117.98%

META:

30.37%

Max Drawdown

NGNE:

-98.18%

META:

-76.74%

Current Drawdown

NGNE:

-96.08%

META:

-7.21%

Fundamentals

Market Cap

NGNE:

$593.14M

META:

$1.73T

EPS

NGNE:

-$3.66

META:

$23.86

Total Revenue (TTM)

NGNE:

$925.00K

META:

$164.50B

Gross Profit (TTM)

NGNE:

-$15.64M

META:

$134.34B

EBITDA (TTM)

NGNE:

-$53.17M

META:

$81.63B

Returns By Period

In the year-to-date period, NGNE achieves a -24.06% return, which is significantly lower than META's 16.74% return. Over the past 10 years, NGNE has underperformed META with an annualized return of -21.83%, while META has yielded a comparatively higher 24.28% annualized return.


NGNE

YTD

-24.06%

1M

8.84%

6M

-50.31%

1Y

-42.69%

5Y*

-39.06%

10Y*

-21.83%

META

YTD

16.74%

1M

9.63%

6M

29.69%

1Y

41.00%

5Y*

26.77%

10Y*

24.28%

*Annualized

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Risk-Adjusted Performance

NGNE vs. META — Risk-Adjusted Performance Rank

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

NGNE
The Risk-Adjusted Performance Rank of NGNE is 3030
Overall Rank
The Sharpe Ratio Rank of NGNE is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of NGNE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of NGNE is 4040
Omega Ratio Rank
The Calmar Ratio Rank of NGNE is 2121
Calmar Ratio Rank
The Martin Ratio Rank of NGNE is 2323
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 8585
Overall Rank
The Sharpe Ratio Rank of META is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 8080
Sortino Ratio Rank
The Omega Ratio Rank of META is 8080
Omega Ratio Rank
The Calmar Ratio Rank of META is 9393
Calmar Ratio Rank
The Martin Ratio Rank of META is 8787
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.

NGNE vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neurogene Inc (NGNE) 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.


Sharpe ratio
The chart of Sharpe ratio for NGNE, currently valued at -0.35, compared to the broader market-2.000.002.00-0.351.50
The chart of Sortino ratio for NGNE, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.006.000.241.99
The chart of Omega ratio for NGNE, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.27
The chart of Calmar ratio for NGNE, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.432.47
The chart of Martin ratio for NGNE, currently valued at -0.99, compared to the broader market-10.000.0010.0020.0030.00-0.997.45
NGNE
META

The current NGNE Sharpe Ratio is -0.35, which is lower than the META Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of NGNE 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
-0.35
1.50
NGNE
META

Dividends

NGNE vs. META - Dividend Comparison

NGNE has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.22%.


TTM2024
NGNE
Neurogene Inc
0.00%0.00%
META
Meta Platforms, Inc.
0.22%0.34%

Drawdowns

NGNE vs. META - Drawdown Comparison

The maximum NGNE drawdown since its inception was -98.18%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for NGNE and META. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-96.08%
-7.21%
NGNE
META

Volatility

NGNE vs. META - Volatility Comparison

Neurogene Inc (NGNE) has a higher volatility of 29.28% compared to Meta Platforms, Inc. (META) at 6.07%. This indicates that NGNE'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.


0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
29.28%
6.07%
NGNE
META

Financials

NGNE vs. META - Financials Comparison

This section allows you to compare key financial metrics between Neurogene 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.


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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