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NPO vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NPO vs. META - Performance Comparison

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

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Returns By Period

In the year-to-date period, NPO achieves a 81.44% return, which is significantly higher than META's -14.42% return. Over the past 10 years, NPO has outperformed META with an annualized return of 25.48%, while META has yielded a comparatively lower 17.64% annualized return.


NPO

1D
2.11%
1M
25.89%
YTD
81.44%
6M
77.60%
1Y
113.21%
3Y*
46.51%
5Y*
33.22%
10Y*
25.48%

META

1D
-2.32%
1M
-7.51%
YTD
-14.42%
6M
-14.61%
1Y
-17.09%
3Y*
25.36%
5Y*
10.80%
10Y*
17.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NPO vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NPO
EnPro Industries, Inc.
81.44%24.95%10.85%45.63%-0.19%47.48%15.05%13.05%-34.87%40.54%
META
Meta Platforms, Inc.
-14.42%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between NPO and META is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.26

Fundamentals

EPS

NPO:

$2.73

META:

$27.47

PE Ratio

NPO:

142.02

META:

20.53

PEG Ratio

NPO:

5.22

META:

0.85

PS Ratio

NPO:

5.25

META:

6.74

Total Revenue (TTM)

NPO:

$1.17B

META:

$214.96B

Gross Profit (TTM)

NPO:

$499.30M

META:

$176.14B

EBITDA (TTM)

NPO:

$127.70M

META:

$106.31B

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Return for Risk

NPO vs. META — Risk / Return Rank

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

NPO
NPO Risk / Return Rank: 9595
Overall Rank
NPO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NPO Sortino Ratio Rank: 9494
Sortino Ratio Rank
NPO Omega Ratio Rank: 9292
Omega Ratio Rank
NPO Calmar Ratio Rank: 9797
Calmar Ratio Rank
NPO Martin Ratio Rank: 9797
Martin Ratio Rank

META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 2020
Martin Ratio Rank
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.

NPO vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EnPro Industries, Inc. (NPO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NPOMETADifference
Sharpe ratioReturn per unit of total volatility

+3.74

Sortino ratioReturn per unit of downside risk

+4.19

Omega ratioGain probability vs. loss probability

1.45

0.94

+0.51

Calmar ratioReturn relative to maximum drawdown

8.46

-0.52

+8.98

Martin ratioReturn relative to average drawdown

22.64

-1.04

+23.68

NPO vs. META - Sharpe Ratio Comparison

The current NPO Sharpe Ratio is 3.27, which is higher than the META Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of NPO and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NPO vs. META - Drawdown Comparison

The maximum NPO drawdown since its inception was -73.26%, roughly equal to the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for NPO and META.


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Drawdown Indicators


NPOMETADifference

Max Drawdown

Largest peak-to-trough decline

-73.26%

-76.74%

+3.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-33.30%

+19.85%

Max Drawdown (3Y)

Largest decline over 3 years

-33.72%

-34.15%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-33.80%

-76.74%

+42.94%

Max Drawdown (10Y)

Largest decline over 10 years

-65.78%

-76.74%

+10.96%

Current Drawdown

Current decline from peak

0.00%

-28.39%

+28.39%

Average Drawdown

Average peak-to-trough decline

-19.93%

-15.84%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

16.48%

-11.46%

Volatility

NPO vs. META - Volatility Comparison

The current volatility for EnPro Industries, Inc. (NPO) is 10.17%, while Meta Platforms, Inc. (META) has a volatility of 12.93%. This indicates that NPO 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.


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Volatility by Period


NPOMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.17%

12.93%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

25.87%

27.95%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

34.91%

36.25%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.05%

44.18%

-9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.57%

38.77%

-1.20%

Dividends

NPO vs. META - Dividend Comparison

NPO's dividend yield for the trailing twelve months is around 0.33%, less than META's 0.38% yield.


PositionTTM20252024202320222021202020192018201720162015
META
Meta Platforms, Inc.
0.38%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NPO
EnPro Industries, Inc.
0.33%0.58%0.70%0.74%1.03%0.98%1.38%1.50%1.60%0.94%1.25%1.82%

Financials

NPO vs. META - Financials Comparison

This section allows you to compare key financial metrics between EnPro Industries, 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B20222023202420252026
303.00M
56.31B
(NPO) Total Revenue
(META) Total Revenue
Values in USD except per share items

NPO vs. META - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20222023202420252026
42.9%
81.9%
Portfolio components
NPO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EnPro Industries, Inc. reported a gross profit of 130.00M and revenue of 303.00M. Therefore, the gross margin over that period was 42.9%.

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%.

NPO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EnPro Industries, Inc. reported an operating income of 43.50M and revenue of 303.00M, resulting in an operating margin of 14.4%.

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%.

NPO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EnPro Industries, Inc. reported a net income of 27.40M and revenue of 303.00M, resulting in a net margin of 9.0%.

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


NPO and META have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

META has higher volatility (12.93%) compared to NPO (10.17%). In terms of maximum drawdown, NPO dropped -73.26% vs META's -76.74%.

NPO currently has the higher Sharpe Ratio (3.27 vs -0.47), 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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