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

Performance

PARA vs. META - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-11.45%
19.55%
PARA
META

Returns By Period

In the year-to-date period, PARA achieves a -27.25% return, which is significantly lower than META's 57.10% return. Over the past 10 years, PARA has underperformed META with an annualized return of -13.20%, while META has yielded a comparatively higher 22.46% annualized return.


PARA

YTD

-27.25%

1M

1.53%

6M

-10.87%

1Y

-18.17%

5Y (annualized)

-20.73%

10Y (annualized)

-13.20%

META

YTD

57.10%

1M

-3.83%

6M

18.48%

1Y

65.97%

5Y (annualized)

23.08%

10Y (annualized)

22.46%

Fundamentals


PARAMETA
Market Cap$8.06B$1.47T
EPS-$9.06$21.23
PEG Ratio0.290.94
Total Revenue (TTM)$28.87B$156.23B
Gross Profit (TTM)$8.65B$127.21B
EBITDA (TTM)$1.27B$78.34B

Key characteristics


PARAMETA
Sharpe Ratio-0.281.83
Sortino Ratio-0.072.71
Omega Ratio0.991.37
Calmar Ratio-0.173.60
Martin Ratio-0.5211.12
Ulcer Index29.76%5.97%
Daily Std Dev54.44%36.30%
Max Drawdown-90.05%-76.74%
Current Drawdown-88.37%-6.97%

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Correlation

-0.50.00.51.00.3

The correlation between PARA and META is 0.26, 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.

Risk-Adjusted Performance

PARA vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paramount Global Class B (PARA) 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 PARA, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.00-0.281.83
The chart of Sortino ratio for PARA, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.072.71
The chart of Omega ratio for PARA, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.37
The chart of Calmar ratio for PARA, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.173.60
The chart of Martin ratio for PARA, currently valued at -0.52, compared to the broader market-10.000.0010.0020.0030.00-0.5211.12
PARA
META

The current PARA Sharpe Ratio is -0.28, which is lower than the META Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of PARA 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.28
1.83
PARA
META

Dividends

PARA vs. META - Dividend Comparison

PARA's dividend yield for the trailing twelve months is around 1.89%, more than META's 0.27% yield.


TTM20232022202120202019201820172016201520142013
PARA
Paramount Global Class B
1.89%2.64%5.69%3.18%2.58%1.86%1.65%1.22%1.04%1.27%0.98%0.75%
META
Meta Platforms, Inc.
0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PARA vs. META - Drawdown Comparison

The maximum PARA drawdown since its inception was -90.05%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for PARA and META. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-88.37%
-6.97%
PARA
META

Volatility

PARA vs. META - Volatility Comparison

Paramount Global Class B (PARA) has a higher volatility of 10.18% compared to Meta Platforms, Inc. (META) at 8.77%. This indicates that PARA'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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.18%
8.77%
PARA
META

Financials

PARA vs. META - Financials Comparison

This section allows you to compare key financial metrics between Paramount Global Class B 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