PARA vs. META
Compare and contrast key facts about Paramount Global Class B (PARA) and Meta Platforms, Inc. (META).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PARA or META.
Performance
PARA vs. META - Performance Comparison
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
-27.25%
1.53%
-10.87%
-18.17%
-20.73%
-13.20%
META
57.10%
-3.83%
18.48%
65.97%
23.08%
22.46%
Fundamentals
PARA | META | |
---|---|---|
Market Cap | $8.06B | $1.47T |
EPS | -$9.06 | $21.23 |
PEG Ratio | 0.29 | 0.94 |
Total Revenue (TTM) | $28.87B | $156.23B |
Gross Profit (TTM) | $8.65B | $127.21B |
EBITDA (TTM) | $1.27B | $78.34B |
Key characteristics
PARA | META | |
---|---|---|
Sharpe Ratio | -0.28 | 1.83 |
Sortino Ratio | -0.07 | 2.71 |
Omega Ratio | 0.99 | 1.37 |
Calmar Ratio | -0.17 | 3.60 |
Martin Ratio | -0.52 | 11.12 |
Ulcer Index | 29.76% | 5.97% |
Daily Std Dev | 54.44% | 36.30% |
Max Drawdown | -90.05% | -76.74% |
Current Drawdown | -88.37% | -6.97% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities