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

Performance

PERI vs. META - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-27.54%
17.15%
PERI
META

Returns By Period

In the year-to-date period, PERI achieves a -72.40% return, which is significantly lower than META's 58.44% return. Over the past 10 years, PERI has underperformed META with an annualized return of -6.41%, while META has yielded a comparatively higher 22.23% annualized return.


PERI

YTD

-72.40%

1M

6.63%

6M

-27.55%

1Y

-70.53%

5Y (annualized)

11.09%

10Y (annualized)

-6.41%

META

YTD

58.44%

1M

-0.81%

6M

17.15%

1Y

64.23%

5Y (annualized)

23.09%

10Y (annualized)

22.23%

Fundamentals


PERIMETA
Market Cap$398.32M$1.43T
EPS$0.92$21.21
PE Ratio9.1526.66
PEG Ratio0.340.91
Total Revenue (TTM)$470.91M$156.23B
Gross Profit (TTM)$142.89M$127.21B
EBITDA (TTM)$25.70M$77.82B

Key characteristics


PERIMETA
Sharpe Ratio-1.081.77
Sortino Ratio-1.612.65
Omega Ratio0.691.36
Calmar Ratio-0.853.49
Martin Ratio-1.2110.72
Ulcer Index58.30%5.99%
Daily Std Dev65.41%36.21%
Max Drawdown-95.14%-76.74%
Current Drawdown-80.68%-6.18%

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Correlation

-0.50.00.51.00.3

The correlation between PERI and META is 0.27, 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

PERI vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Perion Network Ltd. (PERI) 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 PERI, currently valued at -1.08, compared to the broader market-4.00-2.000.002.004.00-1.081.77
The chart of Sortino ratio for PERI, currently valued at -1.61, compared to the broader market-4.00-2.000.002.004.00-1.612.65
The chart of Omega ratio for PERI, currently valued at 0.69, compared to the broader market0.501.001.502.000.691.36
The chart of Calmar ratio for PERI, currently valued at -0.85, compared to the broader market0.002.004.006.00-0.853.49
The chart of Martin ratio for PERI, currently valued at -1.21, compared to the broader market0.0010.0020.0030.00-1.2110.72
PERI
META

The current PERI Sharpe Ratio is -1.08, which is lower than the META Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of PERI 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
-1.08
1.77
PERI
META

Dividends

PERI vs. META - Dividend Comparison

PERI has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.27%.


TTM
PERI
Perion Network Ltd.
0.00%
META
Meta Platforms, Inc.
0.27%

Drawdowns

PERI vs. META - Drawdown Comparison

The maximum PERI drawdown since its inception was -95.14%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for PERI and META. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-80.68%
-6.18%
PERI
META

Volatility

PERI vs. META - Volatility Comparison

Perion Network Ltd. (PERI) has a higher volatility of 10.48% compared to Meta Platforms, Inc. (META) at 8.23%. This indicates that PERI'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%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
10.48%
8.23%
PERI
META

Financials

PERI vs. META - Financials Comparison

This section allows you to compare key financial metrics between Perion Network Ltd. 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