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

Correlation

The correlation between SACH and META is 0.11, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

SACH vs. META - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-54.18%
-13.40%
SACH
META

Key characteristics

Sharpe Ratio

SACH:

-1.20

META:

-0.00

Sortino Ratio

SACH:

-2.32

META:

0.22

Omega Ratio

SACH:

0.73

META:

1.03

Calmar Ratio

SACH:

-0.87

META:

-0.00

Martin Ratio

SACH:

-1.57

META:

-0.00

Ulcer Index

SACH:

43.14%

META:

8.62%

Daily Std Dev

SACH:

56.44%

META:

33.29%

Max Drawdown

SACH:

-77.25%

META:

-76.74%

Current Drawdown

SACH:

-75.87%

META:

-31.42%

Fundamentals

Market Cap

SACH:

$49.20M

META:

$1.28T

EPS

SACH:

-$0.93

META:

$23.87

PEG Ratio

SACH:

0.13

META:

1.01

Total Revenue (TTM)

SACH:

$40.48M

META:

$128.05B

Gross Profit (TTM)

SACH:

$39.62M

META:

$104.52B

EBITDA (TTM)

SACH:

-$54.41M

META:

$63.95B

Returns By Period

In the year-to-date period, SACH achieves a -19.83% return, which is significantly lower than META's -13.72% return.


SACH

YTD

-19.83%

1M

-18.62%

6M

-54.18%

1Y

-67.23%

5Y*

-0.55%

10Y*

N/A

META

YTD

-13.72%

1M

-19.26%

6M

-15.16%

1Y

-3.94%

5Y*

24.71%

10Y*

20.02%

*Annualized

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Risk-Adjusted Performance

SACH vs. META — Risk-Adjusted Performance Rank

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

SACH
The Risk-Adjusted Performance Rank of SACH is 66
Overall Rank
The Sharpe Ratio Rank of SACH is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SACH is 22
Sortino Ratio Rank
The Omega Ratio Rank of SACH is 44
Omega Ratio Rank
The Calmar Ratio Rank of SACH is 55
Calmar Ratio Rank
The Martin Ratio Rank of SACH is 1414
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 5555
Overall Rank
The Sharpe Ratio Rank of META is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 5151
Sortino Ratio Rank
The Omega Ratio Rank of META is 5050
Omega Ratio Rank
The Calmar Ratio Rank of META is 5858
Calmar Ratio Rank
The Martin Ratio Rank of META is 5858
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.

SACH vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sachem Capital Corp. (SACH) 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.


The chart of Sharpe ratio for SACH, currently valued at -1.20, compared to the broader market-2.00-1.000.001.002.00
SACH: -1.20
META: -0.00
The chart of Sortino ratio for SACH, currently valued at -2.32, compared to the broader market-6.00-4.00-2.000.002.004.00
SACH: -2.32
META: 0.22
The chart of Omega ratio for SACH, currently valued at 0.73, compared to the broader market0.501.001.502.00
SACH: 0.73
META: 1.03
The chart of Calmar ratio for SACH, currently valued at -0.87, compared to the broader market0.001.002.003.004.00
SACH: -0.87
META: -0.00
The chart of Martin ratio for SACH, currently valued at -1.57, compared to the broader market-10.000.0010.0020.00
SACH: -1.57
META: -0.00

The current SACH Sharpe Ratio is -1.20, which is lower than the META Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of SACH 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-1.20
-0.00
SACH
META

Dividends

SACH vs. META - Dividend Comparison

SACH's dividend yield for the trailing twelve months is around 27.88%, more than META's 0.40% yield.


TTM20242023202220212020201920182017
SACH
Sachem Capital Corp.
27.88%17.78%12.83%15.76%8.22%11.54%8.29%15.60%6.60%
META
Meta Platforms, Inc.
0.40%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SACH vs. META - Drawdown Comparison

The maximum SACH drawdown since its inception was -77.25%, roughly equal to the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for SACH and META. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-75.87%
-31.42%
SACH
META

Volatility

SACH vs. META - Volatility Comparison

Sachem Capital Corp. (SACH) has a higher volatility of 27.28% compared to Meta Platforms, Inc. (META) at 15.01%. This indicates that SACH'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%25.00%30.00%NovemberDecember2025FebruaryMarchApril
27.28%
15.01%
SACH
META

Financials

SACH vs. META - Financials Comparison

This section allows you to compare key financial metrics between Sachem Capital Corp. 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