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

Correlation

The correlation between SIGA 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.


Performance

SIGA vs. META - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SIGA:

-0.29

META:

0.70

Sortino Ratio

SIGA:

-0.43

META:

1.26

Omega Ratio

SIGA:

0.94

META:

1.16

Calmar Ratio

SIGA:

-0.52

META:

0.79

Martin Ratio

SIGA:

-1.03

META:

2.47

Ulcer Index

SIGA:

39.10%

META:

10.93%

Daily Std Dev

SIGA:

67.39%

META:

36.15%

Max Drawdown

SIGA:

-98.01%

META:

-76.74%

Current Drawdown

SIGA:

-72.22%

META:

-19.50%

Fundamentals

Market Cap

SIGA:

$404.36M

META:

$1.49T

EPS

SIGA:

$0.82

META:

$25.60

PE Ratio

SIGA:

6.90

META:

23.14

PEG Ratio

SIGA:

0.00

META:

1.98

PS Ratio

SIGA:

2.91

META:

8.83

PB Ratio

SIGA:

1.80

META:

8.11

Total Revenue (TTM)

SIGA:

$113.29M

META:

$170.36B

Gross Profit (TTM)

SIGA:

$81.88M

META:

$139.27B

EBITDA (TTM)

SIGA:

$58.98M

META:

$86.47B

Returns By Period

In the year-to-date period, SIGA achieves a 4.00% return, which is significantly higher than META's 1.28% return. Over the past 10 years, SIGA has underperformed META with an annualized return of 14.19%, while META has yielded a comparatively higher 22.54% annualized return.


SIGA

YTD

4.00%

1M

5.59%

6M

-17.43%

1Y

-16.21%

5Y*

5.68%

10Y*

14.19%

META

YTD

1.28%

1M

8.46%

6M

0.71%

1Y

24.87%

5Y*

22.88%

10Y*

22.54%

*Annualized

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Risk-Adjusted Performance

SIGA vs. META — Risk-Adjusted Performance Rank

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

SIGA
The Risk-Adjusted Performance Rank of SIGA is 2626
Overall Rank
The Sharpe Ratio Rank of SIGA is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SIGA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SIGA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SIGA is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SIGA is 2626
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 7575
Overall Rank
The Sharpe Ratio Rank of META is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 7272
Sortino Ratio Rank
The Omega Ratio Rank of META is 7171
Omega Ratio Rank
The Calmar Ratio Rank of META is 8080
Calmar Ratio Rank
The Martin Ratio Rank of META is 7676
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.

SIGA vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SIGA Technologies, Inc. (SIGA) 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 current SIGA Sharpe Ratio is -0.29, which is lower than the META Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SIGA 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.


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Dividends

SIGA vs. META - Dividend Comparison

SIGA's dividend yield for the trailing twelve months is around 10.60%, more than META's 0.34% yield.


TTM202420232022
SIGA
SIGA Technologies, Inc.
10.60%9.98%8.04%6.11%
META
Meta Platforms, Inc.
0.34%0.34%0.00%0.00%

Drawdowns

SIGA vs. META - Drawdown Comparison

The maximum SIGA drawdown since its inception was -98.01%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for SIGA and META. For additional features, visit the drawdowns tool.


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Volatility

SIGA vs. META - Volatility Comparison

The current volatility for SIGA Technologies, Inc. (SIGA) is 12.25%, while Meta Platforms, Inc. (META) has a volatility of 13.21%. This indicates that SIGA 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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Financials

SIGA vs. META - Financials Comparison

This section allows you to compare key financial metrics between SIGA Technologies, 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


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
81.47M
42.31B
(SIGA) Total Revenue
(META) Total Revenue
Values in USD except per share items

SIGA vs. META - Profitability Comparison

The chart below illustrates the profitability comparison between SIGA Technologies, 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

-20.0%0.0%20.0%40.0%60.0%80.0%20212022202320242025
78.6%
82.1%
(SIGA) Gross Margin
(META) Gross Margin
SIGA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SIGA Technologies, Inc. reported a gross profit of 63.99M and revenue of 81.47M. Therefore, the gross margin over that period was 78.6%.

META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Meta Platforms, Inc. reported a gross profit of 34.74B and revenue of 42.31B. Therefore, the gross margin over that period was 82.1%.

SIGA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SIGA Technologies, Inc. reported an operating income of 57.09M and revenue of 81.47M, resulting in an operating margin of 70.1%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Meta Platforms, Inc. reported an operating income of 17.56B and revenue of 42.31B, resulting in an operating margin of 41.5%.

SIGA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SIGA Technologies, Inc. reported a net income of 45.76M and revenue of 81.47M, resulting in a net margin of 56.2%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Meta Platforms, Inc. reported a net income of 16.64B and revenue of 42.31B, resulting in a net margin of 39.3%.