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SIGA vs. META
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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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SIGA vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIGA
SIGA Technologies, Inc.
-12.44%12.27%15.21%-17.64%4.16%3.44%52.41%-39.62%62.89%68.40%
META
Meta Platforms, Inc.
-13.25%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Fundamentals

EPS

SIGA:

$0.49

META:

$23.51

PE Ratio

SIGA:

10.97

META:

24.34

PS Ratio

SIGA:

2.70

META:

7.32

Total Revenue (TTM)

SIGA:

$94.58M

META:

$200.97B

Gross Profit (TTM)

SIGA:

$64.07M

META:

$164.79B

EBITDA (TTM)

SIGA:

$27.58M

META:

$104.55B

Returns By Period

In the year-to-date period, SIGA achieves a -12.44% return, which is significantly higher than META's -13.25% return. Over the past 10 years, SIGA has outperformed META with an annualized return of 32.44%, while META has yielded a comparatively lower 17.39% annualized return.


SIGA

1D
1.71%
1M
-17.31%
YTD
-12.44%
6M
-41.53%
1Y
7.81%
3Y*
6.09%
5Y*
1.99%
10Y*
32.44%

META

1D
6.67%
1M
-11.66%
YTD
-13.25%
6M
-21.96%
1Y
-0.42%
3Y*
39.60%
5Y*
14.06%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SIGA vs. META — Risk / Return Rank

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

SIGA
SIGA Risk / Return Rank: 4545
Overall Rank
SIGA Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SIGA Sortino Ratio Rank: 4444
Sortino Ratio Rank
SIGA Omega Ratio Rank: 4545
Omega Ratio Rank
SIGA Calmar Ratio Rank: 4545
Calmar Ratio Rank
SIGA Martin Ratio Rank: 4646
Martin Ratio Rank

META
META Risk / Return Rank: 4040
Overall Rank
META Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
META Sortino Ratio Rank: 3838
Sortino Ratio Rank
META Omega Ratio Rank: 3737
Omega Ratio Rank
META Calmar Ratio Rank: 4242
Calmar Ratio Rank
META Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SIGA vs. META - Risk-Adjusted Trends 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.


SIGAMETADifference

Sharpe ratio

Return per unit of total volatility

0.16

-0.01

+0.17

Sortino ratio

Return per unit of downside risk

0.58

0.29

+0.30

Omega ratio

Gain probability vs. loss probability

1.08

1.04

+0.04

Calmar ratio

Return relative to maximum drawdown

0.13

-0.01

+0.15

Martin ratio

Return relative to average drawdown

0.29

-0.04

+0.33

SIGA vs. META - Sharpe Ratio Comparison

The current SIGA Sharpe Ratio is 0.16, which is higher than the META Sharpe Ratio of -0.01. 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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Sharpe Ratios by Period


SIGAMETADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

-0.01

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.32

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.45

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.55

-0.54

Correlation

The correlation between SIGA and META is 0.18, 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.


Dividends

SIGA vs. META - Dividend Comparison

SIGA's dividend yield for the trailing twelve months is around 11.21%, more than META's 0.37% yield.


TTM2025202420232022
SIGA
SIGA Technologies, Inc.
11.21%9.82%9.98%8.04%6.11%
META
Meta Platforms, Inc.
0.37%0.32%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.


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Drawdown Indicators


SIGAMETADifference

Max Drawdown

Largest peak-to-trough decline

-98.01%

-76.74%

-21.27%

Max Drawdown (1Y)

Largest decline over 1 year

-48.73%

-33.30%

-15.43%

Max Drawdown (5Y)

Largest decline over 5 years

-82.12%

-76.74%

-5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-82.12%

-76.74%

-5.38%

Current Drawdown

Current decline from peak

-73.75%

-27.41%

-46.34%

Average Drawdown

Average peak-to-trough decline

-66.87%

-15.19%

-51.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.43%

13.13%

+9.30%

Volatility

SIGA vs. META - Volatility Comparison

SIGA Technologies, Inc. (SIGA) has a higher volatility of 17.15% compared to Meta Platforms, Inc. (META) at 13.64%. This indicates that SIGA'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.


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Volatility by Period


SIGAMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

17.15%

13.64%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

34.94%

26.73%

+8.21%

Volatility (1Y)

Calculated over the trailing 1-year period

49.88%

39.91%

+9.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.80%

43.77%

+25.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.70%

38.46%

+27.24%

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


0.0010.00B20.00B30.00B40.00B50.00B60.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.80M
59.89B
(SIGA) Total Revenue
(META) Total Revenue
Values in USD except per share items