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

Performance

SPOK vs. META - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JuneJulyAugustSeptemberOctoberNovember
154.60%
1,366.90%
SPOK
META

Returns By Period

In the year-to-date period, SPOK achieves a 13.26% return, which is significantly lower than META's 58.44% return. Over the past 10 years, SPOK has underperformed META with an annualized return of 6.41%, while META has yielded a comparatively higher 22.23% annualized return.


SPOK

YTD

13.26%

1M

11.18%

6M

11.06%

1Y

0.36%

5Y (annualized)

15.06%

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


SPOKMETA
Market Cap$323.55M$1.43T
EPS$0.71$21.21
PE Ratio22.4826.66
PEG Ratio0.000.91
Total Revenue (TTM)$137.71M$156.23B
Gross Profit (TTM)$109.35M$127.21B
EBITDA (TTM)$23.69M$77.82B

Key characteristics


SPOKMETA
Sharpe Ratio0.011.77
Sortino Ratio0.232.65
Omega Ratio1.031.36
Calmar Ratio0.023.49
Martin Ratio0.0310.72
Ulcer Index11.80%5.99%
Daily Std Dev32.01%36.21%
Max Drawdown-90.60%-76.74%
Current Drawdown-3.03%-6.18%

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Correlation

-0.50.00.51.00.2

The correlation between SPOK and META is 0.17, 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

SPOK vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Spok Holdings, Inc. (SPOK) 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 SPOK, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.011.77
The chart of Sortino ratio for SPOK, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.232.65
The chart of Omega ratio for SPOK, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.36
The chart of Calmar ratio for SPOK, currently valued at 0.02, compared to the broader market0.002.004.006.000.023.49
The chart of Martin ratio for SPOK, currently valued at 0.03, compared to the broader market0.0010.0020.0030.000.0310.72
SPOK
META

The current SPOK Sharpe Ratio is 0.01, which is lower than the META Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SPOK 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.01
1.77
SPOK
META

Dividends

SPOK vs. META - Dividend Comparison

SPOK's dividend yield for the trailing twelve months is around 7.72%, more than META's 0.27% yield.


TTM20232022202120202019201820172016201520142013
SPOK
Spok Holdings, Inc.
7.72%8.09%15.29%5.36%4.49%4.09%3.77%3.19%3.61%3.41%2.88%3.50%
META
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

SPOK vs. META - Drawdown Comparison

The maximum SPOK drawdown since its inception was -90.60%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for SPOK and META. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.03%
-6.18%
SPOK
META

Volatility

SPOK vs. META - Volatility Comparison

Spok Holdings, Inc. (SPOK) and Meta Platforms, Inc. (META) have volatilities of 8.15% and 8.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
8.15%
8.23%
SPOK
META

Financials

SPOK vs. META - Financials Comparison

This section allows you to compare key financial metrics between Spok Holdings, 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


Values in USD except per share items