SPOK vs. META
Compare and contrast key facts about Spok Holdings, Inc. (SPOK) and Meta Platforms, Inc. (META).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPOK or META.
Performance
SPOK vs. META - Performance Comparison
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
13.26%
11.18%
11.06%
0.36%
15.06%
6.41%
META
58.44%
-0.81%
17.15%
64.23%
23.09%
22.23%
Fundamentals
SPOK | META | |
---|---|---|
Market Cap | $323.55M | $1.43T |
EPS | $0.71 | $21.21 |
PE Ratio | 22.48 | 26.66 |
PEG Ratio | 0.00 | 0.91 |
Total Revenue (TTM) | $137.71M | $156.23B |
Gross Profit (TTM) | $109.35M | $127.21B |
EBITDA (TTM) | $23.69M | $77.82B |
Key characteristics
SPOK | META | |
---|---|---|
Sharpe Ratio | 0.01 | 1.77 |
Sortino Ratio | 0.23 | 2.65 |
Omega Ratio | 1.03 | 1.36 |
Calmar Ratio | 0.02 | 3.49 |
Martin Ratio | 0.03 | 10.72 |
Ulcer Index | 11.80% | 5.99% |
Daily Std Dev | 32.01% | 36.21% |
Max Drawdown | -90.60% | -76.74% |
Current Drawdown | -3.03% | -6.18% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities