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

Correlation

The correlation between STAA and META is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

STAA vs. META - Performance Comparison

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

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Key characteristics

Sharpe Ratio

STAA:

-0.94

META:

1.07

Sortino Ratio

STAA:

-1.45

META:

1.54

Omega Ratio

STAA:

0.83

META:

1.20

Calmar Ratio

STAA:

-0.62

META:

1.04

Martin Ratio

STAA:

-1.26

META:

3.13

Ulcer Index

STAA:

45.01%

META:

11.32%

Daily Std Dev

STAA:

59.98%

META:

36.98%

Max Drawdown

STAA:

-95.73%

META:

-76.74%

Current Drawdown

STAA:

-89.05%

META:

-12.03%

Fundamentals

Market Cap

STAA:

$907.81M

META:

$1.62T

EPS

STAA:

-$1.46

META:

$25.61

PEG Ratio

STAA:

-4.89

META:

2.12

PS Ratio

STAA:

3.25

META:

9.50

PB Ratio

STAA:

2.59

META:

8.77

Total Revenue (TTM)

STAA:

$279.13M

META:

$170.36B

Gross Profit (TTM)

STAA:

$206.55M

META:

$139.27B

EBITDA (TTM)

STAA:

-$75.74M

META:

$86.47B

Returns By Period

In the year-to-date period, STAA achieves a -26.68% return, which is significantly lower than META's 10.68% return. Over the past 10 years, STAA has underperformed META with an annualized return of 6.91%, while META has yielded a comparatively higher 23.25% annualized return.


STAA

YTD

-26.68%

1M

-2.46%

6M

-38.80%

1Y

-56.13%

3Y*

-35.36%

5Y*

-14.42%

10Y*

6.91%

META

YTD

10.68%

1M

17.94%

6M

12.93%

1Y

39.14%

3Y*

49.77%

5Y*

23.65%

10Y*

23.25%

*Annualized

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STAAR Surgical Company

Meta Platforms, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

STAA vs. META — Risk-Adjusted Performance Rank

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

STAA
The Risk-Adjusted Performance Rank of STAA is 99
Overall Rank
The Sharpe Ratio Rank of STAA is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of STAA is 66
Sortino Ratio Rank
The Omega Ratio Rank of STAA is 88
Omega Ratio Rank
The Calmar Ratio Rank of STAA is 1212
Calmar Ratio Rank
The Martin Ratio Rank of STAA is 1414
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 8080
Overall Rank
The Sharpe Ratio Rank of META is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 7777
Sortino Ratio Rank
The Omega Ratio Rank of META is 7676
Omega Ratio Rank
The Calmar Ratio Rank of META is 8484
Calmar Ratio Rank
The Martin Ratio Rank of META is 7979
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.

STAA vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for STAAR Surgical Company (STAA) 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 STAA Sharpe Ratio is -0.94, which is lower than the META Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of STAA 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

STAA vs. META - Dividend Comparison

STAA has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.31%.


TTM2024
STAA
STAAR Surgical Company
0.00%0.00%
META
Meta Platforms, Inc.
0.31%0.34%

Drawdowns

STAA vs. META - Drawdown Comparison

The maximum STAA drawdown since its inception was -95.73%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for STAA and META.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

STAA vs. META - Volatility Comparison

STAAR Surgical Company (STAA) has a higher volatility of 16.86% compared to Meta Platforms, Inc. (META) at 10.72%. This indicates that STAA'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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Financials

STAA vs. META - Financials Comparison

This section allows you to compare key financial metrics between STAAR Surgical Company 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
42.59M
42.31B
(STAA) Total Revenue
(META) Total Revenue
Values in USD except per share items