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

Performance

STLA vs. META - Performance Comparison

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

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Returns By Period

In the year-to-date period, STLA achieves a -36.91% return, which is significantly lower than META's -14.03% return.


STLA

1D
-0.29%
1M
-12.37%
YTD
-36.91%
6M
-41.68%
1Y
-29.18%
3Y*
-19.63%
5Y*
-13.09%
10Y*

META

1D
-0.26%
1M
-8.32%
YTD
-14.03%
6M
-11.84%
1Y
-16.71%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STLA vs. META - Yearly Performance Comparison


2026 (YTD)20252024202320222021
STLA
Stellantis N.V.
-36.91%-0.80%-40.21%79.15%-18.23%12.88%
META
Meta Platforms, Inc.
-14.03%13.09%66.05%194.13%-64.22%28.82%

Correlation

The correlation between STLA and META is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2021

0.33

Fundamentals

Market Cap

STLA:

$19.14B

META:

$1.45T

EPS

STLA:

-€0.43

META:

$27.47

PS Ratio

STLA:

0.09

META:

6.78

PB Ratio

STLA:

0.27

META:

5.97

Total Revenue (TTM)

STLA:

€186.57B

META:

$214.96B

Gross Profit (TTM)

STLA:

€86.70B

META:

$176.14B

EBITDA (TTM)

STLA:

€3.43B

META:

$106.31B

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Return for Risk

STLA vs. META — Risk / Return Rank

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

STLA
STLA Risk / Return Rank: 1616
Overall Rank
STLA Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
STLA Sortino Ratio Rank: 1919
Sortino Ratio Rank
STLA Omega Ratio Rank: 1818
Omega Ratio Rank
STLA Calmar Ratio Rank: 1818
Calmar Ratio Rank
STLA Martin Ratio Rank: 1111
Martin Ratio Rank

META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
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.

STLA vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


STLAMETADifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

0.92

0.93

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.67

-0.54

-0.13

Martin ratioReturn relative to average drawdown

-1.34

-1.12

-0.22

STLA vs. META - Sharpe Ratio Comparison

The current STLA Sharpe Ratio is -0.62, which is comparable to the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of STLA and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STLA vs. META - Drawdown Comparison

The maximum STLA drawdown since its inception was -72.65%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for STLA and META.


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Drawdown Indicators


STLAMETADifference

Max Drawdown

Largest peak-to-trough decline

-72.65%

-76.74%

+4.09%

Max Drawdown (1Y)

Largest decline over 1 year

-47.77%

-33.30%

-14.47%

Max Drawdown (3Y)

Largest decline over 3 years

-72.65%

-34.15%

-38.50%

Max Drawdown (5Y)

Largest decline over 5 years

-72.65%

-76.74%

+4.09%

Max Drawdown (10Y)

Largest decline over 10 years

-76.74%

Current Drawdown

Current decline from peak

-70.32%

-28.06%

-42.26%

Average Drawdown

Average peak-to-trough decline

-29.12%

-15.83%

-13.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.08%

16.06%

+8.02%

Volatility

STLA vs. META - Volatility Comparison

Stellantis N.V. (STLA) has a higher volatility of 13.76% compared to Meta Platforms, Inc. (META) at 10.17%. This indicates that STLA'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


STLAMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.76%

10.17%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

40.15%

26.91%

+13.24%

Volatility (1Y)

Calculated over the trailing 1-year period

51.80%

35.52%

+16.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.03%

44.04%

-2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.43%

38.67%

+2.76%

Dividends

STLA vs. META - Dividend Comparison

STLA has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.37%.


PositionTTM20252024202320222021
META
Meta Platforms, Inc.
0.37%0.32%0.34%0.00%0.00%0.00%
STLA
Stellantis N.V.
0.00%14.26%12.66%6.32%7.90%2.66%

Financials

STLA vs. META - Financials Comparison

This section allows you to compare key financial metrics between Stellantis N.V. 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


20.00B40.00B60.00B80.00B100.00B202120222023202420252026
38.13B
56.31B
(STLA) Total Revenue
(META) Total Revenue
Please note, different currencies. STLA values in EUR, META values in USD

STLA vs. META - Profitability Comparison

The chart below illustrates the profitability comparison between Stellantis N.V. 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

0.0%20.0%40.0%60.0%80.0%100.0%202120222023202420252026
11.6%
81.9%
Portfolio components
STLA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stellantis N.V. reported a gross profit of 4.43B and revenue of 38.13B. Therefore, the gross margin over that period was 11.6%.

META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a gross profit of 46.09B and revenue of 56.31B. Therefore, the gross margin over that period was 81.9%.

STLA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stellantis N.V. reported an operating income of 688.00M and revenue of 38.13B, resulting in an operating margin of 1.8%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.

STLA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stellantis N.V. reported a net income of 390.00M and revenue of 38.13B, resulting in a net margin of 1.0%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.


Frequently Asked Questions


STLA and META have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STLA has higher volatility (13.76%) compared to META (10.17%). In terms of maximum drawdown, STLA dropped -72.65% vs META's -76.74%.

META currently has the higher Sharpe Ratio (-0.51 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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