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

Correlation

The correlation between SYM and META is 0.14, 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.


-0.50.00.51.00.1

Performance

SYM vs. META - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
133.85%
125.59%
SYM
META

Key characteristics

Sharpe Ratio

SYM:

-0.66

META:

2.03

Sortino Ratio

SYM:

-0.69

META:

2.91

Omega Ratio

SYM:

0.91

META:

1.40

Calmar Ratio

SYM:

-0.81

META:

4.01

Martin Ratio

SYM:

-1.45

META:

12.39

Ulcer Index

SYM:

40.01%

META:

5.97%

Daily Std Dev

SYM:

88.06%

META:

36.35%

Max Drawdown

SYM:

-71.89%

META:

-76.74%

Current Drawdown

SYM:

-62.28%

META:

-5.53%

Fundamentals

Market Cap

SYM:

$15.85B

META:

$1.56T

EPS

SYM:

-$0.14

META:

$21.18

Total Revenue (TTM)

SYM:

$1.86B

META:

$156.23B

Gross Profit (TTM)

SYM:

$290.29M

META:

$127.21B

EBITDA (TTM)

SYM:

-$96.40M

META:

$77.82B

Returns By Period

In the year-to-date period, SYM achieves a -53.30% return, which is significantly lower than META's 69.36% return.


SYM

YTD

-53.30%

1M

-21.56%

6M

-30.48%

1Y

-57.47%

5Y*

N/A

10Y*

N/A

META

YTD

69.36%

1M

7.81%

6M

19.77%

1Y

71.10%

5Y*

23.87%

10Y*

22.38%

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Risk-Adjusted Performance

SYM vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Symbotic Inc (SYM) 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 SYM, currently valued at -0.66, compared to the broader market-4.00-2.000.002.00-0.662.03
The chart of Sortino ratio for SYM, currently valued at -0.69, compared to the broader market-4.00-2.000.002.004.00-0.692.91
The chart of Omega ratio for SYM, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.40
The chart of Calmar ratio for SYM, currently valued at -0.81, compared to the broader market0.002.004.006.00-0.814.01
The chart of Martin ratio for SYM, currently valued at -1.45, compared to the broader market0.0010.0020.00-1.4512.39
SYM
META

The current SYM Sharpe Ratio is -0.66, which is lower than the META Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SYM 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.66
2.03
SYM
META

Dividends

SYM vs. META - Dividend Comparison

SYM has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.33%.


TTM
SYM
Symbotic Inc
0.00%
META
Meta Platforms, Inc.
0.33%

Drawdowns

SYM vs. META - Drawdown Comparison

The maximum SYM drawdown since its inception was -71.89%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for SYM and META. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-62.28%
-5.53%
SYM
META

Volatility

SYM vs. META - Volatility Comparison

Symbotic Inc (SYM) has a higher volatility of 55.86% compared to Meta Platforms, Inc. (META) at 7.85%. This indicates that SYM'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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
55.86%
7.85%
SYM
META

Financials

SYM vs. META - Financials Comparison

This section allows you to compare key financial metrics between Symbotic 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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