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

Performance

TDOC vs. META - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-7.50%
17.15%
TDOC
META

Returns By Period

In the year-to-date period, TDOC achieves a -50.72% return, which is significantly lower than META's 58.44% return.


TDOC

YTD

-50.72%

1M

22.35%

6M

-7.49%

1Y

-37.71%

5Y (annualized)

-33.51%

10Y (annualized)

N/A

META

YTD

58.44%

1M

-0.81%

6M

17.15%

1Y

64.23%

5Y (annualized)

23.09%

10Y (annualized)

22.23%

Fundamentals


TDOCMETA
Market Cap$1.54B$1.43T
EPS-$5.78$21.21
PEG Ratio-1.010.91
Total Revenue (TTM)$2.59B$156.23B
Gross Profit (TTM)$1.64B$127.21B
EBITDA (TTM)-$555.71M$77.82B

Key characteristics


TDOCMETA
Sharpe Ratio-0.671.77
Sortino Ratio-0.762.65
Omega Ratio0.911.36
Calmar Ratio-0.393.49
Martin Ratio-0.8110.72
Ulcer Index46.44%5.99%
Daily Std Dev55.94%36.21%
Max Drawdown-97.69%-76.74%
Current Drawdown-96.39%-6.18%

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Correlation

-0.50.00.51.00.3

The correlation between TDOC and META is 0.35, 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

TDOC vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teladoc Health, Inc. (TDOC) 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 TDOC, currently valued at -0.67, compared to the broader market-4.00-2.000.002.004.00-0.671.77
The chart of Sortino ratio for TDOC, currently valued at -0.76, compared to the broader market-4.00-2.000.002.004.00-0.762.65
The chart of Omega ratio for TDOC, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.36
The chart of Calmar ratio for TDOC, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.393.49
The chart of Martin ratio for TDOC, currently valued at -0.81, compared to the broader market0.0010.0020.0030.00-0.8110.72
TDOC
META

The current TDOC Sharpe Ratio is -0.67, which is lower than the META Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of TDOC 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.67
1.77
TDOC
META

Dividends

TDOC vs. META - Dividend Comparison

TDOC has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.27%.


TTM
TDOC
Teladoc Health, Inc.
0.00%
META
Meta Platforms, Inc.
0.27%

Drawdowns

TDOC vs. META - Drawdown Comparison

The maximum TDOC drawdown since its inception was -97.69%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for TDOC and META. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-96.39%
-6.18%
TDOC
META

Volatility

TDOC vs. META - Volatility Comparison

Teladoc Health, Inc. (TDOC) has a higher volatility of 20.39% compared to Meta Platforms, Inc. (META) at 8.23%. This indicates that TDOC'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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
20.39%
8.23%
TDOC
META

Financials

TDOC vs. META - Financials Comparison

This section allows you to compare key financial metrics between Teladoc Health, 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