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

Performance

XIACY vs. META - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
47.91%
20.18%
XIACY
META

Returns By Period

In the year-to-date period, XIACY achieves a 80.54% return, which is significantly higher than META's 59.00% return.


XIACY

YTD

80.54%

1M

15.44%

6M

47.19%

1Y

71.79%

5Y (annualized)

N/A

10Y (annualized)

N/A

META

YTD

59.00%

1M

-2.67%

6M

21.00%

1Y

65.54%

5Y (annualized)

23.33%

10Y (annualized)

22.59%

Fundamentals


XIACYMETA
Market Cap$94.01B$1.47T
EPS$0.50$21.23
PE Ratio36.0227.55
PEG Ratio1.560.94
Total Revenue (TTM)$237.64B$156.23B
Gross Profit (TTM)$50.84B$127.21B
EBITDA (TTM)$17.34B$78.34B

Key characteristics


XIACYMETA
Sharpe Ratio1.701.88
Sortino Ratio2.412.76
Omega Ratio1.291.38
Calmar Ratio1.313.69
Martin Ratio6.0311.36
Ulcer Index12.58%5.98%
Daily Std Dev44.66%36.24%
Max Drawdown-70.71%-76.74%
Current Drawdown-5.34%-5.85%

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Correlation

-0.50.00.51.00.2

The correlation between XIACY and META is 0.22, 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

XIACY vs. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xiaomi Corporation (XIACY) 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 XIACY, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.701.88
The chart of Sortino ratio for XIACY, currently valued at 2.41, compared to the broader market-4.00-2.000.002.004.002.412.76
The chart of Omega ratio for XIACY, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.38
The chart of Calmar ratio for XIACY, currently valued at 1.31, compared to the broader market0.002.004.006.001.313.69
The chart of Martin ratio for XIACY, currently valued at 6.03, compared to the broader market-10.000.0010.0020.0030.006.0311.36
XIACY
META

The current XIACY Sharpe Ratio is 1.70, which is comparable to the META Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of XIACY 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.70
1.88
XIACY
META

Dividends

XIACY vs. META - Dividend Comparison

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


TTM
XIACY
Xiaomi Corporation
0.00%
META
Meta Platforms, Inc.
0.27%

Drawdowns

XIACY vs. META - Drawdown Comparison

The maximum XIACY drawdown since its inception was -70.71%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for XIACY and META. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.34%
-5.85%
XIACY
META

Volatility

XIACY vs. META - Volatility Comparison

Xiaomi Corporation (XIACY) has a higher volatility of 13.65% compared to Meta Platforms, Inc. (META) at 8.88%. This indicates that XIACY'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
13.65%
8.88%
XIACY
META

Financials

XIACY vs. META - Financials Comparison

This section allows you to compare key financial metrics between Xiaomi Corporation 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