PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
XIACY vs. META
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between XIACY and META is 0.21, 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.


-0.50.00.51.00.2

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.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%AugustSeptemberOctoberNovemberDecember2025
104.25%
25.94%
XIACY
META

Key characteristics

Sharpe Ratio

XIACY:

3.73

META:

1.82

Sortino Ratio

XIACY:

4.12

META:

2.70

Omega Ratio

XIACY:

1.52

META:

1.36

Calmar Ratio

XIACY:

2.94

META:

3.64

Martin Ratio

XIACY:

18.89

META:

11.00

Ulcer Index

XIACY:

9.01%

META:

6.09%

Daily Std Dev

XIACY:

45.64%

META:

36.79%

Max Drawdown

XIACY:

-70.71%

META:

-76.74%

Current Drawdown

XIACY:

-3.93%

META:

-3.07%

Fundamentals

Market Cap

XIACY:

$108.19B

META:

$1.55T

EPS

XIACY:

$0.62

META:

$21.20

PE Ratio

XIACY:

35.05

META:

28.90

PEG Ratio

XIACY:

1.20

META:

1.36

Total Revenue (TTM)

XIACY:

$164.39B

META:

$116.12B

Gross Profit (TTM)

XIACY:

$35.22B

META:

$94.79B

EBITDA (TTM)

XIACY:

$13.19B

META:

$58.27B

Returns By Period

In the year-to-date period, XIACY achieves a 3.48% return, which is significantly lower than META's 4.66% return.


XIACY

YTD

3.48%

1M

16.90%

6M

114.00%

1Y

166.43%

5Y*

N/A

10Y*

N/A

META

YTD

4.66%

1M

2.61%

6M

28.75%

1Y

63.54%

5Y*

22.65%

10Y*

23.27%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XIACY vs. META — Risk-Adjusted Performance Rank

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

XIACY
The Risk-Adjusted Performance Rank of XIACY is 9696
Overall Rank
The Sharpe Ratio Rank of XIACY is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of XIACY is 9797
Sortino Ratio Rank
The Omega Ratio Rank of XIACY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XIACY is 9494
Calmar Ratio Rank
The Martin Ratio Rank of XIACY is 9797
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 9292
Overall Rank
The Sharpe Ratio Rank of META is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 8989
Sortino Ratio Rank
The Omega Ratio Rank of META is 8989
Omega Ratio Rank
The Calmar Ratio Rank of META is 9696
Calmar Ratio Rank
The Martin Ratio Rank of META is 9292
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.

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 3.73, compared to the broader market-2.000.002.004.003.731.82
The chart of Sortino ratio for XIACY, currently valued at 4.12, compared to the broader market-4.00-2.000.002.004.004.122.70
The chart of Omega ratio for XIACY, currently valued at 1.52, compared to the broader market0.501.001.502.001.521.36
The chart of Calmar ratio for XIACY, currently valued at 2.94, compared to the broader market0.002.004.006.002.943.64
The chart of Martin ratio for XIACY, currently valued at 18.89, compared to the broader market-10.000.0010.0020.0030.0018.8911.00
XIACY
META

The current XIACY Sharpe Ratio is 3.73, which is higher than the META Sharpe Ratio of 1.82. 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 Ratio0.501.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
3.73
1.82
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 0.33%.


TTM2024
XIACY
Xiaomi Corporation
0.00%0.00%
META
Meta Platforms, Inc.
0.33%0.34%

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%AugustSeptemberOctoberNovemberDecember2025
-3.93%
-3.07%
XIACY
META

Volatility

XIACY vs. META - Volatility Comparison

Xiaomi Corporation (XIACY) has a higher volatility of 13.39% compared to Meta Platforms, Inc. (META) at 9.17%. 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%AugustSeptemberOctoberNovemberDecember2025
13.39%
9.17%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab