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Meta Platforms, Inc. CDR (FB20.F)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Company Info

ISIN
CA59101A1012

Share Price Chart


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Meta Platforms, Inc. CDR

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Meta Platforms, Inc. CDR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

FB20.F is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

Meta Platforms, Inc. CDR (FB20.F) has returned -19.14% so far this year and -6.93% over the past 12 months.


Meta Platforms, Inc. CDR

1D
2.84%
1M
-14.56%
YTD
-19.14%
6M
-25.71%
1Y
-6.93%
3Y*
32.13%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 22, 2021, FB20.F's average daily return is +0.07%, while the average monthly return is +1.22%. At this rate, your investment would double in approximately 4.8 years.

Historically, 53% of months were positive and 47% were negative. The best month was Feb 2024 with a return of +25.8%, while the worst month was Oct 2022 at -31.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 7 months.

On a daily basis, FB20.F closed higher 43% of trading days. The best single day was Feb 2, 2023 with a return of +33.3%, while the worst single day was Feb 3, 2022 at -25.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.25%-10.92%-14.56%-19.14%
202516.51%-4.72%-19.36%-3.59%18.09%12.69%6.40%-6.77%-1.56%-7.38%-7.96%7.77%3.03%
202412.98%25.79%-0.54%-9.73%3.59%13.97%-13.20%12.28%7.38%-0.00%2.91%2.90%66.96%
202324.46%15.52%17.91%13.92%13.33%9.80%11.61%-8.00%4.35%-3.33%6.90%5.65%181.12%
2022-8.70%-31.35%8.67%-5.32%-7.87%-14.02%-0.71%-1.43%-15.94%-31.72%13.13%4.02%-66.23%
2021-9.93%4.55%-5.84%

Benchmark Metrics

Meta Platforms, Inc. CDR has an annualized alpha of 13.98%, beta of 0.57, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since November 23, 2021.

  • This stock captured 226.52% of S&P 500 Index gains and 191.86% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • Beta of 0.57 may look defensive, but with R² of 0.04 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.04 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
13.98%
Beta
0.57
0.04
Upside Capture
226.52%
Downside Capture
191.86%

Return for Risk

Risk / Return Rank

FB20.F ranks 32 for risk / return — below 32% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FB20.F Risk / Return Rank: 3232
Overall Rank
FB20.F Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FB20.F Sortino Ratio Rank: 3131
Sortino Ratio Rank
FB20.F Omega Ratio Rank: 3131
Omega Ratio Rank
FB20.F Calmar Ratio Rank: 3333
Calmar Ratio Rank
FB20.F Martin Ratio Rank: 3131
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Meta Platforms, Inc. CDR (FB20.F) and compare them to a chosen benchmark (S&P 500 Index).


FB20.FBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.15

0.43

-0.58

Sortino ratio

Return per unit of downside risk

0.11

0.73

-0.62

Omega ratio

Gain probability vs. loss probability

1.01

1.11

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.25

0.67

-0.92

Martin ratio

Return relative to average drawdown

-0.58

2.80

-3.39

Explore FB20.F risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Meta Platforms, Inc. CDR provided a 0.34% dividend yield over the last twelve months, with an annual payout of €0.06 per share.


0.28%0.29%0.29%0.30%0.30%€0.00€0.01€0.02€0.03€0.04€0.05€0.0620242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend€0.06€0.06€0.06

Dividend yield

0.34%0.28%0.30%

Monthly Dividends

The table displays the monthly dividend distributions for Meta Platforms, Inc. CDR. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.00€0.00€0.02€0.02
2025€0.00€0.00€0.02€0.00€0.00€0.02€0.00€0.00€0.02€0.00€0.00€0.02€0.06
2024€0.02€0.00€0.00€0.00€0.02€0.00€0.00€0.02€0.00€0.00€0.02€0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Meta Platforms, Inc. CDR. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Meta Platforms, Inc. CDR was 74.34%, occurring on Nov 3, 2022. Recovery took 305 trading sessions.

The current Meta Platforms, Inc. CDR drawdown is 34.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.34%Nov 23, 2021244Nov 3, 2022305Jan 15, 2024549
-40.53%Feb 18, 202544Apr 22, 2025
-18.5%Jul 9, 202420Aug 5, 202434Sep 20, 202454
-17.09%Apr 15, 20249Apr 25, 202451Jul 8, 202460
-8.11%Nov 11, 20246Nov 18, 202411Dec 3, 202417

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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