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CNYA vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CNYA vs. META

Last updated Jun 13, 2026

CNYA (iShares MSCI China A ETF) is China Equities fund tracking the MSCI China A Inclusion Index, while META (Meta Platforms, Inc.) is a stock. Over the past 5 years, CNYA returned -1.14%/yr vs 11.52%/yr for META. At a 0.26 correlation, their price movements are largely independent.

Performance

CNYA vs. META - Performance Comparison

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

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Returns By Period

In the year-to-date period, CNYA achieves a 6.74% return, which is significantly higher than META's -14.03% return.

CNYA

1D
0.96%
1M
-4.72%
YTD
6.74%
6M
10.09%
1Y
32.54%
3Y*
10.74%
5Y*
-1.14%
10Y*
—

META

1D
-0.26%
1M
-8.05%
YTD
-14.03%
6M
-11.84%
1Y
-17.97%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYA vs. META - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CNYA
iShares MSCI China A ETF		6.74%26.48%10.78%-13.76%-26.51%3.53%41.54%35.95%-26.56%30.99%
META
Meta Platforms, Inc.		-14.03%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between CNYA and META is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2016

0.26

The correlation between CNYA and META shifts across timeframes, from 0.15 (3 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

iShares MSCI China A ETF

Meta Platforms, Inc.

Often compared with CNYA:
CNYA vs. MCHICNYA vs. ASHRCNYA vs. ICHN.ASCNYA vs. KBACNYA vs. FLCHCNYA vs. ICGA.DECNYA vs. GXC
Often compared with META:
META vs. MSFTMETA vs. GOOGMETA vs. AMZNMETA vs. AAPLMETA vs. TSLAMETA vs. SPYMETA vs. NVDA

Return for Risk

CNYA vs. META — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CNYA
CNYA Risk / Return Rank: 7070
Overall Rank
CNYA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 6363
Sortino Ratio Rank
CNYA Omega Ratio Rank: 6363
Omega Ratio Rank
CNYA Calmar Ratio Rank: 8787
Calmar Ratio Rank
CNYA Martin Ratio Rank: 7373
Martin Ratio Rank
META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
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.

CNYA vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A ETF (CNYA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

CNYAMETADifference
Sharpe ratioReturn per unit of total volatility
1.84
-0.51

+2.35

Sortino ratioReturn per unit of downside risk
2.54
-0.54

+3.09

Omega ratioGain probability vs. loss probability

1.33

0.93

+0.40

Calmar ratioReturn relative to maximum drawdown

4.31

-0.54

+4.85

Martin ratioReturn relative to average drawdown

11.93

-1.12

+13.05

CNYA vs. META - Sharpe Ratio Comparison

The current CNYA Sharpe Ratio is 1.84, which is higher than the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of CNYA and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CNYA vs. META - Drawdown Comparison

The maximum CNYA drawdown since its inception was -49.49%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for CNYA and META.

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Drawdown Indicators

CNYAMETADifference

Max Drawdown

Largest peak-to-trough decline

-49.49%

-76.74%

+27.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-33.30%

+25.71%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

-34.15%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-44.65%

-76.74%

+32.09%

Max Drawdown (10Y)

Largest decline over 10 years

-49.49%

-76.74%

+27.25%

Current Drawdown

Current decline from peak

-15.44%

-28.06%

+12.62%

Average Drawdown

Average peak-to-trough decline

-20.67%

-15.83%

-4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

16.06%

-13.32%

Volatility

CNYA vs. META - Volatility Comparison

The current volatility for iShares MSCI China A ETF (CNYA) is 6.52%, while Meta Platforms, Inc. (META) has a volatility of 10.17%. This indicates that CNYA experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CNYAMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

10.17%

-3.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.84%

26.91%

-14.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.76%

35.52%

-17.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.84%

44.04%

-20.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.56%

38.67%

-15.11%

Dividends

CNYA vs. META - Dividend Comparison

CNYA's dividend yield for the trailing twelve months is around 1.79%, more than META's 0.37% yield.

PositionTTM2025202420232022202120202019201820172016
CNYA
iShares MSCI China A ETF		1.79%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%
META
Meta Platforms, Inc.		0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

CNYA and META have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

META has higher volatility (10.17%) compared to CNYA (6.52%). In terms of maximum drawdown, CNYA dropped -49.49% vs META's -76.74%.

CNYA currently has the higher Sharpe Ratio (1.84 vs -0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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