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HBAR-USD vs. META
Performance
Return for Risk
Drawdowns
Volatility

Performance

HBAR-USD vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HederaHashgraph (HBAR-USD) 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, HBAR-USD achieves a -26.14% return, which is significantly lower than META's -14.03% return.


HBAR-USD

1D
0.30%
1M
-17.44%
YTD
-26.14%
6M
-36.26%
1Y
-50.71%
3Y*
20.01%
5Y*
-16.92%
10Y*

META

1D
-0.26%
1M
-8.32%
YTD
-14.03%
6M
-11.84%
1Y
-16.71%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBAR-USD vs. META - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HBAR-USD
HederaHashgraph
-26.14%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%
META
Meta Platforms, Inc.
-14.03%13.09%66.05%194.13%-64.22%23.13%33.09%10.22%

Correlation

The correlation between HBAR-USD and META is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.18

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

0.20

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.16

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Return for Risk

HBAR-USD vs. META — Risk / Return Rank

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

HBAR-USD
HBAR-USD Risk / Return Rank: 6161
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5858
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
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.

HBAR-USD vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) 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.


HBAR-USDMETADifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

0.93

0.93

0.00

Calmar ratioReturn relative to maximum drawdown

-0.69

-0.54

-0.15

Martin ratioReturn relative to average drawdown

-0.98

-1.12

+0.14

HBAR-USD vs. META - Sharpe Ratio Comparison

The current HBAR-USD Sharpe Ratio is -0.65, which is comparable to the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of HBAR-USD 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

HBAR-USD vs. META - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -97.58%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and META.


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Drawdown Indicators


HBAR-USDMETADifference

Max Drawdown

Largest peak-to-trough decline

-97.58%

-76.74%

-20.84%

Max Drawdown (1Y)

Largest decline over 1 year

-73.39%

-33.30%

-40.09%

Max Drawdown (3Y)

Largest decline over 3 years

-79.29%

-34.15%

-45.14%

Max Drawdown (5Y)

Largest decline over 5 years

-92.79%

-76.74%

-16.05%

Max Drawdown (10Y)

Largest decline over 10 years

-76.74%

Current Drawdown

Current decline from peak

-84.50%

-28.06%

-56.44%

Average Drawdown

Average peak-to-trough decline

-74.51%

-15.83%

-58.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.80%

16.06%

+35.74%

Volatility

HBAR-USD vs. META - Volatility Comparison

HederaHashgraph (HBAR-USD) has a higher volatility of 16.33% compared to Meta Platforms, Inc. (META) at 10.17%. This indicates that HBAR-USD'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.


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Volatility by Period


HBAR-USDMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.33%

10.17%

+6.16%

Volatility (6M)

Calculated over the trailing 6-month period

43.30%

26.91%

+16.39%

Volatility (1Y)

Calculated over the trailing 1-year period

65.06%

35.52%

+29.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.17%

44.04%

+41.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.57%

38.67%

+69.90%

Frequently Asked Questions


HBAR-USD and META have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBAR-USD has higher volatility (16.33%) compared to META (10.17%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs META's -76.74%.

META currently has the higher Sharpe Ratio (-0.51 vs -0.65), 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.

Portfolio Optimizer

Find the right allocation for HBAR-USD and META

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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