META.NEO vs. VGT

Last updated Jun 4, 2026

META.NEO (Meta Platforms Inc. CDR) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 3 years, META.NEO returned 29.38%/yr vs 35.52%/yr for VGT. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

META.NEO vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Meta Platforms Inc. CDR (META.NEO) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

META.NEO is traded in CAD, while VGT is traded in USD. To make them comparable, the VGT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, META.NEO achieves a -6.69% return, which is significantly lower than VGT's 34.77% return.

META.NEO

• 1D: 3.95%
• 1M: 1.44%
• YTD: -6.69%
• 6M: -3.99%
• 1Y: -9.00%
• 3Y*: 29.38%
• 5Y*: —
• 10Y*: —

VGT

• 1D: 0.00%
• 1M: 21.74%
• YTD: 34.77%
• 6M: 31.42%
• 1Y: 63.98%
• 3Y*: 35.52%
• 5Y*: 25.99%
• 10Y*: 26.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

META.NEO vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
META.NEO Meta Platforms Inc. CDR	-6.69%	10.12%	63.82%	188.42%	-64.96%	0.82%
VGT Vanguard Information Technology ETF	33.32%	16.19%	40.41%	49.30%	-24.69%	14.52%

Correlation

The correlation between META.NEO and VGT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (All Time) Calculated using the full available price history since Oct 6, 2021	0.56

Over the past year, the correlation between META.NEO and VGT has dropped to 0.36 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

Return for Risk

META.NEO vs. VGT — Risk / Return Rank

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

META.NEO

META.NEO Risk / Return Rank: 30
META.NEO Sharpe Ratio Rank: 30
META.NEO Sortino Ratio Rank: 28
META.NEO Omega Ratio Rank: 27
META.NEO Calmar Ratio Rank: 33
META.NEO Martin Ratio Rank: 31

VGT

VGT Risk / Return Rank: 76
VGT Sharpe Ratio Rank: 87
VGT Sortino Ratio Rank: 79
VGT Omega Ratio Rank: 78
VGT Calmar Ratio Rank: 72
VGT Martin Ratio Rank: 64

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.

META.NEO vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Platforms Inc. CDR (META.NEO) and Vanguard Information Technology ETF (VGT). 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.

	META.NEO	VGT	Difference
Sharpe ratio: Return per unit of total volatility	-0.26	3.19	-3.45
Sortino ratio: Return per unit of downside risk	-0.14	3.88	-4.02
Omega ratio: Gain probability vs. loss probability	0.98	1.53	-0.55
Calmar ratio: Return relative to maximum drawdown	-0.26	3.87	-4.13
Martin ratio: Return relative to average drawdown	-0.55	11.00	-11.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

META.NEO vs. VGT - Sharpe Ratio Comparison

The current META.NEO Sharpe Ratio is -0.26, which is lower than the VGT Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of META.NEO and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	META.NEO	VGT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.26	3.19	-3.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.11	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	1.15	-0.88

Drawdowns

META.NEO vs. VGT - Drawdown Comparison

The maximum META.NEO drawdown since its inception was -74.98%, which is greater than VGT's maximum drawdown of -31.23%. Use the drawdown chart below to compare losses from any high point for META.NEO and VGT.

Drawdown Indicators

	META.NEO	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-74.98%	-31.23%	-43.75%
Max Drawdown (1Y) Largest decline over 1 year	-34.30%	-16.61%	-17.69%
Max Drawdown (3Y) Largest decline over 3 years	-34.30%	-27.77%	-6.53%
Max Drawdown (5Y) Largest decline over 5 years	—	-31.23%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.23%	—
Current Drawdown Current decline from peak	-22.83%	0.00%	-22.83%
Average Drawdown Average peak-to-trough decline	-21.66%	-5.10%	-16.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.42%	5.83%	+10.59%

Volatility

META.NEO vs. VGT - Volatility Comparison

Meta Platforms Inc. CDR (META.NEO) has a higher volatility of 9.02% compared to Vanguard Information Technology ETF (VGT) at 5.97%. This indicates that META.NEO's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	META.NEO	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.02%	5.97%	+3.05%
Volatility (6M) Calculated over the trailing 6-month period	26.59%	15.78%	+10.81%
Volatility (1Y) Calculated over the trailing 1-year period	35.02%	20.21%	+14.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.98%	23.54%	+21.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.98%	23.08%	+21.90%

Dividends

META.NEO vs. VGT - Dividend Comparison

META.NEO's dividend yield for the trailing twelve months is around 0.47%, more than VGT's 0.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
META.NEO Meta Platforms Inc. CDR	0.47%	0.45%	0.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGT Vanguard Information Technology ETF	0.31%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Frequently Asked Questions

Can I hold both META.NEO and VGT in my portfolio?

META.NEO and VGT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.