META.NEO vs. VGT
Compare and contrast key facts about Meta Platforms Inc. CDR (META.NEO) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Mar 25, 2004.
Performance
META.NEO vs. VGT - Performance Comparison
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META.NEO vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
META.NEO Meta Platforms Inc. CDR | -13.86% | 10.12% | 63.82% | 188.42% | -64.96% | 0.82% |
VGT Vanguard Information Technology ETF | -6.09% | 16.19% | 40.41% | 49.30% | -24.69% | 14.52% |
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 -13.86% return, which is significantly lower than VGT's -9.91% return.
META.NEO
- 1D
- 6.32%
- 1M
- -12.08%
- YTD
- -13.86%
- 6M
- -23.24%
- 1Y
- -3.02%
- 3Y*
- 36.79%
- 5Y*
- —
- 10Y*
- —
VGT
- 1D
- 0.00%
- 1M
- -5.98%
- YTD
- -9.91%
- 6M
- -10.25%
- 1Y
- 19.80%
- 3Y*
- 22.05%
- 5Y*
- 15.95%
- 10Y*
- 21.66%
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Return for Risk
META.NEO vs. VGT — Risk / Return Rank
META.NEO
VGT
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 ratioReturn per unit of total volatility | -0.08 | 0.75 | -0.82 |
Sortino ratioReturn per unit of downside risk | 0.18 | 1.18 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.17 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.22 | -1.31 |
Martin ratioReturn relative to average drawdown | -0.23 | 3.29 | -3.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| META.NEO | VGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 0.75 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 1.01 | -0.77 |
Correlation
The correlation between META.NEO and VGT is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
META.NEO vs. VGT - Dividend Comparison
META.NEO's dividend yield for the trailing twelve months is around 0.51%, more than VGT's 0.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
META.NEO Meta Platforms Inc. CDR | 0.51% | 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 | 0.44% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
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.
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Drawdown Indicators
| META.NEO | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.98% | -54.63% | -20.35% |
Max Drawdown (1Y)Largest decline over 1 year | -34.30% | -16.40% | -17.90% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.07% | — |
Current DrawdownCurrent decline from peak | -28.76% | -12.77% | -15.99% |
Average DrawdownAverage peak-to-trough decline | -21.64% | -8.00% | -13.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.79% | 5.30% | +8.49% |
Volatility
META.NEO vs. VGT - Volatility Comparison
Meta Platforms Inc. CDR (META.NEO) has a higher volatility of 13.11% compared to Vanguard Information Technology ETF (VGT) at 6.49%. 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.
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Volatility by Period
| META.NEO | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.11% | 6.49% | +6.62% |
Volatility (6M)Calculated over the trailing 6-month period | 26.29% | 15.62% | +10.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.15% | 26.63% | +12.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.19% | 23.35% | +21.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.19% | 22.95% | +22.24% |