META vs. AAAU
META (Meta Platforms, Inc.) is a stock, while AAAU (Goldman Sachs Physical Gold ETF) is Gold fund tracking the LBMA Gold PM Price. Over the past 5 years, META returned 11.52%/yr vs 17.33%/yr for AAAU. At a 0.06 correlation, their price movements are largely independent.
Performance
META vs. AAAU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, META achieves a -14.03% return, which is significantly lower than AAAU's -2.40% return.
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%
AAAU
- 1D
- 0.12%
- 1M
- -10.17%
- YTD
- -2.40%
- 6M
- -2.14%
- 1Y
- 24.10%
- 3Y*
- 29.19%
- 5Y*
- 17.33%
- 10Y*
- —
META vs. AAAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -27.62% |
AAAU Goldman Sachs Physical Gold ETF | -2.40% | 64.06% | 26.91% | 12.96% | -0.50% | -4.01% | 25.02% | 18.17% | 8.28% |
Correlation
The correlation between META and AAAU is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2018 | 0.06 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
META vs. AAAU — Risk / Return Rank
META
AAAU
META vs. AAAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Goldman Sachs Physical Gold ETF (AAAU). 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.
| META | AAAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.19 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 0.99 | -1.53 |
| Martin ratioReturn relative to average drawdown | -1.12 | 2.86 | -3.98 |
Loading charts...
Drawdowns
META vs. AAAU - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than AAAU's maximum drawdown of -24.38%. Use the drawdown chart below to compare losses from any high point for META and AAAU.
Loading charts...
Drawdown Indicators
| META | AAAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -24.38% | -52.36% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -24.38% | -8.92% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -24.38% | -9.77% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -24.38% | -52.36% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -28.06% | -21.95% | -6.11% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -6.23% | -9.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 8.44% | +7.62% |
Volatility
META vs. AAAU - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.17% compared to Goldman Sachs Physical Gold ETF (AAAU) at 7.77%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| META | AAAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 7.77% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 23.88% | +3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 27.10% | +8.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 18.06% | +25.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 17.13% | +21.54% |
Dividends
META vs. AAAU - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, while AAAU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AAAU Goldman Sachs Physical Gold ETF | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% |
Frequently Asked Questions
META and AAAU have a correlation of 0.08, 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 AAAU (7.77%). In terms of maximum drawdown, META dropped -76.74% vs AAAU's -24.38%.
AAAU currently has the higher Sharpe Ratio (0.89 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.
Find the right allocation for META and AAAU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer