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

Performance

META vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meta Platforms, Inc. (META) and BNB (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, META achieves a -14.03% return, which is significantly higher than BNB-USD's -29.49% return.


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%

BNB-USD

1D
0.91%
1M
-10.19%
YTD
-29.49%
6M
-32.13%
1Y
-7.11%
3Y*
36.86%
5Y*
10.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

META vs. BNB-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
META
Meta Platforms, Inc.
-14.03%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%-1.73%
BNB-USD
BNB
-29.49%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%320.60%

Correlation

The correlation between META and BNB-USD 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

0.16

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

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.14

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Return for Risk

META vs. BNB-USD — Risk / Return Rank

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

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

BNB-USD
BNB-USD Risk / Return Rank: 8484
Overall Rank
BNB-USD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8282
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8787
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8787
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.

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

This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and BNB (BNB-USD). 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.


METABNB-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

0.93

1.02

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.54

-0.13

-0.42

Martin ratioReturn relative to average drawdown

-1.12

-0.20

-0.92

META vs. BNB-USD - Sharpe Ratio Comparison

The current META Sharpe Ratio is -0.51, which is lower than the BNB-USD Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of META and BNB-USD, 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

META vs. BNB-USD - Drawdown Comparison

The maximum META drawdown since its inception was -76.74%, roughly equal to the maximum BNB-USD drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for META and BNB-USD.


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Drawdown Indicators


METABNB-USDDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-79.74%

+3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-33.30%

-56.24%

+22.94%

Max Drawdown (3Y)

Largest decline over 3 years

-34.15%

-56.24%

+22.09%

Max Drawdown (5Y)

Largest decline over 5 years

-76.74%

-69.89%

-6.85%

Max Drawdown (10Y)

Largest decline over 10 years

-76.74%

Current Drawdown

Current decline from peak

-28.06%

-53.42%

+25.36%

Average Drawdown

Average peak-to-trough decline

-15.83%

-38.71%

+22.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.06%

42.27%

-26.21%

Volatility

META vs. BNB-USD - Volatility Comparison

The current volatility for Meta Platforms, Inc. (META) is 10.17%, while BNB (BNB-USD) has a volatility of 17.28%. This indicates that META experiences smaller price fluctuations and is considered to be less risky than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


METABNB-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.17%

17.28%

-7.11%

Volatility (6M)

Calculated over the trailing 6-month period

26.91%

34.73%

-7.82%

Volatility (1Y)

Calculated over the trailing 1-year period

35.52%

44.38%

-8.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.04%

50.42%

-6.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.67%

80.06%

-41.39%

Frequently Asked Questions


META and BNB-USD 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.

BNB-USD has higher volatility (17.28%) compared to META (10.17%). In terms of maximum drawdown, META dropped -76.74% vs BNB-USD's -79.74%.

BNB-USD currently has the higher Sharpe Ratio (-0.13 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.

Portfolio Optimizer

Find the right allocation for META and BNB-USD

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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