META vs. BOXX
META (Meta Platforms, Inc.) is a stock, while BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Over the past 3 years, META returned 25.24%/yr vs 4.70%/yr for BOXX. At a correlation of -0.01, they often move in opposite directions.
Performance
META vs. BOXX - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -14.67% return, which is significantly lower than BOXX's 1.70% return.
META
- 1D
- -0.29%
- 1M
- -7.79%
- YTD
- -14.67%
- 6M
- -15.30%
- 1Y
- -19.25%
- 3Y*
- 25.24%
- 5Y*
- 10.57%
- 10Y*
- 17.60%
BOXX
- 1D
- -0.02%
- 1M
- 0.16%
- YTD
- 1.70%
- 6M
- 1.82%
- 1Y
- 3.98%
- 3Y*
- 4.70%
- 5Y*
- —
- 10Y*
- —
META vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | -14.67% | 13.09% | 66.05% | 194.13% | 2.96% |
BOXX Alpha Architect 1-3 Month Box ETF | 1.70% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between META and BOXX 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 | -0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2022 | -0.01 |
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Return for Risk
META vs. BOXX — Risk / Return Rank
META
BOXX
META vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Alpha Architect 1-3 Month Box ETF (BOXX). 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 | BOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.97 | ||
| Sortino ratioReturn per unit of downside risk | -35.69 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 8.71 | -7.78 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 58.08 | -58.66 |
| Martin ratioReturn relative to average drawdown | -1.16 | 496.82 | -497.98 |
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Drawdowns
META vs. BOXX - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for META and BOXX.
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Drawdown Indicators
| META | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -0.12% | -76.62% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -0.07% | -33.23% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -0.12% | -34.03% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -28.60% | -0.02% | -28.58% |
Average DrawdownAverage peak-to-trough decline | -15.84% | -0.00% | -15.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.58% | 0.01% | +16.57% |
Volatility
META vs. BOXX - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 12.90% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.12%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.90% | 0.12% | +12.78% |
Volatility (6M)Calculated over the trailing 6-month period | 27.85% | 0.26% | +27.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.18% | 0.32% | +35.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.18% | 0.37% | +43.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.76% | 0.37% | +38.39% |
Dividends
META vs. BOXX - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.38%, while BOXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% |
META Meta Platforms, Inc. | 0.38% | 0.32% | 0.34% |
Frequently Asked Questions
META and BOXX 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 (12.90%) compared to BOXX (0.12%). In terms of maximum drawdown, META dropped -76.74% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.43 vs -0.54), 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.
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