META vs. CNYA
META (Meta Platforms, Inc.) is a stock, while CNYA (iShares MSCI China A ETF) is China Equities fund tracking the MSCI China A Inclusion Index. Over the past 5 years, META returned 12.31%/yr vs -1.67%/yr for CNYA. At a 0.26 correlation, their price movements are largely independent.
Performance
META vs. CNYA - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -11.24% return, which is significantly lower than CNYA's 4.11% return.
META
- 1D
- -1.28%
- 1M
- -3.98%
- YTD
- -11.24%
- 6M
- -12.06%
- 1Y
- -15.84%
- 3Y*
- 30.58%
- 5Y*
- 12.31%
- 10Y*
- 17.60%
CNYA
- 1D
- -0.99%
- 1M
- -4.23%
- YTD
- 4.11%
- 6M
- 6.49%
- 1Y
- 30.18%
- 3Y*
- 9.91%
- 5Y*
- -1.67%
- 10Y*
- —
META vs. CNYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -11.24% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
CNYA iShares MSCI China A ETF | 4.11% | 26.48% | 10.78% | -13.76% | -26.51% | 3.53% | 41.54% | 35.95% | -26.56% | 30.99% |
Correlation
The correlation between META and CNYA is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2016 | 0.26 |
The correlation between META and CNYA shifts across timeframes, from 0.15 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
META vs. CNYA — Risk / Return Rank
META
CNYA
META vs. CNYA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and iShares MSCI China A ETF (CNYA). 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 | CNYA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.31 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 3.99 | -4.47 |
| Martin ratioReturn relative to average drawdown | -1.01 | 11.48 | -12.49 |
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 | CNYA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | 1.71 | -2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | -0.07 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.25 | +0.29 |
Drawdowns
META vs. CNYA - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than CNYA's maximum drawdown of -49.49%. Use the drawdown chart below to compare losses from any high point for META and CNYA.
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Drawdown Indicators
| META | CNYA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -49.49% | -27.25% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -7.59% | -25.71% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -33.35% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -44.65% | -32.09% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -25.73% | -17.53% | -8.20% |
Average DrawdownAverage peak-to-trough decline | -15.26% | -20.68% | +5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.69% | 2.64% | +13.05% |
Volatility
META vs. CNYA - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.48% compared to iShares MSCI China A ETF (CNYA) at 6.87%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than CNYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | CNYA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.48% | 6.87% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 26.95% | 12.79% | +14.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.56% | 17.73% | +17.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.05% | 23.85% | +20.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.69% | 23.57% | +15.12% |
Dividends
META vs. CNYA - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.36%, less than CNYA's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CNYA iShares MSCI China A ETF | 1.84% | 1.92% | 2.51% | 4.23% | 2.69% | 1.11% | 1.06% | 1.21% | 3.92% | 0.97% | 1.38% |
META Meta Platforms, Inc. | 0.36% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
META and CNYA have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (10.48%) compared to CNYA (6.87%). In terms of maximum drawdown, META dropped -76.74% vs CNYA's -49.49%.
CNYA currently has the higher Sharpe Ratio (1.71 vs -0.45), 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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