META vs. CPER
META (Meta Platforms, Inc.) is a stock, while CPER (United States Copper Index Fund) is Copper fund tracking the SummerHaven Copper Index Total Return. Over the past 10 years, META returned 18.34%/yr vs 10.14%/yr for CPER. At a 0.19 correlation, their price movements are largely independent.
Performance
META vs. CPER - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -1.98% return, which is significantly lower than CPER's 9.90% return. Over the past 10 years, META has outperformed CPER with an annualized return of 18.34%, while CPER has yielded a comparatively lower 10.14% annualized return.
META
- 1D
- -0.02%
- 1M
- 11.89%
- 6M
- 4.31%
- YTD
- -1.98%
- 1Y
- -8.00%
- 3Y*
- 30.34%
- 5Y*
- 13.48%
- 10Y*
- 18.34%
- ALL TIME*
- 21.33%
CPER
- 1D
- 1.32%
- 1M
- -1.13%
- 6M
- 6.90%
- YTD
- 9.90%
- 1Y
- 10.85%
- 3Y*
- 17.70%
- 5Y*
- 7.97%
- 10Y*
- 10.14%
- ALL TIME*
- 2.94%
META vs. CPER - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -1.98% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
CPER United States Copper Index Fund | 9.90% | 38.95% | 4.23% | 4.55% | -15.14% | 25.21% | 23.90% | 6.66% | -21.91% | 28.80% |
Correlation
The correlation between META and CPER is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.19 |
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Return for Risk
META vs. CPER — Risk / Return Rank
META
CPER
META vs. CPER - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and United States Copper Index Fund (CPER). 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 | CPER | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.10 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 0.44 | -0.68 |
| Martin ratioReturn relative to average drawdown | -0.45 | 0.90 | -1.35 |
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Drawdowns
META vs. CPER - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for META and CPER.
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Drawdown Indicators
| META | CPER | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -54.04% | -22.70% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -24.77% | -8.53% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -24.77% | -9.38% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -34.75% | -41.99% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -38.42% | -38.32% |
Current DrawdownCurrent decline from peak | -17.98% | -5.37% | -12.61% |
Average DrawdownAverage peak-to-trough decline | -15.88% | -25.24% | +9.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.63% | 12.13% | +5.50% |
Volatility
META vs. CPER - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 14.95% compared to United States Copper Index Fund (CPER) at 6.94%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | CPER | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.95% | 6.94% | +8.01% |
Volatility (6M)Calculated over the trailing 6-month period | 31.08% | 21.89% | +9.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.77% | 34.16% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.59% | 27.10% | +17.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.00% | 24.08% | +14.92% |
Dividends
META vs. CPER - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.33%, while CPER has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CPER United States Copper Index Fund | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.33% | 0.32% | 0.34% |
Frequently Asked Questions
META and CPER have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (14.95%) compared to CPER (6.94%). In terms of maximum drawdown, META dropped -76.74% vs CPER's -54.04%.
CPER currently has the higher Sharpe Ratio (0.32 vs -0.21), 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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