META vs. EGLN.L
META (Meta Platforms, Inc.) is a stock, while EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, META returned 17.39%/yr vs 11.12%/yr for EGLN.L. At a 0.03 correlation, their price movements are largely independent.
Performance
META vs. EGLN.L - Performance Comparison
Loading charts...
Different Trading Currencies
META is traded in USD, while EGLN.L is traded in EUR. To make them comparable, the EGLN.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, META achieves a -14.03% return, which is significantly lower than EGLN.L's -2.27% return. Over the past 10 years, META has outperformed EGLN.L with an annualized return of 17.39%, while EGLN.L has yielded a comparatively lower 11.12% annualized 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%
EGLN.L
- 1D
- 2.73%
- 1M
- -10.28%
- YTD
- -2.27%
- 6M
- -1.66%
- 1Y
- 24.16%
- 3Y*
- 29.23%
- 5Y*
- 17.39%
- 10Y*
- 11.12%
META vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
EGLN.L iShares Physical Gold ETC | -2.27% | 65.63% | 26.01% | 12.82% | -0.37% | -3.23% | 23.75% | 18.25% | -1.44% | 13.61% |
Correlation
The correlation between META and EGLN.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.03 |
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. EGLN.L — Risk / Return Rank
META
EGLN.L
META vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and iShares Physical Gold ETC (EGLN.L). 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 | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.19 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 1.06 | -1.60 |
| Martin ratioReturn relative to average drawdown | -1.12 | 3.23 | -4.35 |
Loading charts...
Drawdowns
META vs. EGLN.L - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than EGLN.L's maximum drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for META and EGLN.L.
Loading charts...
Drawdown Indicators
| META | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -59.11% | -17.63% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -22.68% | -10.62% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -22.68% | -11.47% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -22.68% | -54.06% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -26.49% | -50.25% |
Current DrawdownCurrent decline from peak | -28.06% | -20.57% | -7.49% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -33.85% | +18.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 7.44% | +8.62% |
Volatility
META vs. EGLN.L - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.17% compared to iShares Physical Gold ETC (EGLN.L) at 7.25%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| META | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 7.25% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 21.66% | +5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 24.87% | +10.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 18.43% | +25.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 17.10% | +21.57% |
Dividends
META vs. EGLN.L - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, while EGLN.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% |
Frequently Asked Questions
META and EGLN.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for META and EGLN.L
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