META vs. FENY
META (Meta Platforms, Inc.) is a stock, while FENY (Fidelity MSCI Energy Index ETF) is Energy Equities fund tracking the MSCI USA IMI Energy 25/50 Index. Over the past 10 years, META returned 16.83%/yr vs 9.47%/yr for FENY. Their 0.18 correlation means their historical movements had little consistent relationship.
Performance
META vs. FENY - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -10.77% return, which is significantly lower than FENY's 32.87% return. Over the past 10 years, META has outperformed FENY with an annualized return of 16.83%, while FENY has yielded a comparatively lower 9.47% annualized return.
META
- 1D
- -0.39%
- 1M
- 0.86%
- 6M
- -14.85%
- YTD
- -10.77%
- 1Y
- -24.02%
- 3Y*
- 24.05%
- 5Y*
- 10.32%
- 10Y*
- 16.83%
- ALL TIME*
- 20.47%
FENY
- 1D
- -0.40%
- 1M
- 9.72%
- 6M
- 15.12%
- YTD
- 32.87%
- 1Y
- 41.70%
- 3Y*
- 14.17%
- 5Y*
- 23.48%
- 10Y*
- 9.47%
- ALL TIME*
- 5.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $48.28M | $43.61M | $52.27M | |
| $11.20B | $11.84B | $11.00B |
META vs. FENY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -10.77% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
FENY Fidelity MSCI Energy Index ETF | 32.87% | 7.27% | 6.62% | -0.04% | 62.94% | 55.62% | -33.15% | 9.11% | -19.99% | -2.30% |
Correlation
The correlation between META and FENY is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.23 |
Correlation (3Y) Balances recent behavior with more history. | -0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013 | 0.18 |
The correlation between META and FENY shifts across timeframes, from -0.23 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
META vs. FENY — Risk / Return Rank
META
FENY
META vs. FENY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Fidelity MSCI Energy Index ETF (FENY). 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 | FENY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.32 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.32 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 2.80 | -3.52 |
| Martin ratioReturn relative to average drawdown | -1.31 | 7.52 | -8.83 |
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Drawdowns
META vs. FENY - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, roughly equal to the maximum FENY drawdown of -74.35%. Use the drawdown chart below to compare losses from any high point for META and FENY.
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Drawdown Indicators
| META | FENY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -74.35% | -2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -14.96% | -18.34% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -21.47% | -12.68% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -26.64% | -50.10% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -69.07% | -7.67% |
Current DrawdownCurrent decline from peak | -25.33% | -5.93% | -19.40% |
Average DrawdownAverage peak-to-trough decline | -15.90% | -22.94% | +7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.38% | 5.56% | +12.82% |
Volatility
META vs. FENY - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 15.53% compared to Fidelity MSCI Energy Index ETF (FENY) at 6.24%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than FENY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | FENY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.53% | 6.24% | +9.29% |
Volatility (6M)Calculated over the trailing 6-month period | 30.74% | 16.54% | +14.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.50% | 20.87% | +17.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.76% | 26.17% | +18.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.16% | 29.78% | +9.38% |
Dividends
META vs. FENY - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.36%, less than FENY's 2.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FENY Fidelity MSCI Energy Index ETF | 2.39% | 3.18% | 3.05% | 3.33% | 3.33% | 3.69% | 4.60% | 6.43% | 3.21% | 2.94% | 2.29% | 3.05% |
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% | 0.00% |
Frequently Asked Questions
META and FENY have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (15.53%) compared to FENY (6.24%). In terms of maximum drawdown, META dropped -76.74% vs FENY's -74.35%.
FENY currently has the higher Sharpe Ratio (2.01 vs -0.63), 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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