META vs. IBIT
META (Meta Platforms, Inc.) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, META returned -15.84% vs -39.44% for IBIT. At a 0.24 correlation, their price movements are largely independent.
Performance
META vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -11.24% return, which is significantly higher than IBIT's -27.71% 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%
IBIT
- 1D
- 5.13%
- 1M
- -21.03%
- YTD
- -27.71%
- 6M
- -30.34%
- 1Y
- -39.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
META vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
META Meta Platforms, Inc. | -11.24% | 13.09% | 58.65% |
IBIT iShares Bitcoin Trust ETF | -27.71% | -6.41% | 89.87% |
Correlation
The correlation between META and IBIT is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.24 |
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Return for Risk
META vs. IBIT — Risk / Return Rank
META
IBIT
META vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and iShares Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.86 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.76 | +0.28 |
| Martin ratioReturn relative to average drawdown | -1.01 | -1.36 | +0.35 |
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 | IBIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.45 | -0.90 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | — | — |
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 | 0.26 | +0.28 |
Drawdowns
META vs. IBIT - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for META and IBIT.
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Drawdown Indicators
| META | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -52.11% | -24.63% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -52.11% | +18.81% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | — | — |
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 | -25.73% | -49.66% | +23.93% |
Average DrawdownAverage peak-to-trough decline | -15.26% | -16.19% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.69% | 28.97% | -13.28% |
Volatility
META vs. IBIT - Volatility Comparison
The current volatility for Meta Platforms, Inc. (META) is 10.48%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.85%. This indicates that META experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.48% | 11.85% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 26.95% | 34.60% | -7.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.56% | 44.28% | -8.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.05% | 50.32% | -6.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.69% | 50.32% | -11.63% |
Dividends
META vs. IBIT - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.36%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.36% | 0.32% | 0.34% |
Frequently Asked Questions
META and IBIT have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (11.85%) compared to META (10.48%). In terms of maximum drawdown, META dropped -76.74% vs IBIT's -52.11%.
META currently has the higher Sharpe Ratio (-0.45 vs -0.90), 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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