META vs. ITOT
META (Meta Platforms, Inc.) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, META returned 17.39%/yr vs 14.99%/yr for ITOT. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
META vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -14.03% return, which is significantly lower than ITOT's 9.69% return. Over the past 10 years, META has outperformed ITOT with an annualized return of 17.39%, while ITOT has yielded a comparatively lower 14.99% 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%
ITOT
- 1D
- 0.59%
- 1M
- 0.46%
- YTD
- 9.69%
- 6M
- 9.77%
- 1Y
- 24.78%
- 3Y*
- 20.61%
- 5Y*
- 12.20%
- 10Y*
- 14.99%
META vs. ITOT - 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.69% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between META and ITOT is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.55 |
The correlation between META and ITOT has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.
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Return for Risk
META vs. ITOT — Risk / Return Rank
META
ITOT
META vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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 | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.20 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.35 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.80 | -3.34 |
| Martin ratioReturn relative to average drawdown | -1.12 | 12.50 | -13.62 |
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Drawdowns
META vs. ITOT - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for META and ITOT.
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Drawdown Indicators
| META | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -55.20% | -21.54% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -8.90% | -24.40% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -19.44% | -14.71% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -25.36% | -51.38% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -35.00% | -41.74% |
Current DrawdownCurrent decline from peak | -28.06% | -2.12% | -25.94% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -6.96% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 1.99% | +14.07% |
Volatility
META vs. ITOT - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.17% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.57%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 4.57% | +5.60% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 9.85% | +17.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 12.69% | +22.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 17.43% | +26.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 18.29% | +20.38% |
Dividends
META vs. ITOT - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, less than ITOT's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.99% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
META Meta Platforms, Inc. | 0.37% | 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 ITOT have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (10.17%) compared to ITOT (4.57%). In terms of maximum drawdown, META dropped -76.74% vs ITOT's -55.20%.
ITOT currently has the higher Sharpe Ratio (1.96 vs -0.51), 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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