META vs. IXC
META (Meta Platforms, Inc.) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Over the past 10 years, META returned 16.83%/yr vs 10.00%/yr for IXC. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
META vs. IXC - 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 IXC's 31.69% return. Over the past 10 years, META has outperformed IXC with an annualized return of 16.83%, while IXC has yielded a comparatively lower 10.00% 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%
IXC
- 1D
- -0.89%
- 1M
- 10.62%
- 6M
- 14.97%
- YTD
- 31.69%
- 1Y
- 41.91%
- 3Y*
- 15.87%
- 5Y*
- 21.73%
- 10Y*
- 10.00%
- ALL TIME*
- 8.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $59.55M | $70.16M | $60.90M | |
| $11.20B | $11.84B | $11.00B |
META vs. IXC - 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% |
IXC iShares Global Energy ETF | 31.69% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between META and IXC is -0.24, 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. | -0.24 |
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. | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.19 |
The correlation between META and IXC shifts across timeframes, from -0.24 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
META vs. IXC — Risk / Return Rank
META
IXC
META vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and iShares Global Energy ETF (IXC). 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 | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -3.48 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.35 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 2.74 | -3.46 |
| Martin ratioReturn relative to average drawdown | -1.31 | 8.47 | -9.77 |
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Drawdowns
META vs. IXC - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for META and IXC.
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Drawdown Indicators
| META | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -67.88% | -8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -15.36% | -17.94% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -19.06% | -15.09% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -24.93% | -51.81% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -64.16% | -12.58% |
Current DrawdownCurrent decline from peak | -25.33% | -5.22% | -20.11% |
Average DrawdownAverage peak-to-trough decline | -15.90% | -17.42% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.38% | 4.96% | +13.42% |
Volatility
META vs. IXC - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 15.53% compared to iShares Global Energy ETF (IXC) at 6.49%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.53% | 6.49% | +9.04% |
Volatility (6M)Calculated over the trailing 6-month period | 30.74% | 16.02% | +14.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.50% | 19.63% | +18.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.76% | 23.34% | +21.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.16% | 26.83% | +12.33% |
Dividends
META vs. IXC - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.36%, less than IXC's 2.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.89% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
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 IXC have a correlation of -0.24, 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 IXC (6.49%). In terms of maximum drawdown, META dropped -76.74% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (2.14 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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