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 Energy Sector Index. Over the past 10 years, META returned 18.15%/yr vs 10.29%/yr for IXC. At a 0.20 correlation, their price movements are largely independent.
Performance
META vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -5.54% return, which is significantly lower than IXC's 32.22% return. Over the past 10 years, META has outperformed IXC with an annualized return of 18.15%, while IXC has yielded a comparatively lower 10.29% annualized return.
META
- 1D
- 4.24%
- 1M
- 2.06%
- YTD
- -5.54%
- 6M
- -2.44%
- 1Y
- -6.29%
- 3Y*
- 32.06%
- 5Y*
- 13.70%
- 10Y*
- 18.15%
IXC
- 1D
- 0.87%
- 1M
- -1.75%
- YTD
- 32.22%
- 6M
- 30.00%
- 1Y
- 48.10%
- 3Y*
- 18.84%
- 5Y*
- 19.64%
- 10Y*
- 10.29%
META vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -5.54% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
IXC iShares Global Energy ETF | 32.22% | 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 -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 21, 2012 | 0.20 |
The correlation between META and IXC shifts across timeframes, from -0.19 (1 year) to 0.20 (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.
| META | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.27 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.42 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 5.00 | -5.19 |
| Martin ratioReturn relative to average drawdown | -0.41 | 15.10 | -15.50 |
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 | IXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 2.58 | -2.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.84 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.38 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.32 | +0.24 |
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% | -9.66% | -23.64% |
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 | -20.96% | -4.84% | -16.12% |
Average DrawdownAverage peak-to-trough decline | -15.25% | -17.48% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.47% | 3.20% | +12.27% |
Volatility
META vs. IXC - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 8.84% compared to iShares Global Energy ETF (IXC) at 7.50%. 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 | 8.84% | 7.50% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 26.58% | 15.42% | +11.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.23% | 18.75% | +16.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.99% | 23.50% | +20.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.64% | 26.85% | +11.79% |
Dividends
META vs. IXC - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.34%, less than IXC's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.79% | 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. | 0.34% | 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 -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (8.84%) compared to IXC (7.50%). In terms of maximum drawdown, META dropped -76.74% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (2.58 vs -0.18), 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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