META vs. QQQM
META (Meta Platforms, Inc.) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, META returned 11.52%/yr vs 16.94%/yr for QQQM. A 0.70 correlation means they provide meaningful diversification when combined.
Performance
META vs. QQQM - 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 QQQM's 17.59% 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%
QQQM
- 1D
- 0.67%
- 1M
- 0.97%
- YTD
- 17.59%
- 6M
- 17.91%
- 1Y
- 35.90%
- 3Y*
- 26.52%
- 5Y*
- 16.94%
- 10Y*
- —
META vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | -0.94% |
QQQM Invesco NASDAQ 100 ETF | 17.59% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between META and QQQM is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.70 |
The correlation between META and QQQM shifts across timeframes, from 0.57 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
META vs. QQQM — Risk / Return Rank
META
QQQM
META vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Invesco NASDAQ 100 ETF (QQQM). 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 | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -3.29 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.37 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 3.02 | -3.56 |
| Martin ratioReturn relative to average drawdown | -1.12 | 11.23 | -12.35 |
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Drawdowns
META vs. QQQM - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for META and QQQM.
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Drawdown Indicators
| META | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -35.04% | -41.70% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -11.96% | -21.34% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -22.70% | -11.45% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -35.04% | -41.70% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -28.06% | -3.33% | -24.73% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -8.23% | -7.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 3.21% | +12.85% |
Volatility
META vs. QQQM - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.17% compared to Invesco NASDAQ 100 ETF (QQQM) at 7.45%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 7.45% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 13.71% | +13.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 17.11% | +18.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 22.40% | +21.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 22.22% | +16.45% |
Dividends
META vs. QQQM - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, less than QQQM's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.43% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
Frequently Asked Questions
META and QQQM have a correlation of 0.57, 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 QQQM (7.45%). In terms of maximum drawdown, META dropped -76.74% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (2.11 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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