META vs. SGOV
META (Meta Platforms, Inc.) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, META returned 11.52%/yr vs 3.56%/yr for SGOV. At a 0.01 correlation, their price movements are largely independent.
Performance
META vs. SGOV - 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 SGOV's 1.61% 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%
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 1.61%
- 6M
- 1.78%
- 1Y
- 3.95%
- 3Y*
- 4.71%
- 5Y*
- 3.56%
- 10Y*
- —
META vs. SGOV - 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% | 19.21% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.61% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between META and SGOV is -0.17, 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 | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.01 |
The correlation between META and SGOV shifts across timeframes, from -0.17 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
META vs. SGOV — Risk / Return Rank
META
SGOV
META vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.79 | ||
| Sortino ratioReturn per unit of downside risk | -276.23 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 195.55 | -194.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 398.20 | -398.74 |
| Martin ratioReturn relative to average drawdown | -1.12 | 4,461.98 | -4,463.10 |
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Drawdowns
META vs. SGOV - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for META and SGOV.
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Drawdown Indicators
| META | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -0.03% | -76.71% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -0.01% | -33.29% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -0.01% | -34.14% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -0.03% | -76.71% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -28.06% | 0.00% | -28.06% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -0.00% | -15.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 0.00% | +16.06% |
Volatility
META vs. SGOV - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.17% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 0.05% | +10.12% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 0.13% | +26.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 0.20% | +35.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 0.24% | +43.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 0.24% | +38.43% |
Dividends
META vs. SGOV - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, less than SGOV's 3.85% 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% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
META and SGOV have a correlation of -0.17, 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 SGOV (0.05%). In terms of maximum drawdown, META dropped -76.74% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 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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