META vs. SHV
META (Meta Platforms, Inc.) is a stock, while SHV (iShares 0-1 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE Short US Treasury Securities Index. Over the past 10 years, META returned 17.78%/yr vs 2.24%/yr for SHV. At a correlation of -0.02, they often move in opposite directions.
Performance
META vs. SHV - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -12.40% return, which is significantly lower than SHV's 1.59% return. Over the past 10 years, META has outperformed SHV with an annualized return of 17.78%, while SHV has yielded a comparatively lower 2.24% annualized return.
META
- 1D
- 1.70%
- 1M
- -4.88%
- YTD
- -12.40%
- 6M
- -12.22%
- 1Y
- -15.13%
- 3Y*
- 27.49%
- 5Y*
- 12.05%
- 10Y*
- 17.78%
SHV
- 1D
- 0.05%
- 1M
- 0.27%
- YTD
- 1.59%
- 6M
- 1.71%
- 1Y
- 3.84%
- 3Y*
- 4.62%
- 5Y*
- 3.35%
- 10Y*
- 2.24%
META vs. SHV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -12.40% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
SHV iShares 0-1 Year Treasury Bond ETF | 1.59% | 4.21% | 5.12% | 5.04% | 0.94% | -0.10% | 0.81% | 2.36% | 1.72% | 0.67% |
Correlation
The correlation between META and SHV is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | -0.02 |
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Return for Risk
META vs. SHV — Risk / Return Rank
META
SHV
META vs. SHV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and iShares 0-1 Year Treasury Bond ETF (SHV). 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 | SHV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.28 | ||
| Sortino ratioReturn per unit of downside risk | -102.53 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 39.19 | -38.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 143.22 | -143.72 |
| Martin ratioReturn relative to average drawdown | -1.03 | 1,651.41 | -1,652.43 |
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Drawdowns
META vs. SHV - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for META and SHV.
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Drawdown Indicators
| META | SHV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -0.45% | -76.29% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -0.03% | -33.27% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -0.03% | -34.12% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -0.39% | -76.35% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -0.45% | -76.29% |
Current DrawdownCurrent decline from peak | -26.69% | 0.00% | -26.69% |
Average DrawdownAverage peak-to-trough decline | -15.84% | -0.03% | -15.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.38% | 0.00% | +16.38% |
Volatility
META vs. SHV - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 12.77% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.07%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | SHV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.77% | 0.07% | +12.70% |
Volatility (6M)Calculated over the trailing 6-month period | 27.88% | 0.13% | +27.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.16% | 0.21% | +35.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.16% | 0.29% | +43.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.74% | 0.28% | +38.46% |
Dividends
META vs. SHV - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.36%, less than SHV's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SHV iShares 0-1 Year Treasury Bond ETF | 3.83% | 4.09% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% |
Frequently Asked Questions
META and SHV have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (12.77%) compared to SHV (0.07%). In terms of maximum drawdown, META dropped -76.74% vs SHV's -0.45%.
SHV currently has the higher Sharpe Ratio (18.81 vs -0.47), 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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