META vs. TBIL
META (Meta Platforms, Inc.) is a stock, while TBIL (F/m US Treasury 3 Month Bill ETF) is Ultrashort Bond fund tracking the Bloomberg US Treasury Bellwether 3M Total Return USD Unhedged Index. Over the past 3 years, META returned 27.49%/yr vs 4.62%/yr for TBIL. At a 0.04 correlation, their price movements are largely independent.
Performance
META vs. TBIL - 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 TBIL's 1.67% 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%
TBIL
- 1D
- 0.04%
- 1M
- 0.30%
- YTD
- 1.67%
- 6M
- 1.76%
- 1Y
- 3.91%
- 3Y*
- 4.62%
- 5Y*
- —
- 10Y*
- —
META vs. TBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | -12.40% | 13.09% | 66.05% | 194.13% | -29.32% |
TBIL F/m US Treasury 3 Month Bill ETF | 1.67% | 4.19% | 5.15% | 5.12% | 1.29% |
Correlation
The correlation between META and TBIL is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022 | 0.04 |
The correlation between META and TBIL shifts across timeframes, from -0.07 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
META vs. TBIL — Risk / Return Rank
META
TBIL
META vs. TBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and F/m US Treasury 3 Month Bill ETF (TBIL). 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 | TBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -14.34 | ||
| Sortino ratioReturn per unit of downside risk | -59.16 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 17.24 | -16.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 197.88 | -198.38 |
| Martin ratioReturn relative to average drawdown | -1.03 | 939.33 | -940.36 |
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Drawdowns
META vs. TBIL - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than TBIL's maximum drawdown of -0.10%. Use the drawdown chart below to compare losses from any high point for META and TBIL.
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Drawdown Indicators
| META | TBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -0.10% | -76.64% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -0.02% | -33.28% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -0.02% | -34.13% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -26.69% | 0.00% | -26.69% |
Average DrawdownAverage peak-to-trough decline | -15.84% | -0.00% | -15.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.38% | 0.00% | +16.38% |
Volatility
META vs. TBIL - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 12.77% compared to F/m US Treasury 3 Month Bill ETF (TBIL) at 0.07%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than TBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | TBIL | 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% | 0.19% | +27.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.16% | 0.29% | +35.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.16% | 0.32% | +43.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.74% | 0.32% | +38.42% |
Dividends
META vs. TBIL - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.36%, less than TBIL's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.36% | 0.32% | 0.34% | 0.00% | 0.00% |
TBIL F/m US Treasury 3 Month Bill ETF | 3.81% | 4.07% | 5.02% | 5.00% | 1.10% |
Frequently Asked Questions
META and TBIL have a correlation of -0.07, 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 TBIL (0.07%). In terms of maximum drawdown, META dropped -76.74% vs TBIL's -0.10%.
TBIL currently has the higher Sharpe Ratio (13.87 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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