META vs. VOO

Last updated Jul 30, 2026

META (Meta Platforms, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, META returned 16.90%/yr vs 14.78%/yr for VOO. Their 0.56 correlation means they have sometimes moved together and sometimes differently.

Performance

META vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meta Platforms, Inc. (META) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, META achieves a -11.13% return, which is significantly lower than VOO's 7.59% return. Over the past 10 years, META has outperformed VOO with an annualized return of 16.90%, while VOO has yielded a comparatively lower 14.78% annualized return.

META

• 1D: -1.31%
• 1M: 4.09%
• 6M: -12.27%
• YTD: -11.13%
• 1Y: -16.07%
• 3Y*: 21.98%
• 5Y*: 10.64%
• 10Y*: 16.90%
• ALL TIME*: 20.46%

VOO

• 1D: -1.52%
• 1M: -1.52%
• 6M: 5.49%
• YTD: 7.59%
• 1Y: 16.21%
• 3Y*: 18.43%
• 5Y*: 12.29%
• 10Y*: 14.78%
• ALL TIME*: 14.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
META Meta Platforms, Inc.	$8.55B	$11.79B	$10.70B
VOO Vanguard S&P 500 ETF	$3.59B	$3.94B	$5.43B

META vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
META Meta Platforms, Inc.	-11.13%	13.09%	66.05%	194.13%	-64.22%	23.13%	33.09%	56.57%	-25.71%	53.38%
VOO Vanguard S&P 500 ETF	7.59%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between META and VOO is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.55
Correlation (3Y) Balances recent behavior with more history.	0.60
Correlation (5Y) Shows whether the relationship held over a longer period.	0.65
Correlation (10Y) Provides a long-term view across more market conditions.	0.61
Correlation (All Time) Calculated using the full available price history since May 18, 2012	0.56

The correlation between META and VOO has been stable across timeframes, ranging from 0.55 to 0.65 - a consistent structural relationship.

Return for Risk

META vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

META

META Risk / Return Rank: 26
META Sharpe Ratio Rank: 27
META Sortino Ratio Rank: 25
META Omega Ratio Rank: 26
META Calmar Ratio Rank: 28
META Martin Ratio Rank: 27

VOO

VOO Risk / Return Rank: 54
VOO Sharpe Ratio Rank: 52
VOO Sortino Ratio Rank: 50
VOO Omega Ratio Rank: 51
VOO Calmar Ratio Rank: 51
VOO Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

META vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Vanguard S&P 500 ETF (VOO). 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	VOO	Difference
Sharpe ratio: Return per unit of total volatility	-0.42	1.28	-1.70
Sortino ratio: Return per unit of downside risk	-0.38	1.80	-2.18
Omega ratio: Gain probability vs. loss probability	0.95	1.23	-0.28
Calmar ratio: Return relative to maximum drawdown	-0.48	1.83	-2.31
Martin ratio: Return relative to average drawdown	-0.89	7.81	-8.71

META vs. VOO - Sharpe Ratio Comparison

The current META Sharpe Ratio is -0.42, which is lower than the VOO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of META and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

META vs. VOO - Drawdown Comparison

The maximum META drawdown since its inception was -76.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for META and VOO.

Drawdown Indicators

	META	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-76.74%	-33.99%	-42.75%
Max Drawdown (1Y) Largest decline over 1 year	-33.30%	-8.90%	-24.40%
Max Drawdown (3Y) Largest decline over 3 years	-34.15%	-18.69%	-15.46%
Max Drawdown (5Y) Largest decline over 5 years	-76.74%	-24.52%	-52.22%
Max Drawdown (10Y) Largest decline over 10 years	-76.74%	-33.99%	-42.75%
Current Drawdown Current decline from peak	-25.63%	-3.68%	-21.95%
Average Drawdown Average peak-to-trough decline	-15.89%	-3.67%	-12.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.04%	2.08%	+15.96%

Volatility

META vs. VOO - Volatility Comparison

Meta Platforms, Inc. (META) has a higher volatility of 15.22% compared to Vanguard S&P 500 ETF (VOO) at 3.14%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	META	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.22%	3.14%	+12.08%
Volatility (6M) Calculated over the trailing 6-month period	30.69%	9.95%	+20.74%
Volatility (1Y) Calculated over the trailing 1-year period	38.92%	12.71%	+26.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.53%	16.92%	+27.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.01%	18.01%	+21.00%

Dividends

META vs. VOO - Dividend Comparison

META's dividend yield for the trailing twelve months is around 0.36%, less than VOO's 1.10% 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%
VOO Vanguard S&P 500 ETF	1.10%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both META and VOO in my portfolio?

META and VOO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, META or VOO?

META has higher volatility (15.22%) compared to VOO (3.14%). In terms of maximum drawdown, META dropped -76.74% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (1.28 vs -0.42), 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.