META vs. VPU
META (Meta Platforms, Inc.) is a stock, while VPU (Vanguard Utilities ETF) is Utilities Equities fund tracking the MSCI US Investable Market Utilities 25/50 Index. Over the past 10 years, META returned 17.39%/yr vs 9.06%/yr for VPU. At a 0.15 correlation, their price movements are largely independent.
Performance
META vs. VPU - 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 VPU's 4.93% return. Over the past 10 years, META has outperformed VPU with an annualized return of 17.39%, while VPU has yielded a comparatively lower 9.06% annualized return.
META
- 1D
- -0.26%
- 1M
- -7.69%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -16.71%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
VPU
- 1D
- 1.15%
- 1M
- 1.41%
- YTD
- 4.93%
- 6M
- 5.15%
- 1Y
- 12.62%
- 3Y*
- 13.65%
- 5Y*
- 9.17%
- 10Y*
- 9.06%
META vs. VPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
VPU Vanguard Utilities ETF | 4.93% | 16.46% | 23.04% | -7.45% | 1.06% | 17.40% | -0.74% | 24.89% | 4.38% | 12.44% |
Correlation
The correlation between META and VPU is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.15 |
The correlation between META and VPU shifts across timeframes, from 0.05 (3 years) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
META vs. VPU — Risk / Return Rank
META
VPU
META vs. VPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Vanguard Utilities ETF (VPU). 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 | VPU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.15 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 1.34 | -1.88 |
| Martin ratioReturn relative to average drawdown | -1.12 | 2.91 | -4.03 |
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Drawdowns
META vs. VPU - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for META and VPU.
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Drawdown Indicators
| META | VPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -46.31% | -30.43% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -8.90% | -24.40% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -17.34% | -16.81% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -25.15% | -51.59% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -36.42% | -40.32% |
Current DrawdownCurrent decline from peak | -28.06% | -5.69% | -22.37% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -7.78% | -8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 4.10% | +11.96% |
Volatility
META vs. VPU - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.17% compared to Vanguard Utilities ETF (VPU) at 5.55%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | VPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 5.55% | +4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 11.52% | +15.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 14.41% | +21.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 17.07% | +26.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 19.13% | +19.54% |
Dividends
META vs. VPU - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, less than VPU's 2.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VPU Vanguard Utilities ETF | 2.64% | 2.73% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% |
Frequently Asked Questions
META and VPU have a correlation of 0.06, 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 VPU (5.55%). In terms of maximum drawdown, META dropped -76.74% vs VPU's -46.31%.
VPU currently has the higher Sharpe Ratio (0.83 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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