META vs. VXX
META (Meta Platforms, Inc.) is a stock, while VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) is Volatility fund tracking the S&P 500 VIX Short-Term Futures Index Total Return. Over the past 10 years, META returned 18.30%/yr vs -46.65%/yr for VXX. At a correlation of -0.45, they often move in opposite directions.
Performance
META vs. VXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, META achieves a -2.29% return, which is significantly higher than VXX's -19.27% return. Over the past 10 years, META has outperformed VXX with an annualized return of 18.30%, while VXX has yielded a comparatively lower -46.65% annualized return.
META
- 1D
- -0.32%
- 1M
- 11.54%
- 6M
- 6.76%
- YTD
- -2.29%
- 1Y
- -9.40%
- 3Y*
- 30.20%
- 5Y*
- 13.08%
- 10Y*
- 18.30%
- ALL TIME*
- 21.30%
VXX
- 1D
- -3.39%
- 1M
- -6.27%
- 6M
- -27.26%
- YTD
- -19.27%
- 1Y
- -52.36%
- 3Y*
- -39.14%
- 5Y*
- -46.50%
- 10Y*
- -46.65%
- ALL TIME*
- -51.48%
META vs. VXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -2.29% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | -19.27% | -42.21% | -26.22% | -72.52% | -23.80% | -72.41% | 11.04% | -67.75% | 67.91% | -72.64% |
Correlation
The correlation between META and VXX is -0.50, 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 | -0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.48 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | -0.45 |
The correlation between META and VXX has been stable across timeframes, ranging from -0.50 to -0.45 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
META vs. VXX — Risk / Return Rank
META
VXX
META vs. VXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). 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 | VXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.84 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | -0.96 | +0.68 |
| Martin ratioReturn relative to average drawdown | -0.53 | -1.52 | +0.99 |
Loading charts...
Drawdowns
META vs. VXX - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, smaller than the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for META and VXX.
Loading charts...
Drawdown Indicators
| META | VXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -100.00% | +23.26% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -54.59% | +21.29% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -80.75% | +46.60% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -95.85% | +19.11% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -99.82% | +23.08% |
Current DrawdownCurrent decline from peak | -18.24% | -100.00% | +81.76% |
Average DrawdownAverage peak-to-trough decline | -15.88% | -95.10% | +79.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.67% | 34.50% | -16.83% |
Volatility
META vs. VXX - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 14.93% compared to iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) at 12.47%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than VXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| META | VXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.93% | 12.47% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 31.08% | 44.07% | -12.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.69% | 56.60% | -17.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.59% | 67.53% | -22.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.00% | 70.33% | -31.33% |
Dividends
META vs. VXX - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.33%, while VXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
META Meta Platforms, Inc. | 0.33% | 0.32% | 0.34% |
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
META and VXX have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (14.93%) compared to VXX (12.47%). In terms of maximum drawdown, META dropped -76.74% vs VXX's -100.00%.
META currently has the higher Sharpe Ratio (-0.24 vs -0.93), 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.
Find the right allocation for META and VXX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer