Meta Platforms (META): analysis and statistics
Return, volatility, Sharpe ratio and risk for Meta Platforms, an S&P 500 component in the Communication Services sector. Data as of 2026-07-30.
| Last close price | $538.50 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +19.58% |
| Total return over period | +70.51% |
| Annualized volatility | 37.29% |
| Sharpe ratio | 0.43 |
| Sortino ratio | 0.65 |
| Max drawdown | -34.15% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.10% |
| Correlation with the S&P 500 | 0.60 |
| Period range | $280.78 – $787.42 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Meta Platforms (META) has posted an annualized return of +19.58% with annual volatility of 37.29%, a Sharpe ratio of 0.43. Its worst stretch (max drawdown from a peak) was -34.15%. Its correlation with the S&P 500 is 0.60, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how META would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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