Meta Platforms (META): analysis and statistics
Return, volatility, Sharpe ratio and risk for Meta Platforms, a component of both the S&P 500 and the Nasdaq 100 in the Communication Services sector. Data as of 2026-09-13.
| Last close price | $648.03 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +29.14% |
| Total return over period | +114.29% |
| Annualized volatility | 37.67% |
| Period volatility | 65.03% |
| Sharpe ratio | 0.67 |
| Sortino ratio | 1.04 |
| Max drawdown | -34.15% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.14% |
| Correlation with the S&P 500 | 0.58 |
| Period range | $285.84 – $787.42 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Meta Platforms (META) has posted an annualized return of +29.14% with annual volatility of 37.67%, a Sharpe ratio of 0.67. Its worst stretch (max drawdown from a peak) was -34.15%. Its correlation with the S&P 500 is 0.58, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Meta Platforms (META) is of both the S&P 500 and the Nasdaq 100.
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