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. Data as of 2026-10-29.
| Last close price | $612.49 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +27.86% |
| Total return over period | +108.23% |
| Annualized volatility | 38.53% |
| Period volatility | 66.57% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.44 |
| Sortino ratio | 2.24 |
| Max drawdown | -34.15% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.24% |
| Correlation with the S&P 500 | 0.57 |
| Period range | $298.65 – $787.42 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Meta Platforms (META) has posted an annualized return of +27.86% with annual volatility of 38.53%, a Sharpe ratio of 1.44. Its worst stretch (max drawdown from a peak) was -34.15%. Its correlation with the S&P 500 is 0.57, 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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Other Communication Services stocks
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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