Meta Platforms Inc

10-Year Study

FB2A.XETRA · Communication Services · DE · Common Stock

Executive Summary: Meta Platforms Inc has compounded at 18.6% annually over the last 10 years, with a maximum drawdown of 70.3% and an annualized volatility of 99.3%.

1Y CAGR
+1.4%
3Y CAGR
+33.9%
5Y CAGR
+16.8%
10Y CAGR
+18.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
70.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.94
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +191.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -63.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.9-9.8-11.218.2————————2.3%
202518.4-5.5-17.4-9.219.011.38.4-7.4-1.0-9.4-1.90.9-1.2%
202411.923.60.3-9.02.814.7-9.16.610.01.84.64.075.9%
202322.521.117.211.114.66.910.8-5.44.8-1.44.09.5191.7%
2022-9.6-31.37.2-2.6-7.7-14.6-1.76.5-12.0-33.313.62.6-63.4%
2021-6.22.815.47.8-0.79.12.57.0-8.4-4.43.54.334.7%
2020-1.2-6.6-9.621.17.7-2.99.014.4-7.70.60.2-0.821.7%
201924.8-3.44.217.1-7.54.95.9-6.2-2.86.16.70.757.1%
20182.2-2.1-13.111.212.73.5-11.82.2-5.1-6.4-8.2-4.2-20.6%
20179.06.43.83.3-1.9-1.98.9-0.30.46.9-4.00.334.5%
2016———0.74.9-3.59.10.61.15.3-5.3-2.79.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 99.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 81.8% of variance. Idiosyncratic stock-specific factors contribute 5.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110074.43330775625
2016-05-0110570.718636102052
2016-06-0110203.467692947119
2016-07-0111136.471721337683
2016-08-0111205.949469275529
2016-09-0111325.062743781571
2016-10-0111920.5891521197
2016-11-0111290.313878764626
2016-12-0110982.629563910736
2017-01-0111970.214687639873
2017-02-0112739.445456870644
2017-03-0113220.834132617174
2017-04-0113657.562823709957
2017-05-0113404.459604194642
2017-06-0113156.32193554575
2017-07-0114327.542521900376
2017-08-0114282.872546198607
2017-09-0114337.4636325852
2017-10-0115330.024298228785
2017-11-0114719.601237291386
2017-12-0114769.22677281156
2018-01-0115086.8421893983
2018-02-0114766.249440501311
2018-03-0112836.71830040284
2018-04-0114271.952330711681
2018-05-0116079.40285504188
2018-06-0116649.122386341838
2018-07-0114690.817027942963
2018-08-0115014.387109150202
2018-09-0114245.15633991943
2018-10-0113329.02719163629
2018-11-0112232.249904085938
2018-12-0111720.098791482831
2019-01-0114632.249504444017
2019-02-0114130.019502525734
2019-03-0114716.623904981136
2019-04-0117234.73767504316
2019-05-0115936.470922053839
2019-06-0116716.621906771532
2019-07-0117703.217916746595
2019-08-0116613.39439861884
2019-09-0116148.880602979729
2019-10-0117133.48839439862
2019-11-0118272.947439094572
2019-12-0118409.914716414092
2020-01-0118183.61747873905
2020-02-0116984.611787838094
2020-03-0115358.808507577209
2020-04-0118594.539292793655
2020-05-0120019.842221369654
2020-06-0119438.203369780676
2020-07-0121196.018367542685
2020-08-0124258.054782914507
2020-09-0122401.977827866227
2020-10-0122540.933323741927
2020-11-0122575.672197710854
2020-12-0122401.977827866227
2021-01-0121012.402887013235
2021-02-0121607.92929535136
2021-03-0124928.03448110493
2021-04-0126878.40694737515
2021-05-0126699.747026664107
2021-06-0129116.61151608159
2021-07-0129846.14785152503
2021-08-0131930.510262804524
2021-09-0129255.57700300531
2021-10-0127965.253133192655
2021-11-0128942.917146236967
2021-12-0130173.6843787966
2022-01-0127280.386773450984
2022-02-0118741.437671846026
2022-03-0120089.3199693075
2022-04-0119567.237754971546
2022-05-0118066.49242278918
2022-06-0115436.219147643707
2022-07-0115166.251039068991
2022-08-0116144.904165867385
2022-09-0114201.485469019757
2022-10-019468.975797685274
2022-11-0110757.31144894175
2022-12-0111039.198877805486
2023-01-0113528.528438519084
2023-02-0116377.166059210946
2023-03-0119196.020365752287
2023-04-0121334.983854466398
2023-05-0124441.680254491974
2023-06-0126119.09728882921
2023-07-0128942.917146236967
2023-08-0127369.71673380651
2023-09-0128674.9272651704
2023-10-0128272.94743909457
2023-11-0129414.384711298673
2023-12-0132203.465694737515
2024-01-0136049.61954089136
2024-02-0144544.937735788735
2024-03-0144698.93974998401
2024-04-0140655.27287550354
2024-05-0141797.829145086
2024-06-0147946.63981072959
2024-07-0143595.997985804715
2024-08-0146479.854050770504
2024-09-0151130.13739689238
2024-10-0152035.88584628173
2024-11-0154444.587649466084
2024-12-0156635.34473112091
2025-01-0167034.09744868598
2025-02-0163338.75847240872
2025-03-0152325.296534305264
2025-04-0147485.53296246563
2025-05-0156512.125135878254
2025-06-0162889.26122194513
2025-07-0168176.58378093228
2025-08-0163118.70563974678
2025-09-0162472.664492614604
2025-10-0156582.78182748257
2025-11-0155484.6657394974
2025-12-0155969.85101349191
2026-01-0160395.88528678304
2026-02-0154491.17590638787
2026-03-0148406.62766161519
2026-04-0157238.7141121555
Annual Return Matrix
YearAnnual Return
20170.34478056342205177
2018-0.20645142959967422
20190.570798595127274
20200.21684310725746347
20210.34692055365142815
2022-0.6341448150905011
20231.917192275562965
20240.7586723512300697
2025-0.011750501754486775
20260.02267047483041762
Total Factor Risk
0.9930690691952482
VTI.US Exposure
-0.013527604842237487
VEA.US Exposure
0.00321391576158417
VWO.US Exposure
-0.000051202708361141034
QQQ.US Exposure
0.033608931298500906
VTV.US Exposure
-0.0016260205860273195
IJR.US Exposure
-0.0036260111492488092
QUAL.US Exposure
0.04700420021754798
SHV.US Exposure
0.8181236559842741
TLT.US Exposure
0.007874227464819222
LQD.US Exposure
0.027472607899523313
HYG.US Exposure
0.008762859487233888
GLD.US Exposure
0.00018742847253653858
USO.US Exposure
-0.00037589568349967505
VNQ.US Exposure
0.0007858505667534433
BTC-USD.CC Exposure
-0.0014075772454813418
CPER.US Exposure
0.0001365820827162516
VIX.INDX Exposure
0.0019278108244706164
UUP.US Exposure
0.016690614089890008
TIP.US Exposure
0.0006086330101250939
Idiosyncratic Exposure
0.054216995054880125
Value Score
40.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
99.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →24.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.42%
Market Cap$1.3T
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$90
Avg Yield on Cost
0.45%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$44.360.44%Solid
2026$45.310.45%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
16.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Meta Platforms Inc a high-risk investment?

Meta Platforms Inc (FB2A.XETRA) has an annualized volatility of 99.3% and experienced a maximum drawdown of 70.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FB2A.XETRA?

Over the past 10 years, FB2A.XETRA has generated a Compound Annual Growth Rate (CAGR) of 18.6%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Meta Platforms Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest