Meta Platforms Inc.

10-Year Study

META.US · Communication Services · US · Common Stock

Executive Summary: Meta Platforms Inc. has compounded at 19.3% annually over the last 10 years, with a maximum drawdown of 75.4% and an annualized volatility of 99.5%.

1Y CAGR
+5.2%
3Y CAGR
+38.3%
5Y CAGR
+16.0%
10Y CAGR
+19.3%

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 →
75.4%
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 →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +194.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -64.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.5-9.5-11.718.3————————2.5%
202517.7-3.0-13.7-4.717.914.14.8-4.5-0.5-11.7-0.12.013.1%
202410.225.8-0.9-11.48.58.1-5.89.89.9-0.81.22.066.0%
202323.817.421.213.410.28.411.0-7.11.50.48.68.2194.1%
2022-6.9-32.65.4-9.8-3.4-16.7-1.32.4-16.7-31.326.81.9-64.2%
2021-5.4-0.314.310.41.15.82.56.5-10.5-4.70.33.723.1%
2020-1.6-4.7-13.322.710.00.911.715.6-10.70.55.3-1.433.1%
201927.2-3.13.216.0-8.28.80.6-4.4-4.17.65.21.856.6%
20185.9-4.6-10.47.611.51.3-11.21.8-6.4-7.7-7.4-6.8-25.7%
201713.34.04.85.80.8-0.312.11.6-0.65.4-1.6-0.453.4%
2016———3.01.0-3.88.51.81.72.1-9.6-2.80.8%

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 99.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.9% of variance. Idiosyncratic stock-specific factors contribute 5.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110304.999183644652
2016-05-0110412.793391493136
2016-06-0110015.779928248985
2016-07-0110862.406615567235
2016-08-0111053.46024349453
2016-09-0111241.892708843558
2016-10-0111480.277296054577
2016-11-0110378.612372416897
2016-12-0110083.259420078812
2017-01-0111421.561489208665
2017-02-0111879.05585194403
2017-03-0112449.604398610874
2017-04-0113168.270694608082
2017-05-0113274.326286200949
2017-06-0113232.255303000218
2017-07-0114833.476747110763
2017-08-0115071.870159785012
2017-09-0114975.460799498715
2017-10-0115780.899049938886
2017-11-0115528.481976197725
2017-12-0115465.379914128243
2018-01-0116379.494918739549
2018-02-0115628.395045384947
2018-03-0114004.386255223571
2018-04-0115074.500147826511
2018-05-0116808.06823848167
2018-06-0117030.672897443706
2018-07-0115125.325990547932
2018-08-0115401.404131199337
2018-09-0114413.675937815786
2018-10-0113303.247329194191
2018-11-0112323.400274471907
2018-12-0111489.049806501718
2019-01-0114609.115820966654
2019-02-0114149.87401651244
2019-03-0114609.115820966654
2019-04-0116950.043058176765
2019-05-0115553.899915747854
2019-06-0116914.986835839078
2019-07-0117022.786874181576
2019-08-0116272.567286917465
2019-09-0115607.36227080341
2019-10-0116796.672085449376
2019-11-0117672.218475566016
2019-12-0117988.60653813069
2020-01-0117695.883362678
2020-02-0116868.540312509653
2020-03-0114618.753226809993
2020-04-0117941.284193154086
2020-05-0119727.43439371274
2020-06-0119900.969477135433
2020-07-0122232.250890268602
2020-08-0125696.75708353742
2020-09-0122953.54717430731
2020-10-0123059.602765900174
2020-11-0124274.321873469336
2020-12-0123940.40164683144
2021-01-0122640.666852001395
2021-02-0122578.438510791337
2021-03-0125813.32380183305
2021-04-0128490.80166095218
2021-05-0128810.698226523167
2021-06-0130474.148011843772
2021-07-0131226.995326917222
2021-08-0133249.782672968046
2021-09-0129744.961763680574
2021-10-0128358.463839870794
2021-11-0128436.46328386661
2021-12-0129478.52985433573
2022-01-0127454.868787425483
2022-02-0118495.179090712525
2022-03-0119488.16726017907
2022-04-0117569.679238539033
2022-05-0116971.083369738368
2022-06-0114132.337821081386
2022-07-0113943.914181195585
2022-08-0114279.581849552329
2022-09-0111891.323245828866
2022-10-018164.771398438776
2022-11-0110350.573875746302
2022-12-0110546.887479756595
2023-01-0113056.090231536029
2023-02-0115332.168372187436
2023-03-0118574.934801890417
2023-04-0121062.22392847845
2023-05-0123200.704271965475
2023-06-0125151.625870962904
2023-07-0127922.87427686361
2023-08-0125932.520508170175
2023-09-0126311.132880587073
2023-10-0126404.029706509216
2023-11-0128672.217883036137
2023-12-0131021.90921245979
2024-01-0134192.81872057259
2024-02-0143001.76067991369
2024-03-0142602.56732725259
2024-04-0137741.1403381035
2024-05-0140957.52745822247
2024-06-0144281.87646999122
2024-07-0141700.77266930548
2024-08-0145782.76122267968
2024-09-0150321.08800310657
2024-10-0149893.85615377487
2024-11-0150486.344802022795
2024-12-0151511.53708680284
2025-01-0160632.133585727795
2025-02-0158786.37069062283
2025-03-0150751.66013513439
2025-04-0148342.46057741421
2025-05-0157015.045708315134
2025-06-0165042.88291719895
2025-07-0168158.03334687492
2025-08-0165096.6361505591
2025-09-0164759.62131488647
2025-10-0157173.261959467956
2025-11-0157137.99027171946
2025-12-0158256.00258193064
2026-01-0163234.444017880385
2026-02-0157204.88754153483
2026-03-0150493.12275778076
2026-04-0159736.912941218005
Annual Return Matrix
YearAnnual Return
20170.5337679285858701
2018-0.2571116991438398
20190.5657175172093722
20200.3308647112873724
20210.2313297950971207
2022-0.6422179962205494
20231.9413330968024822
20240.6604889381248495
20250.1309311637073185
20260.025420734236006437
Total Factor Risk
0.9949025611331911
VTI.US Exposure
-0.015580203448876999
VEA.US Exposure
0.004806520764103231
VWO.US Exposure
0.0003362252361739794
QQQ.US Exposure
0.02970812575628916
VTV.US Exposure
-0.0025509757034411283
IJR.US Exposure
-0.003998559440020778
QUAL.US Exposure
0.05567317199642752
SHV.US Exposure
0.8287675839717196
TLT.US Exposure
0.004460024989929286
LQD.US Exposure
0.03800715858634732
HYG.US Exposure
0.004645380523804797
GLD.US Exposure
-0.00008219185906066254
USO.US Exposure
-0.001530147915770401
VNQ.US Exposure
0.0008821145842564732
BTC-USD.CC Exposure
-0.001407336022241866
CPER.US Exposure
0.0002892570676204787
VIX.INDX Exposure
0.0011064886938612307
UUP.US Exposure
0.0020726097303487923
TIP.US Exposure
0.00075590162560473
Idiosyncratic Exposure
0.0536388508629251
Value Score
40.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
99.5%

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 →0.36%
Market Cap$1.5T
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
$223
Avg Yield on Cost
1.11%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2024$176.511.77%Solid
2026$46.330.46%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 →
+7.5%
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 →
-0.6%
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 →
14.2% 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. (META.US) has an annualized volatility of 99.5% and experienced a maximum drawdown of 75.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of META.US?

Over the past 10 years, META.US has generated a Compound Annual Growth Rate (CAGR) of 19.3%. It has had a positive return in 80% 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.

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