META vs VUG: Correlation
Measured on weekly returns over the past three years, Meta Platforms (META) and Vanguard Growth ETF (VUG) carry a correlation of 0.63, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are META and VUG?
Across a 3-year window, the weekly returns of META and VUG correlate at 0.63, strong. Recent behaviour matches the longer record: 0.67 over 1 year against 0.63 over 3. Stretching to 5 years gives 0.61, with an annualized covariance of 453.9 %².
Among the 33 assets we track against META, VUG ranks #4 by 3-year correlation. Correlation aside, the last 12 months split them widely, with VUG ahead by 39.5 points (-23.3% versus +16.2%). On a rolling one-year basis the correlation drifted between 0.41 and 0.78, a moderate band. One caveat on sizing: META is 1.9 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
META vs VUG: side by side
| META (Meta Platforms) | VUG (Vanguard Growth ETF) | |
|---|---|---|
| 1-year return | -23.3% | +16.2% |
| 5-year return | +51.3% | +78.4% |
| Volatility (ann.) | 36.9% | 19.4% |
| Beta vs S&P 500 | 1.45 | 1.28 |
| Max drawdown (3Y) | -34.2% | -22.8% |
| Market cap | $1,454.9B | – |
| P/E (trailing) | 21.7 | – |
| Dividend yield | 0.36% | 0.40% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $372.0B |
| Sector / category | Communication Services | ETF · US Style |
VUG, Vanguard's Large Growth fund, carries $372.0B under management, 146 holdings, a 0.03% expense ratio, a 0.40% trailing dividend yield.
Year-by-year returns
| Year | META | VUG |
|---|---|---|
| 2022 | -64.2% | -33.2% |
| 2023 | +194.1% | +46.8% |
| 2024 | +66.0% | +32.7% |
| 2025 | +13.1% | +19.4% |
| 2026 | -13.3% | +9.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
META represents 3.41% of VUG's portfolio, so part of any move in VUG is META itself, and the correlation between them is partly mechanical.
Are META and VUG good diversifiers for each other?
Only partially. A correlation of 0.63 means META and VUG share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between META and VUG?
The META/VUG correlation stands at 0.63 on a 3-year window (1 year: 0.67, 5 years: 0.61), computed from weekly returns as of 2026-08-27.
Is VUG a good diversifier for META?
Only partially. A correlation of 0.63 means META and VUG share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.63 mean?
On the −1 to +1 scale, 0.63 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/meta-vs-vug.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/meta-vs-vug/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: META correlations · VUG correlations
