AEG vs. MET
AEG (Aegon N.V.) and MET (MetLife, Inc.) are both stocks. Both are in the Financial Services sector — AEG in Insurance - Diversified, MET in Insurance - Life. Over the past 10 years, AEG returned 11.39%/yr vs 13.20%/yr for MET. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
AEG vs. MET - Performance Comparison
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Returns By Period
In the year-to-date period, AEG achieves a 6.61% return, which is significantly lower than MET's 8.48% return. Over the past 10 years, AEG has underperformed MET with an annualized return of 11.39%, while MET has yielded a comparatively higher 13.20% annualized return.
AEG
- 1D
- -0.24%
- 1M
- -1.08%
- YTD
- 6.61%
- 6M
- 3.66%
- 1Y
- 20.46%
- 3Y*
- 25.46%
- 5Y*
- 18.27%
- 10Y*
- 11.39%
MET
- 1D
- -0.13%
- 1M
- 8.90%
- YTD
- 8.48%
- 6M
- 9.68%
- 1Y
- 8.74%
- 3Y*
- 19.71%
- 5Y*
- 8.72%
- 10Y*
- 13.20%
AEG vs. MET - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEG Aegon N.V. | 6.61% | 39.08% | 8.38% | 21.19% | 6.45% | 29.44% | -10.42% | 5.37% | -22.29% | 20.46% |
MET MetLife, Inc. | 8.48% | -0.80% | 27.68% | -5.49% | 19.23% | 37.43% | -3.42% | 28.84% | -15.77% | 21.67% |
Correlation
The correlation between AEG and MET is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2000 | 0.55 |
The correlation between AEG and MET shifts across timeframes, from 0.49 (3 years) to 0.60 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
AEG:
$1.07
MET:
$7.21
AEG:
7.66
MET:
11.71
AEG:
0.22
MET:
0.39
AEG:
0.28
MET:
0.55
AEG:
$45.17B
MET:
$76.95B
AEG:
$45.17B
MET:
$14.75B
AEG:
$1.06B
MET:
$4.11B
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Return for Risk
AEG vs. MET — Risk / Return Rank
AEG
MET
AEG vs. MET - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aegon N.V. (AEG) and MetLife, Inc. (MET). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AEG | MET | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.08 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.50 | +0.81 |
| Martin ratioReturn relative to average drawdown | 3.77 | 1.36 | +2.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AEG | MET | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.38 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.34 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.43 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.26 | -0.05 |
Drawdowns
AEG vs. MET - Drawdown Comparison
The maximum AEG drawdown since its inception was -94.91%, which is greater than MET's maximum drawdown of -82.37%. Use the drawdown chart below to compare losses from any high point for AEG and MET.
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Drawdown Indicators
| AEG | MET | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.91% | -82.37% | -12.54% |
Max Drawdown (1Y)Largest decline over 1 year | -15.65% | -17.46% | +1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -18.37% | -21.97% | +3.60% |
Max Drawdown (5Y)Largest decline over 5 years | -36.56% | -35.09% | -1.47% |
Max Drawdown (10Y)Largest decline over 10 years | -71.11% | -55.16% | -15.95% |
Current DrawdownCurrent decline from peak | -63.55% | -0.15% | -63.40% |
Average DrawdownAverage peak-to-trough decline | -52.67% | -17.63% | -35.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.45% | 6.42% | -0.97% |
Volatility
AEG vs. MET - Volatility Comparison
Aegon N.V. (AEG) and MetLife, Inc. (MET) have volatilities of 6.03% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEG | MET | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 6.33% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 20.38% | 17.47% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.40% | 23.08% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.81% | 25.73% | +5.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.66% | 30.71% | +4.95% |
Dividends
AEG vs. MET - Dividend Comparison
AEG's dividend yield for the trailing twelve months is around 5.37%, more than MET's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEG Aegon N.V. | 5.37% | 5.72% | 5.93% | 4.89% | 4.08% | 3.37% | 1.80% | 7.37% | 7.02% | 4.74% | 5.30% | 4.72% |
MET MetLife, Inc. | 2.72% | 2.85% | 2.63% | 3.12% | 2.74% | 3.04% | 3.88% | 3.41% | 4.04% | 14.52% | 2.92% | 3.06% |
Financials
AEG vs. MET - Financials Comparison
This section allows you to compare key financial metrics between Aegon N.V. and MetLife, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
AEG vs. MET - Profitability Comparison
AEG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Aegon N.V. reported a gross profit of 19.00B and revenue of 19.00B. Therefore, the gross margin over that period was 100.0%.
MET - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MetLife, Inc. reported a gross profit of 0.00 and revenue of 19.07B. Therefore, the gross margin over that period was 0.0%.
AEG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Aegon N.V. reported an operating income of 365.28M and revenue of 19.00B, resulting in an operating margin of 1.9%.
MET - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MetLife, Inc. reported an operating income of 0.00 and revenue of 19.07B, resulting in an operating margin of 0.0%.
AEG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Aegon N.V. reported a net income of 389.10M and revenue of 19.00B, resulting in a net margin of 2.1%.
MET - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MetLife, Inc. reported a net income of 1.19B and revenue of 19.07B, resulting in a net margin of 6.2%.
Frequently Asked Questions
AEG and MET have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MET has higher volatility (6.33%) compared to AEG (6.03%). In terms of maximum drawdown, AEG dropped -94.91% vs MET's -82.37%.
AEG currently has the higher Sharpe Ratio (0.81 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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