AFL vs. MET

In the year-to-date period, AFL achieves a 4.93% return, which is significantly higher than MET's -7.58% return. Over the past 10 years, AFL has outperformed MET with an annualized return of 15.60%, while MET has yielded a comparatively lower 7.99% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL) 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.

The current AFL Sharpe Ratio is 1.44, which is higher than the MET Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of AFL and MET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AFL's dividend yield for the trailing twelve months is around 1.93%, less than MET's 2.90% yield.

The maximum AFL drawdown since its inception was -82.71%, roughly equal to the maximum MET drawdown of -82.93%. Use the drawdown chart below to compare losses from any high point for AFL and MET. For additional features, visit the drawdowns tool.

The current volatility for Aflac Incorporated (AFL) is 12.33%, while MetLife, Inc. (MET) has a volatility of 19.02%. This indicates that AFL experiences smaller price fluctuations and is considered to be less risky than MET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Aflac Incorporated 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.