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GL vs. MET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GL and MET is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

GL vs. MET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Globe Life Inc. (GL) and MetLife, Inc. (MET). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GL:

1.85

MET:

0.52

Sortino Ratio

GL:

2.43

MET:

0.71

Omega Ratio

GL:

1.33

MET:

1.11

Calmar Ratio

GL:

1.26

MET:

0.54

Martin Ratio

GL:

11.35

MET:

1.70

Ulcer Index

GL:

4.35%

MET:

6.99%

Daily Std Dev

GL:

26.31%

MET:

29.48%

Max Drawdown

GL:

-75.34%

MET:

-82.93%

Current Drawdown

GL:

-8.92%

MET:

-9.40%

Fundamentals

Market Cap

GL:

$10.09B

MET:

$53.05B

EPS

GL:

$12.28

MET:

$6.04

PE Ratio

GL:

9.78

MET:

12.91

PS Ratio

GL:

1.73

MET:

0.72

PB Ratio

GL:

1.83

MET:

1.90

Total Revenue (TTM)

GL:

$5.84B

MET:

$72.92B

Gross Profit (TTM)

GL:

$4.12B

MET:

$72.92B

EBITDA (TTM)

GL:

$1.01B

MET:

$6.39B

Returns By Period

In the year-to-date period, GL achieves a 8.93% return, which is significantly higher than MET's -2.35% return. Over the past 10 years, GL has outperformed MET with an annualized return of 8.74%, while MET has yielded a comparatively lower 8.26% annualized return.


GL

YTD

8.93%

1M

-2.42%

6M

8.75%

1Y

48.25%

3Y*

8.15%

5Y*

10.39%

10Y*

8.74%

MET

YTD

-2.35%

1M

3.96%

6M

-9.40%

1Y

15.22%

3Y*

8.51%

5Y*

20.87%

10Y*

8.26%

*Annualized

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Globe Life Inc.

MetLife, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GL vs. MET — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GL
The Risk-Adjusted Performance Rank of GL is 9191
Overall Rank
The Sharpe Ratio Rank of GL is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GL is 9090
Sortino Ratio Rank
The Omega Ratio Rank of GL is 9090
Omega Ratio Rank
The Calmar Ratio Rank of GL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of GL is 9595
Martin Ratio Rank

MET
The Risk-Adjusted Performance Rank of MET is 6666
Overall Rank
The Sharpe Ratio Rank of MET is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of MET is 5757
Sortino Ratio Rank
The Omega Ratio Rank of MET is 5959
Omega Ratio Rank
The Calmar Ratio Rank of MET is 7373
Calmar Ratio Rank
The Martin Ratio Rank of MET is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GL vs. MET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Globe Life Inc. (GL) 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 GL Sharpe Ratio is 1.85, which is higher than the MET Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of GL 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GL vs. MET - Dividend Comparison

GL's dividend yield for the trailing twelve months is around 0.82%, less than MET's 2.79% yield.


TTM20242023202220212020201920182017201620152014
GL
Globe Life Inc.
0.82%0.85%0.73%0.68%0.83%0.77%0.64%0.85%0.65%0.75%0.71%0.94%
MET
MetLife, Inc.
2.79%2.63%3.12%2.74%3.04%3.88%3.41%4.04%0.79%0.00%0.00%0.00%

Drawdowns

GL vs. MET - Drawdown Comparison

The maximum GL drawdown since its inception was -75.34%, smaller than the maximum MET drawdown of -82.93%. Use the drawdown chart below to compare losses from any high point for GL and MET.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GL vs. MET - Volatility Comparison

Globe Life Inc. (GL) has a higher volatility of 7.39% compared to MetLife, Inc. (MET) at 6.88%. This indicates that GL's price experiences larger fluctuations and is considered to be riskier than MET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

GL vs. MET - Financials Comparison

This section allows you to compare key financial metrics between Globe Life Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B20212022202320242025
1.48B
18.28B
(GL) Total Revenue
(MET) Total Revenue
Values in USD except per share items

GL vs. MET - Profitability Comparison

The chart below illustrates the profitability comparison between Globe Life Inc. and MetLife, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
-2.4%
100.0%
(GL) Gross Margin
(MET) Gross Margin
GL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Globe Life Inc. reported a gross profit of -34.99M and revenue of 1.48B. Therefore, the gross margin over that period was -2.4%.

MET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, MetLife, Inc. reported a gross profit of 18.28B and revenue of 18.28B. Therefore, the gross margin over that period was 100.0%.

GL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Globe Life Inc. reported an operating income of 316.08M and revenue of 1.48B, resulting in an operating margin of 21.4%.

MET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, MetLife, Inc. reported an operating income of 1.35B and revenue of 18.28B, resulting in an operating margin of 7.4%.

GL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Globe Life Inc. reported a net income of 254.56M and revenue of 1.48B, resulting in a net margin of 17.2%.

MET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, MetLife, Inc. reported a net income of 945.00M and revenue of 18.28B, resulting in a net margin of 5.2%.