PortfoliosLab logoPortfoliosLab logo
GL vs. MET
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

Loading graphics...

GL vs. MET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GL
Globe Life Inc.
-0.30%26.47%-7.53%1.77%29.68%-0.49%-8.93%42.34%-17.23%23.93%
MET
MetLife, Inc.
-9.77%-0.80%27.68%-5.49%19.23%37.43%-3.42%28.84%-15.77%21.67%

Fundamentals

EPS

GL:

$14.18

MET:

$7.54

PE Ratio

GL:

9.81

MET:

9.38

PEG Ratio

GL:

0.53

MET:

0.22

PS Ratio

GL:

1.90

MET:

0.42

Total Revenue (TTM)

GL:

$6.00B

MET:

$76.13B

Gross Profit (TTM)

GL:

$2.00B

MET:

$12.20B

EBITDA (TTM)

GL:

$1.59B

MET:

$4.34B

Returns By Period

In the year-to-date period, GL achieves a -0.30% return, which is significantly higher than MET's -9.77% return. Both investments have delivered pretty close results over the past 10 years, with GL having a 10.68% annualized return and MET not far ahead at 10.86%.


GL

1D
1.99%
1M
-4.19%
YTD
-0.30%
6M
-2.28%
1Y
6.52%
3Y*
9.01%
5Y*
7.97%
10Y*
10.68%

MET

1D
3.59%
1M
-1.87%
YTD
-9.77%
6M
-12.90%
1Y
-9.30%
3Y*
10.23%
5Y*
5.97%
10Y*
10.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GL vs. MET — Risk / Return Rank

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

GL
GL Risk / Return Rank: 5050
Overall Rank
GL Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
GL Sortino Ratio Rank: 4444
Sortino Ratio Rank
GL Omega Ratio Rank: 4444
Omega Ratio Rank
GL Calmar Ratio Rank: 5555
Calmar Ratio Rank
GL Martin Ratio Rank: 5555
Martin Ratio Rank

MET
MET Risk / Return Rank: 2525
Overall Rank
MET Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MET Sortino Ratio Rank: 2424
Sortino Ratio Rank
MET Omega Ratio Rank: 2424
Omega Ratio Rank
MET Calmar Ratio Rank: 2727
Calmar Ratio Rank
MET Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GL vs. MET - Risk-Adjusted Trends 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.


GLMETDifference

Sharpe ratio

Return per unit of total volatility

0.26

-0.33

+0.59

Sortino ratio

Return per unit of downside risk

0.55

-0.26

+0.81

Omega ratio

Gain probability vs. loss probability

1.07

0.96

+0.11

Calmar ratio

Return relative to maximum drawdown

0.55

-0.46

+1.02

Martin ratio

Return relative to average drawdown

1.21

-1.15

+2.36

GL vs. MET - Sharpe Ratio Comparison

The current GL Sharpe Ratio is 0.26, which is higher than the MET Sharpe Ratio of -0.33. 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.


Loading graphics...

Sharpe Ratios by Period


GLMETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

-0.33

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.23

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.35

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.24

+0.15

Correlation

The correlation between GL and MET is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GL vs. MET - Dividend Comparison

GL's dividend yield for the trailing twelve months is around 0.78%, less than MET's 3.21% yield.


TTM20252024202320222021202020192018201720162015
GL
Globe Life Inc.
0.78%0.75%0.85%0.73%0.68%0.83%0.77%0.64%0.85%0.65%0.75%0.71%
MET
MetLife, Inc.
3.21%2.85%2.63%3.12%2.74%3.04%3.88%3.41%4.04%14.52%2.92%3.06%

Drawdowns

GL vs. MET - Drawdown Comparison

The maximum GL drawdown since its inception was -75.34%, smaller than the maximum MET drawdown of -82.37%. Use the drawdown chart below to compare losses from any high point for GL and MET.


Loading graphics...

Drawdown Indicators


GLMETDifference

Max Drawdown

Largest peak-to-trough decline

-75.34%

-82.37%

+7.03%

Max Drawdown (1Y)

Largest decline over 1 year

-14.70%

-17.46%

+2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-61.62%

-35.09%

-26.53%

Max Drawdown (10Y)

Largest decline over 10 years

-61.62%

-55.16%

-6.46%

Current Drawdown

Current decline from peak

-5.29%

-16.95%

+11.66%

Average Drawdown

Average peak-to-trough decline

-12.23%

-17.71%

+5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.73%

7.03%

-0.30%

Volatility

GL vs. MET - Volatility Comparison

The current volatility for Globe Life Inc. (GL) is 5.09%, while MetLife, Inc. (MET) has a volatility of 6.49%. This indicates that GL 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.


Loading graphics...

Volatility by Period


GLMETDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

6.49%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

17.81%

-4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

24.98%

28.54%

-3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.72%

25.68%

+10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.15%

30.74%

+1.41%

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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.52B
23.81B
(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%10.0%20.0%30.0%40.0%50.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
30.4%
0
Portfolio components
GL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Globe Life Inc. reported a gross profit of 462.61M and revenue of 1.52B. Therefore, the gross margin over that period was 30.4%.

MET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, MetLife, Inc. reported a gross profit of 0.00 and revenue of 23.81B. Therefore, the gross margin over that period was 0.0%.

GL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Globe Life Inc. reported an operating income of 356.26M and revenue of 1.52B, resulting in an operating margin of 23.4%.

MET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, MetLife, Inc. reported an operating income of 0.00 and revenue of 23.81B, resulting in an operating margin of 0.0%.

GL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Globe Life Inc. reported a net income of 266.00M and revenue of 1.52B, resulting in a net margin of 17.5%.

MET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, MetLife, Inc. reported a net income of 809.00M and revenue of 23.81B, resulting in a net margin of 3.4%.