GL vs. MET
Compare and contrast key facts about Globe Life Inc. (GL) and MetLife, Inc. (MET).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GL or MET.
Key characteristics
| GL | MET | |
|---|---|---|
| YTD Return | -9.61% | 28.82% |
| 1Y Return | -5.65% | 37.81% |
| 3Y Return (Ann) | 5.75% | 12.28% |
| 5Y Return (Ann) | 2.79% | 14.83% |
| 10Y Return (Ann) | 8.35% | 8.19% |
| Sharpe Ratio | -0.11 | 1.76 |
| Sortino Ratio | 0.39 | 2.19 |
| Omega Ratio | 1.12 | 1.33 |
| Calmar Ratio | -0.11 | 2.16 |
| Martin Ratio | -0.30 | 10.39 |
| Ulcer Index | 23.33% | 3.51% |
| Daily Std Dev | 64.99% | 20.80% |
| Max Drawdown | -75.34% | -82.93% |
| Current Drawdown | -14.47% | -3.14% |
Fundamentals
| GL | MET | |
|---|---|---|
| Market Cap | $9.26B | $56.92B |
| EPS | $11.80 | $4.93 |
| PE Ratio | 9.35 | 16.67 |
| Total Revenue (TTM) | $5.73B | $71.35B |
| Gross Profit (TTM) | $5.34B | $71.35B |
| EBITDA (TTM) | $321.75M | $5.28B |
Correlation
The correlation between GL and MET is 0.72, 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.
Performance
GL vs. MET - Performance Comparison
In the year-to-date period, GL achieves a -9.61% return, which is significantly lower than MET's 28.82% return. Both investments have delivered pretty close results over the past 10 years, with GL having a 8.35% annualized return and MET not far behind at 8.19%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
GL vs. MET - Dividend Comparison
GL's dividend yield for the trailing twelve months is around 0.87%, less than MET's 2.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GL Globe Life Inc. | 0.87% | 0.73% | 0.68% | 0.83% | 0.78% | 0.65% | 0.85% | 0.65% | 0.75% | 0.71% | 0.94% | 1.06% |
MET MetLife, Inc. | 2.63% | 3.12% | 2.74% | 3.04% | 3.88% | 3.41% | 4.04% | 0.79% | 0.00% | 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. For additional features, visit the drawdowns tool.
Volatility
GL vs. MET - Volatility Comparison
The current volatility for Globe Life Inc. (GL) is 8.79%, while MetLife, Inc. (MET) has a volatility of 9.81%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities