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

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.


-0.50.00.51.00.7

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.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
1,157.62%
672.79%
GL
MET

Key characteristics

Sharpe Ratio

GL:

-0.22

MET:

1.12

Sortino Ratio

GL:

0.24

MET:

1.52

Omega Ratio

GL:

1.07

MET:

1.22

Calmar Ratio

GL:

-0.23

MET:

1.99

Martin Ratio

GL:

-0.60

MET:

6.49

Ulcer Index

GL:

23.79%

MET:

3.79%

Daily Std Dev

GL:

65.05%

MET:

21.87%

Max Drawdown

GL:

-75.34%

MET:

-82.93%

Current Drawdown

GL:

-18.07%

MET:

-10.72%

Fundamentals

Market Cap

GL:

$8.88B

MET:

$56.26B

EPS

GL:

$11.81

MET:

$4.93

PE Ratio

GL:

8.96

MET:

16.48

Total Revenue (TTM)

GL:

$5.73B

MET:

$71.35B

Gross Profit (TTM)

GL:

$5.34B

MET:

$71.35B

EBITDA (TTM)

GL:

$321.75M

MET:

$3.06B

Returns By Period

In the year-to-date period, GL achieves a -13.41% return, which is significantly lower than MET's 22.88% return. Both investments have delivered pretty close results over the past 10 years, with GL having a 7.65% annualized return and MET not far ahead at 7.81%.


GL

YTD

-13.41%

1M

-4.85%

6M

30.57%

1Y

-14.66%

5Y*

0.45%

10Y*

7.65%

MET

YTD

22.88%

1M

-5.49%

6M

14.50%

1Y

22.38%

5Y*

12.82%

10Y*

7.81%

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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.


Sharpe ratio
The chart of Sharpe ratio for GL, currently valued at -0.22, compared to the broader market-4.00-2.000.002.00-0.221.12
The chart of Sortino ratio for GL, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.241.52
The chart of Omega ratio for GL, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.22
The chart of Calmar ratio for GL, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.231.99
The chart of Martin ratio for GL, currently valued at -0.60, compared to the broader market0.0010.0020.00-0.606.49
GL
MET

The current GL Sharpe Ratio is -0.22, which is lower than the MET Sharpe Ratio of 1.12. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
1.12
GL
MET

Dividends

GL vs. MET - Dividend Comparison

GL's dividend yield for the trailing twelve months is around 0.90%, less than MET's 2.75% yield.


TTM20232022202120202019201820172016201520142013
GL
Globe Life Inc.
0.90%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.
2.75%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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.07%
-10.72%
GL
MET

Volatility

GL vs. MET - Volatility Comparison

The current volatility for Globe Life Inc. (GL) is 5.08%, while MetLife, Inc. (MET) has a volatility of 7.89%. 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.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.08%
7.89%
GL
MET

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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