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ICE vs. MET
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ICE vs. MET - Performance Comparison

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

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Returns By Period

In the year-to-date period, ICE achieves a -12.95% return, which is significantly lower than MET's 14.21% return. Over the past 10 years, ICE has underperformed MET with an annualized return of 11.91%, while MET has yielded a comparatively higher 14.00% annualized return.


ICE

1D
1.12%
1M
-9.75%
YTD
-12.95%
6M
-13.36%
1Y
-20.53%
3Y*
10.22%
5Y*
5.87%
10Y*
11.91%

MET

1D
1.44%
1M
12.20%
YTD
14.21%
6M
9.74%
1Y
18.30%
3Y*
20.82%
5Y*
10.04%
10Y*
14.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICE vs. MET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICE
Intercontinental Exchange, Inc.
-12.95%9.92%17.46%27.12%-23.91%19.94%26.15%24.47%8.11%26.60%
MET
MetLife, Inc.
14.21%-0.80%27.68%-5.49%19.23%37.43%-3.42%28.84%-15.77%21.67%

Correlation

The correlation between ICE and MET is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2005

0.41

The correlation between ICE and MET shifts across timeframes, from 0.27 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

ICE:

$6.85

MET:

$7.21

PE Ratio

ICE:

20.53

MET:

12.33

PEG Ratio

ICE:

2.48

MET:

0.41

PS Ratio

ICE:

6.15

MET:

0.58

Total Revenue (TTM)

ICE:

$13.08B

MET:

$76.95B

Gross Profit (TTM)

ICE:

$8.93B

MET:

$14.75B

EBITDA (TTM)

ICE:

$7.05B

MET:

$4.11B

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Return for Risk

ICE vs. MET — Risk / Return Rank

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

ICE
ICE Risk / Return Rank: 99
Overall Rank
ICE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ICE Sortino Ratio Rank: 1010
Sortino Ratio Rank
ICE Omega Ratio Rank: 1010
Omega Ratio Rank
ICE Calmar Ratio Rank: 1212
Calmar Ratio Rank
ICE Martin Ratio Rank: 66
Martin Ratio Rank

MET
MET Risk / Return Rank: 6161
Overall Rank
MET Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MET Sortino Ratio Rank: 5757
Sortino Ratio Rank
MET Omega Ratio Rank: 5757
Omega Ratio Rank
MET Calmar Ratio Rank: 6262
Calmar Ratio Rank
MET Martin Ratio Rank: 6666
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.

ICE vs. MET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intercontinental Exchange, Inc. (ICE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ICEMETDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

0.85

1.13

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.80

0.91

-1.71

Martin ratioReturn relative to average drawdown

-1.50

2.48

-3.98

ICE vs. MET - Sharpe Ratio Comparison

The current ICE Sharpe Ratio is -0.95, which is lower than the MET Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of ICE and MET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ICE vs. MET - Drawdown Comparison

The maximum ICE drawdown since its inception was -73.94%, smaller than the maximum MET drawdown of -82.37%. Use the drawdown chart below to compare losses from any high point for ICE and MET.


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Drawdown Indicators


ICEMETDifference

Max Drawdown

Largest peak-to-trough decline

-73.94%

-82.37%

+8.43%

Max Drawdown (1Y)

Largest decline over 1 year

-25.87%

-17.46%

-8.41%

Max Drawdown (3Y)

Largest decline over 3 years

-25.87%

-21.97%

-3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

-35.09%

+0.77%

Max Drawdown (10Y)

Largest decline over 10 years

-34.32%

-55.16%

+20.84%

Current Drawdown

Current decline from peak

-24.75%

0.00%

-24.75%

Average Drawdown

Average peak-to-trough decline

-16.46%

-17.62%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.74%

6.42%

+7.32%

Volatility

ICE vs. MET - Volatility Comparison

Intercontinental Exchange, Inc. (ICE) and MetLife, Inc. (MET) have volatilities of 6.26% and 6.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICEMETDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

6.17%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

17.44%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

23.16%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

25.72%

-4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.20%

30.70%

-8.50%

Dividends

ICE vs. MET - Dividend Comparison

ICE's dividend yield for the trailing twelve months is around 1.39%, less than MET's 2.58% yield.


PositionTTM20252024202320222021202020192018201720162015
ICE
Intercontinental Exchange, Inc.
1.05%1.19%1.21%1.31%1.48%0.97%1.04%1.19%1.27%1.13%1.21%1.13%
MET
MetLife, Inc.
2.58%2.85%2.63%3.12%2.74%3.04%3.88%3.41%4.04%14.52%2.92%3.06%

Financials

ICE vs. MET - Financials Comparison

This section allows you to compare key financial metrics between Intercontinental Exchange, 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


5.00B10.00B15.00B20.00B20222023202420252026
3.67B
19.07B
(ICE) Total Revenue
(MET) Total Revenue
Values in USD except per share items

ICE vs. MET - Profitability Comparison

The chart below illustrates the profitability comparison between Intercontinental Exchange, 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%20222023202420252026
78.8%
0
Portfolio components
ICE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Intercontinental Exchange, Inc. reported a gross profit of 2.89B and revenue of 3.67B. Therefore, the gross margin over that period was 78.8%.

MET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MetLife, Inc. reported a gross profit of 0.00 and revenue of 19.07B. Therefore, the gross margin over that period was 0.0%.

ICE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Intercontinental Exchange, Inc. reported an operating income of 1.67B and revenue of 3.67B, resulting in an operating margin of 45.4%.

MET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MetLife, Inc. reported an operating income of 0.00 and revenue of 19.07B, resulting in an operating margin of 0.0%.

ICE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Intercontinental Exchange, Inc. reported a net income of 1.41B and revenue of 3.67B, resulting in a net margin of 38.5%.

MET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MetLife, Inc. reported a net income of 1.19B and revenue of 19.07B, resulting in a net margin of 6.2%.


Frequently Asked Questions


ICE and MET have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICE has higher volatility (6.26%) compared to MET (6.17%). In terms of maximum drawdown, ICE dropped -73.94% vs MET's -82.37%.

MET currently has the higher Sharpe Ratio (0.69 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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