PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MET vs. AFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MET and AFL 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.


-0.50.00.51.00.6

Performance

MET vs. AFL - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
17.82%
15.69%
MET
AFL

Key characteristics

Sharpe Ratio

MET:

1.48

AFL:

1.52

Sortino Ratio

MET:

1.90

AFL:

1.89

Omega Ratio

MET:

1.28

AFL:

1.31

Calmar Ratio

MET:

2.69

AFL:

2.50

Martin Ratio

MET:

7.80

AFL:

6.66

Ulcer Index

MET:

4.20%

AFL:

4.71%

Daily Std Dev

MET:

22.13%

AFL:

20.63%

Max Drawdown

MET:

-82.93%

AFL:

-82.71%

Current Drawdown

MET:

-1.67%

AFL:

-7.19%

Fundamentals

Market Cap

MET:

$60.09B

AFL:

$59.16B

EPS

MET:

$4.98

AFL:

$6.76

PE Ratio

MET:

17.43

AFL:

15.75

PEG Ratio

MET:

0.15

AFL:

0.93

Total Revenue (TTM)

MET:

$52.32B

AFL:

$13.52B

Gross Profit (TTM)

MET:

$52.32B

AFL:

$13.52B

EBITDA (TTM)

MET:

$4.48B

AFL:

$45.00M

Returns By Period

In the year-to-date period, MET achieves a 5.98% return, which is significantly higher than AFL's 2.95% return. Over the past 10 years, MET has underperformed AFL with an annualized return of 9.94%, while AFL has yielded a comparatively higher 16.67% annualized return.


MET

YTD

5.98%

1M

10.14%

6M

17.82%

1Y

32.17%

5Y*

14.46%

10Y*

9.94%

AFL

YTD

2.95%

1M

6.10%

6M

15.69%

1Y

30.11%

5Y*

17.68%

10Y*

16.67%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MET vs. AFL — Risk-Adjusted Performance Rank

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

MET
The Risk-Adjusted Performance Rank of MET is 8686
Overall Rank
The Sharpe Ratio Rank of MET is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of MET is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MET is 8282
Omega Ratio Rank
The Calmar Ratio Rank of MET is 9494
Calmar Ratio Rank
The Martin Ratio Rank of MET is 8888
Martin Ratio Rank

AFL
The Risk-Adjusted Performance Rank of AFL is 8686
Overall Rank
The Sharpe Ratio Rank of AFL is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of AFL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of AFL is 8585
Omega Ratio Rank
The Calmar Ratio Rank of AFL is 9393
Calmar Ratio Rank
The Martin Ratio Rank of AFL is 8686
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.

MET vs. AFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and Aflac Incorporated (AFL). 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 MET, currently valued at 1.48, compared to the broader market-2.000.002.004.001.481.52
The chart of Sortino ratio for MET, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.901.89
The chart of Omega ratio for MET, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.31
The chart of Calmar ratio for MET, currently valued at 2.69, compared to the broader market0.002.004.006.002.692.50
The chart of Martin ratio for MET, currently valued at 7.80, compared to the broader market-10.000.0010.0020.0030.007.806.66
MET
AFL

The current MET Sharpe Ratio is 1.48, which is comparable to the AFL Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of MET and AFL, 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.48
1.52
MET
AFL

Dividends

MET vs. AFL - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.48%, more than AFL's 1.88% yield.


TTM20242023202220212020201920182017201620152014
MET
MetLife, Inc.
2.48%2.63%3.12%2.74%3.04%3.88%3.41%4.04%0.79%0.00%0.00%0.00%
AFL
Aflac Incorporated
1.88%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%

Drawdowns

MET vs. AFL - Drawdown Comparison

The maximum MET drawdown since its inception was -82.93%, roughly equal to the maximum AFL drawdown of -82.71%. Use the drawdown chart below to compare losses from any high point for MET and AFL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.67%
-7.19%
MET
AFL

Volatility

MET vs. AFL - Volatility Comparison

MetLife, Inc. (MET) has a higher volatility of 6.78% compared to Aflac Incorporated (AFL) at 5.36%. This indicates that MET's price experiences larger fluctuations and is considered to be riskier than AFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.78%
5.36%
MET
AFL

Financials

MET vs. AFL - Financials Comparison

This section allows you to compare key financial metrics between MetLife, Inc. and Aflac Incorporated. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab