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

Performance

MET vs. AIG - Performance Comparison

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

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Returns By Period

In the year-to-date period, MET achieves a 12.57% return, which is significantly higher than AIG's -9.61% return. Over the past 10 years, MET has outperformed AIG with an annualized return of 14.63%, while AIG has yielded a comparatively lower 6.83% annualized return.


MET

1D
2.31%
1M
4.16%
YTD
12.57%
6M
9.23%
1Y
13.86%
3Y*
21.60%
5Y*
11.47%
10Y*
14.63%

AIG

1D
3.17%
1M
-0.22%
YTD
-9.61%
6M
-10.53%
1Y
-8.15%
3Y*
13.90%
5Y*
12.38%
10Y*
6.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MET vs. AIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MET
MetLife, Inc.
12.57%-0.80%27.68%-5.49%19.23%37.43%-3.42%28.84%-15.77%21.67%
AIG
American International Group, Inc.
-9.61%20.03%9.75%9.79%13.76%53.92%-23.08%33.58%-32.09%-6.86%

Correlation

The correlation between MET and AIG is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.61

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

0.71

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

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2000

0.60

The correlation between MET and AIG shifts across timeframes, from 0.57 (1 year) to 0.72 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

MET:

$7.21

AIG:

$4.25

PE Ratio

MET:

12.15

AIG:

17.96

PS Ratio

MET:

0.57

AIG:

2.15

Total Revenue (TTM)

MET:

$76.95B

AIG:

$20.00B

Gross Profit (TTM)

MET:

$14.75B

AIG:

$7.09B

EBITDA (TTM)

MET:

$4.11B

AIG:

$5.81B

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Return for Risk

MET vs. AIG — Risk / Return Rank

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

MET
MET Risk / Return Rank: 5858
Overall Rank
MET Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
MET Sortino Ratio Rank: 5454
Sortino Ratio Rank
MET Omega Ratio Rank: 5353
Omega Ratio Rank
MET Calmar Ratio Rank: 6060
Calmar Ratio Rank
MET Martin Ratio Rank: 6363
Martin Ratio Rank

AIG
AIG Risk / Return Rank: 2525
Overall Rank
AIG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AIG Sortino Ratio Rank: 2424
Sortino Ratio Rank
AIG Omega Ratio Rank: 2424
Omega Ratio Rank
AIG Calmar Ratio Rank: 2525
Calmar Ratio Rank
AIG Martin Ratio Rank: 2525
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.

MET vs. AIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and American International Group, Inc. (AIG). 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.


METAIGDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.12

0.96

+0.16

Calmar ratioReturn relative to maximum drawdown

0.80

-0.48

+1.28

Martin ratioReturn relative to average drawdown

2.16

-0.84

+3.01

MET vs. AIG - Sharpe Ratio Comparison

The current MET Sharpe Ratio is 0.60, which is higher than the AIG Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of MET and AIG, 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

MET vs. AIG - Drawdown Comparison

The maximum MET drawdown since its inception was -82.37%, smaller than the maximum AIG drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for MET and AIG.


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Drawdown Indicators


METAIGDifference

Max Drawdown

Largest peak-to-trough decline

-82.37%

-99.64%

+17.27%

Max Drawdown (1Y)

Largest decline over 1 year

-17.46%

-16.98%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-21.97%

-16.98%

-4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-35.09%

-26.45%

-8.64%

Max Drawdown (10Y)

Largest decline over 10 years

-55.16%

-69.58%

+14.42%

Current Drawdown

Current decline from peak

-1.44%

-93.75%

+92.31%

Average Drawdown

Average peak-to-trough decline

-17.61%

-51.26%

+33.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

9.69%

-3.27%

Volatility

MET vs. AIG - Volatility Comparison

MetLife, Inc. (MET) and American International Group, Inc. (AIG) have volatilities of 6.72% and 6.73%, 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


METAIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

6.73%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

17.44%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

23.26%

23.83%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.59%

26.46%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.71%

32.63%

-1.92%

Dividends

MET vs. AIG - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.62%, more than AIG's 2.42% yield.


PositionTTM20252024202320222021202020192018201720162015
AIG
American International Group, Inc.
2.42%2.05%2.14%2.07%2.02%2.25%3.38%2.49%3.25%2.15%1.96%1.31%
MET
MetLife, Inc.
2.62%2.85%2.63%3.12%2.74%3.04%3.88%3.41%4.04%14.52%2.92%3.06%

Financials

MET vs. AIG - Financials Comparison

This section allows you to compare key financial metrics between MetLife, Inc. and American International Group, 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


0.005.00B10.00B15.00B20.00B20222023202420252026
19.07B
0
(MET) Total Revenue
(AIG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MET and AIG have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIG has higher volatility (6.73%) compared to MET (6.72%). In terms of maximum drawdown, MET dropped -82.37% vs AIG's -99.64%.

MET currently has the higher Sharpe Ratio (0.60 vs -0.34), 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

Find the right allocation for MET and AIG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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