PortfoliosLab logoPortfoliosLab logo
MET vs. BAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MET vs. BAC - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, MET achieves a 14.21% return, which is significantly higher than BAC's 3.72% return. Over the past 10 years, MET has underperformed BAC with an annualized return of 14.00%, while BAC has yielded a comparatively higher 18.19% annualized return.


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%

BAC

1D
2.31%
1M
13.79%
YTD
3.72%
6M
3.46%
1Y
30.78%
3Y*
27.43%
5Y*
8.79%
10Y*
18.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MET vs. BAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MET
MetLife, Inc.
14.21%-0.80%27.68%-5.49%19.23%37.43%-3.42%28.84%-15.77%21.67%
BAC
Bank of America Corporation
3.72%28.04%33.85%4.83%-23.82%49.61%-11.63%46.19%-15.00%35.69%

Correlation

The correlation between MET and BAC 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

0.63

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

0.71

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

0.74

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

0.64

The correlation between MET and BAC shifts across timeframes, from 0.57 (1 year) to 0.74 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

MET:

$7.21

BAC:

$4.19

PE Ratio

MET:

12.33

BAC:

13.36

PEG Ratio

MET:

0.41

BAC:

5.36

PS Ratio

MET:

0.58

BAC:

2.42

Total Revenue (TTM)

MET:

$76.95B

BAC:

$174.85B

Gross Profit (TTM)

MET:

$14.75B

BAC:

$110.47B

EBITDA (TTM)

MET:

$4.11B

BAC:

$41.74B

Compare stocks, funds, or ETFs

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


Return for Risk

MET vs. BAC — Risk / Return Rank

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

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

BAC
BAC Risk / Return Rank: 7575
Overall Rank
BAC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 7474
Sortino Ratio Rank
BAC Omega Ratio Rank: 7474
Omega Ratio Rank
BAC Calmar Ratio Rank: 7373
Calmar Ratio Rank
BAC Martin Ratio Rank: 7474
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. BAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and Bank of America Corporation (BAC). 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.


METBACDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.13

1.24

-0.11

Calmar ratioReturn relative to maximum drawdown

0.91

1.64

-0.73

Martin ratioReturn relative to average drawdown

2.48

4.21

-1.74

MET vs. BAC - Sharpe Ratio Comparison

The current MET Sharpe Ratio is 0.69, which is lower than the BAC Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of MET and BAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MET vs. BAC - Drawdown Comparison

The maximum MET drawdown since its inception was -82.37%, smaller than the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for MET and BAC.


Loading charts...

Drawdown Indicators


METBACDifference

Max Drawdown

Largest peak-to-trough decline

-82.37%

-93.10%

+10.73%

Max Drawdown (1Y)

Largest decline over 1 year

-17.46%

-17.93%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-21.97%

-27.51%

+5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-35.09%

-46.64%

+11.55%

Max Drawdown (10Y)

Largest decline over 10 years

-55.16%

-48.95%

-6.21%

Current Drawdown

Current decline from peak

0.00%

-0.36%

+0.36%

Average Drawdown

Average peak-to-trough decline

-17.62%

-28.30%

+10.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

6.96%

-0.54%

Volatility

MET vs. BAC - Volatility Comparison

MetLife, Inc. (MET) has a higher volatility of 6.17% compared to Bank of America Corporation (BAC) at 5.49%. This indicates that MET's price experiences larger fluctuations and is considered to be riskier than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


METBACDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

5.49%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

17.44%

16.57%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

23.16%

21.62%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.72%

26.89%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.70%

30.68%

+0.02%

Dividends

MET vs. BAC - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.58%, less than BAC's 2.72% yield.


PositionTTM20252024202320222021202020192018201720162015
BAC
Bank of America Corporation
2.72%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%
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

MET vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between MetLife, Inc. and Bank of America Corporation. 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


15.00B20.00B25.00B30.00B35.00B40.00B45.00B50.00B20222023202420252026
19.07B
30.27B
(MET) Total Revenue
(BAC) Total Revenue
Values in USD except per share items

MET vs. BAC - Profitability Comparison

The chart below illustrates the profitability comparison between MetLife, Inc. and Bank of America Corporation 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%100.0%202220232024202520260
95.6%
Portfolio components
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%.

BAC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported a gross profit of 28.94B and revenue of 30.27B. Therefore, the gross margin over that period was 95.6%.

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%.

BAC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported an operating income of 10.40B and revenue of 30.27B, resulting in an operating margin of 34.4%.

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%.

BAC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bank of America Corporation reported a net income of 8.58B and revenue of 30.27B, resulting in a net margin of 28.4%.


Frequently Asked Questions


MET and BAC 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.

MET has higher volatility (6.17%) compared to BAC (5.49%). In terms of maximum drawdown, MET dropped -82.37% vs BAC's -93.10%.

BAC currently has the higher Sharpe Ratio (1.36 vs 0.69), 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 BAC

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

Open Portfolio Optimizer