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

Correlation

The correlation between MET and COST is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

MET vs. COST - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
672.79%
2,585.01%
MET
COST

Key characteristics

Sharpe Ratio

MET:

1.12

COST:

2.43

Sortino Ratio

MET:

1.52

COST:

3.01

Omega Ratio

MET:

1.22

COST:

1.43

Calmar Ratio

MET:

1.99

COST:

4.45

Martin Ratio

MET:

6.49

COST:

11.50

Ulcer Index

MET:

3.79%

COST:

3.97%

Daily Std Dev

MET:

21.87%

COST:

18.82%

Max Drawdown

MET:

-82.93%

COST:

-53.39%

Current Drawdown

MET:

-10.72%

COST:

-3.01%

Fundamentals

Market Cap

MET:

$56.26B

COST:

$435.99B

EPS

MET:

$4.93

COST:

$16.98

PE Ratio

MET:

16.48

COST:

57.84

PEG Ratio

MET:

0.14

COST:

5.99

Total Revenue (TTM)

MET:

$71.35B

COST:

$258.81B

Gross Profit (TTM)

MET:

$71.35B

COST:

$32.80B

EBITDA (TTM)

MET:

$3.06B

COST:

$12.25B

Returns By Period

In the year-to-date period, MET achieves a 22.88% return, which is significantly lower than COST's 47.01% return. Over the past 10 years, MET has underperformed COST with an annualized return of 7.81%, while COST has yielded a comparatively higher 23.77% annualized return.


MET

YTD

22.88%

1M

-5.49%

6M

14.50%

1Y

22.38%

5Y*

12.82%

10Y*

7.81%

COST

YTD

47.01%

1M

4.92%

6M

11.10%

1Y

46.43%

5Y*

29.02%

10Y*

23.77%

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Risk-Adjusted Performance

MET vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and Costco Wholesale Corporation (COST). 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 1.12, compared to the broader market-4.00-2.000.002.001.122.43
The chart of Sortino ratio for MET, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.523.01
The chart of Omega ratio for MET, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.43
The chart of Calmar ratio for MET, currently valued at 1.99, compared to the broader market0.002.004.006.001.994.45
The chart of Martin ratio for MET, currently valued at 6.49, compared to the broader market0.0010.0020.006.4911.50
MET
COST

The current MET Sharpe Ratio is 1.12, which is lower than the COST Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of MET and COST, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.12
2.43
MET
COST

Dividends

MET vs. COST - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.75%, more than COST's 2.02% yield.


TTM20232022202120202019201820172016201520142013
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%
COST
Costco Wholesale Corporation
2.02%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

MET vs. COST - Drawdown Comparison

The maximum MET drawdown since its inception was -82.93%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for MET and COST. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.72%
-3.01%
MET
COST

Volatility

MET vs. COST - Volatility Comparison

MetLife, Inc. (MET) has a higher volatility of 7.89% compared to Costco Wholesale Corporation (COST) at 4.79%. This indicates that MET's price experiences larger fluctuations and is considered to be riskier than COST 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
7.89%
4.79%
MET
COST

Financials

MET vs. COST - Financials Comparison

This section allows you to compare key financial metrics between MetLife, Inc. and Costco Wholesale 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


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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