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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.


-0.50.00.51.0
Correlation: 0.3

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%3,000.00%NovemberDecember2025FebruaryMarchApril
581.84%
2,453.51%
MET
COST

Key characteristics

Sharpe Ratio

MET:

-0.13

COST:

1.48

Sortino Ratio

MET:

0.01

COST:

1.95

Omega Ratio

MET:

1.00

COST:

1.26

Calmar Ratio

MET:

-0.16

COST:

1.77

Martin Ratio

MET:

-0.66

COST:

5.93

Ulcer Index

MET:

5.05%

COST:

5.16%

Daily Std Dev

MET:

26.46%

COST:

20.70%

Max Drawdown

MET:

-82.93%

COST:

-53.39%

Current Drawdown

MET:

-21.23%

COST:

-14.89%

Fundamentals

Market Cap

MET:

$47.05B

COST:

$406.63B

EPS

MET:

$5.94

COST:

$17.14

PE Ratio

MET:

11.63

COST:

53.47

PEG Ratio

MET:

0.94

COST:

5.76

Total Revenue (TTM)

MET:

$54.64B

COST:

$264.09B

Gross Profit (TTM)

MET:

$54.64B

COST:

$35.11B

EBITDA (TTM)

MET:

$3.45B

COST:

$11.25B

Returns By Period

In the year-to-date period, MET achieves a -15.10% return, which is significantly lower than COST's 0.13% return. Over the past 10 years, MET has underperformed COST with an annualized return of 7.08%, while COST has yielded a comparatively higher 21.88% annualized return.


MET

YTD

-15.10%

1M

-16.84%

6M

-16.70%

1Y

-2.73%

5Y*

24.26%

10Y*

7.08%

COST

YTD

0.13%

1M

-12.53%

6M

4.03%

1Y

30.73%

5Y*

28.19%

10Y*

21.88%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MET vs. COST — 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 4444
Overall Rank
The Sharpe Ratio Rank of MET is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of MET is 4141
Sortino Ratio Rank
The Omega Ratio Rank of MET is 4141
Omega Ratio Rank
The Calmar Ratio Rank of MET is 4646
Calmar Ratio Rank
The Martin Ratio Rank of MET is 4242
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 8989
Overall Rank
The Sharpe Ratio Rank of COST is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8585
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8585
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9292
Calmar Ratio Rank
The Martin Ratio Rank of COST is 8989
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. 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 -0.13, compared to the broader market-2.00-1.000.001.002.00
MET: -0.13
COST: 1.48
The chart of Sortino ratio for MET, currently valued at 0.01, compared to the broader market-6.00-4.00-2.000.002.004.00
MET: 0.01
COST: 1.95
The chart of Omega ratio for MET, currently valued at 1.00, compared to the broader market0.501.001.502.00
MET: 1.00
COST: 1.26
The chart of Calmar ratio for MET, currently valued at -0.16, compared to the broader market0.001.002.003.004.00
MET: -0.16
COST: 1.77
The chart of Martin ratio for MET, currently valued at -0.66, compared to the broader market-10.000.0010.0020.00
MET: -0.66
COST: 5.93

The current MET Sharpe Ratio is -0.13, which is lower than the COST Sharpe Ratio of 1.48. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.13
1.48
MET
COST

Dividends

MET vs. COST - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 3.19%, more than COST's 0.51% yield.


TTM20242023202220212020201920182017201620152014
MET
MetLife, Inc.
3.19%2.65%3.12%2.74%3.04%3.88%3.41%4.04%0.79%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
0.51%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.23%
-14.89%
MET
COST

Volatility

MET vs. COST - Volatility Comparison

MetLife, Inc. (MET) has a higher volatility of 15.11% compared to Costco Wholesale Corporation (COST) at 10.79%. 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%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.11%
10.79%
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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