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

Performance

MET vs. DB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MetLife, Inc. (MET) and Deutsche Bank Aktiengesellschaft (DB). 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 14.21% return, which is significantly higher than DB's -10.46% return. Over the past 10 years, MET has outperformed DB with an annualized return of 14.00%, while DB has yielded a comparatively lower 11.76% annualized return.


MET

1D
1.44%
1M
11.36%
YTD
14.21%
6M
9.74%
1Y
18.30%
3Y*
20.82%
5Y*
10.04%
10Y*
14.00%

DB

1D
3.42%
1M
11.73%
YTD
-10.46%
6M
-7.47%
1Y
25.36%
3Y*
50.89%
5Y*
22.12%
10Y*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MET vs. DB - 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%
DB
Deutsche Bank Aktiengesellschaft
-10.46%132.42%29.52%21.34%-5.86%14.68%40.10%-2.89%-56.72%18.96%

Correlation

The correlation between MET and DB is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.40

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

0.51

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

0.54

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

0.53

The correlation between MET and DB shifts across timeframes, from 0.40 (3 years) to 0.54 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

MET:

$7.21

DB:

€4.47

PE Ratio

MET:

12.33

DB:

6.45

PEG Ratio

MET:

0.41

DB:

0.11

PS Ratio

MET:

0.58

DB:

0.86

Total Revenue (TTM)

MET:

$76.95B

DB:

€53.12B

Gross Profit (TTM)

MET:

$14.75B

DB:

€30.48B

EBITDA (TTM)

MET:

$4.11B

DB:

€9.93B

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Return for Risk

MET vs. DB — 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

DB
DB Risk / Return Rank: 6060
Overall Rank
DB Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DB Sortino Ratio Rank: 6060
Sortino Ratio Rank
DB Omega Ratio Rank: 5757
Omega Ratio Rank
DB Calmar Ratio Rank: 5959
Calmar Ratio Rank
DB Martin Ratio Rank: 6060
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. DB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and Deutsche Bank Aktiengesellschaft (DB). 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.


METDBDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.13

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

0.91

0.76

+0.15

Martin ratioReturn relative to average drawdown

2.48

1.77

+0.70

MET vs. DB - Sharpe Ratio Comparison

The current MET Sharpe Ratio is 0.69, which is comparable to the DB Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of MET and DB, 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. DB - Drawdown Comparison

The maximum MET drawdown since its inception was -82.37%, smaller than the maximum DB drawdown of -94.73%. Use the drawdown chart below to compare losses from any high point for MET and DB.


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Drawdown Indicators


METDBDifference

Max Drawdown

Largest peak-to-trough decline

-82.37%

-94.73%

+12.36%

Max Drawdown (1Y)

Largest decline over 1 year

-17.46%

-29.66%

+12.20%

Max Drawdown (3Y)

Largest decline over 3 years

-21.97%

-29.66%

+7.69%

Max Drawdown (5Y)

Largest decline over 5 years

-35.09%

-54.19%

+19.10%

Max Drawdown (10Y)

Largest decline over 10 years

-55.16%

-71.97%

+16.81%

Current Drawdown

Current decline from peak

0.00%

-62.98%

+62.98%

Average Drawdown

Average peak-to-trough decline

-17.62%

-53.67%

+36.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

12.63%

-6.21%

Volatility

MET vs. DB - Volatility Comparison

The current volatility for MetLife, Inc. (MET) is 6.17%, while Deutsche Bank Aktiengesellschaft (DB) has a volatility of 11.24%. This indicates that MET experiences smaller price fluctuations and is considered to be less risky than DB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


METDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

11.24%

-5.07%

Volatility (6M)

Calculated over the trailing 6-month period

17.44%

25.84%

-8.40%

Volatility (1Y)

Calculated over the trailing 1-year period

23.16%

33.34%

-10.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.72%

37.49%

-11.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.70%

40.23%

-9.53%

Dividends

MET vs. DB - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.58%, less than DB's 3.50% yield.


PositionTTM20252024202320222021202020192018201720162015
DB
Deutsche Bank Aktiengesellschaft
3.50%1.99%2.87%2.40%1.84%0.00%0.00%1.58%1.58%1.00%0.00%3.11%
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. DB - Financials Comparison

This section allows you to compare key financial metrics between MetLife, Inc. and Deutsche Bank Aktiengesellschaft. 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


10.00B15.00B20.00B20222023202420252026
19.07B
15.29B
(MET) Total Revenue
(DB) Total Revenue
Please note, different currencies. MET values in USD, DB values in EUR

MET vs. DB - Profitability Comparison

The chart below illustrates the profitability comparison between MetLife, Inc. and Deutsche Bank Aktiengesellschaft 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
53.3%
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%.

DB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a gross profit of 8.15B and revenue of 15.29B. Therefore, the gross margin over that period was 53.3%.

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%.

DB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported an operating income of 3.04B and revenue of 15.29B, resulting in an operating margin of 19.9%.

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%.

DB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deutsche Bank Aktiengesellschaft reported a net income of 2.12B and revenue of 15.29B, resulting in a net margin of 13.9%.


Frequently Asked Questions


MET and DB have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DB has higher volatility (11.24%) compared to MET (6.17%). In terms of maximum drawdown, MET dropped -82.37% vs DB's -94.73%.

MET currently has the higher Sharpe Ratio (0.69 vs 0.67), 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 DB

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