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

Key characteristics


METGL
YTD Return9.56%-34.44%
1Y Return25.18%-25.44%
3Y Return (Ann)7.45%-7.39%
5Y Return (Ann)12.37%-1.18%
10Y Return (Ann)8.12%4.95%
Sharpe Ratio0.90-0.42
Daily Std Dev23.81%62.37%
Max Drawdown-82.37%-75.34%
Current Drawdown-3.01%-37.97%

Fundamentals


METGL
Market Cap$50.92B$7.12B
EPS$1.81$10.46
PE Ratio38.917.24
PEG Ratio0.119.04
Revenue (TTM)$66.90B$5.54B
Gross Profit (TTM)$14.89B$1.35B
EBITDA (TTM)$3.92B$1.36B

Correlation

-0.50.00.51.00.7

The correlation between MET and GL is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

MET vs. GL - Performance Comparison

In the year-to-date period, MET achieves a 9.56% return, which is significantly higher than GL's -34.44% return. Over the past 10 years, MET has outperformed GL with an annualized return of 8.12%, while GL has yielded a comparatively lower 4.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%December2024FebruaryMarchAprilMay
842.96%
852.10%
MET
GL

Compare stocks, funds, or ETFs

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


MetLife, Inc.

Globe Life Inc.

Risk-Adjusted Performance

MET vs. GL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and Globe Life Inc. (GL). 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.


MET
Sharpe ratio
The chart of Sharpe ratio for MET, currently valued at 0.90, compared to the broader market-2.00-1.000.001.002.003.004.000.90
Sortino ratio
The chart of Sortino ratio for MET, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.006.001.32
Omega ratio
The chart of Omega ratio for MET, currently valued at 1.18, compared to the broader market0.501.001.501.18
Calmar ratio
The chart of Calmar ratio for MET, currently valued at 0.61, compared to the broader market0.002.004.006.000.61
Martin ratio
The chart of Martin ratio for MET, currently valued at 3.81, compared to the broader market-10.000.0010.0020.0030.003.81
GL
Sharpe ratio
The chart of Sharpe ratio for GL, currently valued at -0.42, compared to the broader market-2.00-1.000.001.002.003.004.00-0.42
Sortino ratio
The chart of Sortino ratio for GL, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.006.00-0.06
Omega ratio
The chart of Omega ratio for GL, currently valued at 0.98, compared to the broader market0.501.001.500.98
Calmar ratio
The chart of Calmar ratio for GL, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43
Martin ratio
The chart of Martin ratio for GL, currently valued at -2.17, compared to the broader market-10.000.0010.0020.0030.00-2.17

MET vs. GL - Sharpe Ratio Comparison

The current MET Sharpe Ratio is 0.90, which is higher than the GL Sharpe Ratio of -0.42. The chart below compares the 12-month rolling Sharpe Ratio of MET and GL.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.90
-0.42
MET
GL

Dividends

MET vs. GL - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.89%, more than GL's 1.15% yield.


TTM20232022202120202019201820172016201520142013
MET
MetLife, Inc.
2.89%3.12%2.74%3.04%3.88%3.41%4.04%2.91%2.92%3.06%2.45%1.87%
GL
Globe Life Inc.
1.15%0.73%0.68%0.83%0.77%0.64%0.85%0.65%0.75%0.71%0.94%1.06%

Drawdowns

MET vs. GL - Drawdown Comparison

The maximum MET drawdown since its inception was -82.37%, which is greater than GL's maximum drawdown of -75.34%. Use the drawdown chart below to compare losses from any high point for MET and GL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-3.01%
-37.97%
MET
GL

Volatility

MET vs. GL - Volatility Comparison

The current volatility for MetLife, Inc. (MET) is 5.29%, while Globe Life Inc. (GL) has a volatility of 82.00%. This indicates that MET experiences smaller price fluctuations and is considered to be less risky than GL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%December2024FebruaryMarchAprilMay
5.29%
82.00%
MET
GL

Financials

MET vs. GL - Financials Comparison

This section allows you to compare key financial metrics between MetLife, Inc. and Globe Life 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



Values in USD except per share items