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

Correlation

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.


-0.50.00.51.00.7

Performance

MET vs. GL - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
14.37%
32.31%
MET
GL

Key characteristics

Sharpe Ratio

MET:

1.23

GL:

-0.04

Sortino Ratio

MET:

1.63

GL:

0.48

Omega Ratio

MET:

1.24

GL:

1.14

Calmar Ratio

MET:

2.24

GL:

-0.04

Martin Ratio

MET:

6.49

GL:

-0.10

Ulcer Index

MET:

4.20%

GL:

24.01%

Daily Std Dev

MET:

22.15%

GL:

65.20%

Max Drawdown

MET:

-82.93%

GL:

-75.34%

Current Drawdown

MET:

-3.76%

GL:

-8.65%

Fundamentals

Market Cap

MET:

$58.81B

GL:

$9.75B

EPS

MET:

$4.93

GL:

$12.02

PE Ratio

MET:

17.23

GL:

9.67

Total Revenue (TTM)

MET:

$52.32B

GL:

$4.31B

Gross Profit (TTM)

MET:

$52.32B

GL:

$4.01B

EBITDA (TTM)

MET:

$4.48B

GL:

$348.32M

Returns By Period

In the year-to-date period, MET achieves a 3.72% return, which is significantly lower than GL's 4.40% return. Both investments have delivered pretty close results over the past 10 years, with MET having a 9.65% annualized return and GL not far behind at 9.35%.


MET

YTD

3.72%

1M

2.65%

6M

13.19%

1Y

28.40%

5Y*

13.99%

10Y*

9.65%

GL

YTD

4.40%

1M

9.04%

6M

31.22%

1Y

-2.26%

5Y*

3.06%

10Y*

9.35%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MET vs. GL — 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 8383
Overall Rank
The Sharpe Ratio Rank of MET is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of MET is 7676
Sortino Ratio Rank
The Omega Ratio Rank of MET is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MET is 9292
Calmar Ratio Rank
The Martin Ratio Rank of MET is 8686
Martin Ratio Rank

GL
The Risk-Adjusted Performance Rank of GL is 5050
Overall Rank
The Sharpe Ratio Rank of GL is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of GL is 4848
Sortino Ratio Rank
The Omega Ratio Rank of GL is 6363
Omega Ratio Rank
The Calmar Ratio Rank of GL is 4646
Calmar Ratio Rank
The Martin Ratio Rank of GL is 4646
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. 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.


Sharpe ratio
The chart of Sharpe ratio for MET, currently valued at 1.23, compared to the broader market-2.000.002.001.23-0.04
The chart of Sortino ratio for MET, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.630.48
The chart of Omega ratio for MET, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.14
The chart of Calmar ratio for MET, currently valued at 2.24, compared to the broader market0.002.004.006.002.24-0.04
The chart of Martin ratio for MET, currently valued at 6.49, compared to the broader market-30.00-20.00-10.000.0010.0020.006.49-0.10
MET
GL

The current MET Sharpe Ratio is 1.23, which is higher than the GL Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of MET and GL, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.23
-0.04
MET
GL

Dividends

MET vs. GL - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.54%, more than GL's 0.83% yield.


TTM20242023202220212020201920182017201620152014
MET
MetLife, Inc.
2.54%2.63%3.12%2.74%3.04%3.88%3.41%4.04%0.79%0.00%0.00%0.00%
GL
Globe Life Inc.
0.83%0.85%0.73%0.68%0.83%0.78%0.65%0.85%0.65%0.75%0.71%0.94%

Drawdowns

MET vs. GL - Drawdown Comparison

The maximum MET drawdown since its inception was -82.93%, 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.76%
-8.65%
MET
GL

Volatility

MET vs. GL - Volatility Comparison

MetLife, Inc. (MET) has a higher volatility of 6.68% compared to Globe Life Inc. (GL) at 5.59%. This indicates that MET's price experiences larger fluctuations and is considered to be riskier than GL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.68%
5.59%
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
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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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