MET vs. ICE
MET (MetLife, Inc.) and ICE (Intercontinental Exchange, Inc.) are both stocks. Both are in the Financial Services sector — MET in Insurance - Life, ICE in Financial Data & Stock Exchanges. Over the past 10 years, MET returned 14.00%/yr vs 11.91%/yr for ICE. At a 0.41 correlation, their price movements are largely independent.
Performance
MET vs. ICE - Performance Comparison
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Returns By Period
In the year-to-date period, MET achieves a 14.21% return, which is significantly higher than ICE's -12.95% return. Over the past 10 years, MET has outperformed ICE with an annualized return of 14.00%, while ICE has yielded a comparatively lower 11.91% annualized return.
MET
- 1D
- 1.44%
- 1M
- 12.20%
- YTD
- 14.21%
- 6M
- 9.74%
- 1Y
- 18.30%
- 3Y*
- 20.82%
- 5Y*
- 10.04%
- 10Y*
- 14.00%
ICE
- 1D
- 1.12%
- 1M
- -9.75%
- YTD
- -12.95%
- 6M
- -13.36%
- 1Y
- -20.53%
- 3Y*
- 10.22%
- 5Y*
- 5.87%
- 10Y*
- 11.91%
MET vs. ICE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MET MetLife, Inc. | 14.21% | -0.80% | 27.68% | -5.49% | 19.23% | 37.43% | -3.42% | 28.84% | -15.77% | 21.67% |
ICE Intercontinental Exchange, Inc. | -12.95% | 9.92% | 17.46% | 27.12% | -23.91% | 19.94% | 26.15% | 24.47% | 8.11% | 26.60% |
Correlation
The correlation between MET and ICE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2005 | 0.41 |
The correlation between MET and ICE shifts across timeframes, from 0.27 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MET:
$7.21
ICE:
$6.85
MET:
12.33
ICE:
20.53
MET:
0.41
ICE:
2.48
MET:
0.58
ICE:
6.15
MET:
$76.95B
ICE:
$13.08B
MET:
$14.75B
ICE:
$8.93B
MET:
$4.11B
ICE:
$7.05B
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Return for Risk
MET vs. ICE — Risk / Return Rank
MET
ICE
MET vs. ICE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and Intercontinental Exchange, Inc. (ICE). 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.
| MET | ICE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.85 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | -0.80 | +1.71 |
| Martin ratioReturn relative to average drawdown | 2.48 | -1.50 | +3.98 |
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Drawdowns
MET vs. ICE - Drawdown Comparison
The maximum MET drawdown since its inception was -82.37%, which is greater than ICE's maximum drawdown of -73.94%. Use the drawdown chart below to compare losses from any high point for MET and ICE.
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Drawdown Indicators
| MET | ICE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.37% | -73.94% | -8.43% |
Max Drawdown (1Y)Largest decline over 1 year | -17.46% | -25.87% | +8.41% |
Max Drawdown (3Y)Largest decline over 3 years | -21.97% | -25.87% | +3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -35.09% | -34.32% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -55.16% | -34.32% | -20.84% |
Current DrawdownCurrent decline from peak | 0.00% | -24.75% | +24.75% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -16.46% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.42% | 13.74% | -7.32% |
Volatility
MET vs. ICE - Volatility Comparison
MetLife, Inc. (MET) and Intercontinental Exchange, Inc. (ICE) have volatilities of 6.17% and 6.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MET | ICE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 6.26% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 17.44% | 18.52% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.16% | 21.86% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.72% | 21.07% | +4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.70% | 22.20% | +8.50% |
Dividends
MET vs. ICE - Dividend Comparison
MET's dividend yield for the trailing twelve months is around 2.58%, more than ICE's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICE Intercontinental Exchange, Inc. | 1.05% | 1.19% | 1.21% | 1.31% | 1.48% | 0.97% | 1.04% | 1.19% | 1.27% | 1.13% | 1.21% | 1.13% |
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. ICE - Financials Comparison
This section allows you to compare key financial metrics between MetLife, Inc. and Intercontinental Exchange, 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.
Total Revenue: Total amount of money received from sales and other business activities
MET vs. ICE - Profitability Comparison
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%.
ICE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Intercontinental Exchange, Inc. reported a gross profit of 2.89B and revenue of 3.67B. Therefore, the gross margin over that period was 78.8%.
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%.
ICE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Intercontinental Exchange, Inc. reported an operating income of 1.67B and revenue of 3.67B, resulting in an operating margin of 45.4%.
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%.
ICE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Intercontinental Exchange, Inc. reported a net income of 1.41B and revenue of 3.67B, resulting in a net margin of 38.5%.
Frequently Asked Questions
MET and ICE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICE has higher volatility (6.26%) compared to MET (6.17%). In terms of maximum drawdown, MET dropped -82.37% vs ICE's -73.94%.
MET currently has the higher Sharpe Ratio (0.69 vs -0.95), 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.
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