MET vs. MSFT
MET (MetLife, Inc.) and MSFT (Microsoft Corporation) are both stocks. MET operates in Insurance - Life (Financial Services), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, MET returned 13.20%/yr vs 24.64%/yr for MSFT. At a 0.35 correlation, their price movements are largely independent.
Performance
MET vs. MSFT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MET achieves a 8.48% return, which is significantly higher than MSFT's -14.48% return. Over the past 10 years, MET has underperformed MSFT with an annualized return of 13.20%, while MSFT has yielded a comparatively higher 24.64% annualized return.
MET
- 1D
- -0.13%
- 1M
- 8.90%
- YTD
- 8.48%
- 6M
- 9.68%
- 1Y
- 8.74%
- 3Y*
- 19.71%
- 5Y*
- 8.72%
- 10Y*
- 13.20%
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
MET vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MET MetLife, Inc. | 8.48% | -0.80% | 27.68% | -5.49% | 19.23% | 37.43% | -3.42% | 28.84% | -15.77% | 21.67% |
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between MET and MSFT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2000 | 0.35 |
The correlation between MET and MSFT shifts across timeframes, from 0.16 (3 years) to 0.35 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MET:
$7.21
MSFT:
$16.79
MET:
11.71
MSFT:
24.52
MET:
0.39
MSFT:
1.72
MET:
0.55
MSFT:
9.65
MET:
$76.95B
MSFT:
$318.27B
MET:
$14.75B
MSFT:
$217.41B
MET:
$4.11B
MSFT:
$200.96B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MET vs. MSFT — Risk / Return Rank
MET
MSFT
MET vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.94 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | -0.35 | +0.85 |
| Martin ratioReturn relative to average drawdown | 1.36 | -0.73 | +2.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MET | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | -0.47 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.42 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.91 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.74 | -0.48 |
Drawdowns
MET vs. MSFT - Drawdown Comparison
The maximum MET drawdown since its inception was -82.37%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MET and MSFT.
Loading charts...
Drawdown Indicators
| MET | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.37% | -69.38% | -12.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.46% | -33.91% | +16.45% |
Max Drawdown (3Y)Largest decline over 3 years | -21.97% | -33.91% | +11.94% |
Max Drawdown (5Y)Largest decline over 5 years | -35.09% | -37.15% | +2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -55.16% | -37.15% | -18.01% |
Current DrawdownCurrent decline from peak | -0.15% | -23.56% | +23.41% |
Average DrawdownAverage peak-to-trough decline | -17.63% | -21.78% | +4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.42% | 16.13% | -9.71% |
Volatility
MET vs. MSFT - Volatility Comparison
The current volatility for MetLife, Inc. (MET) is 6.33%, while Microsoft Corporation (MSFT) has a volatility of 10.25%. This indicates that MET experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MET | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 10.25% | -3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 17.47% | 22.36% | -4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.08% | 25.31% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.73% | 26.64% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.71% | 27.06% | +3.65% |
Dividends
MET vs. MSFT - Dividend Comparison
MET's dividend yield for the trailing twelve months is around 2.72%, more than MSFT's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MET MetLife, Inc. | 2.72% | 2.85% | 2.63% | 3.12% | 2.74% | 3.04% | 3.88% | 3.41% | 4.04% | 14.52% | 2.92% | 3.06% |
MSFT Microsoft Corporation | 0.86% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
MET vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between MetLife, Inc. and Microsoft 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.
Total Revenue: Total amount of money received from sales and other business activities
MET vs. MSFT - 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%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
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%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
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%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
MET and MSFT have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.25%) compared to MET (6.33%). In terms of maximum drawdown, MET dropped -82.37% vs MSFT's -69.38%.
MET currently has the higher Sharpe Ratio (0.38 vs -0.47), 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.
Find the right allocation for MET and MSFT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer