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

Key characteristics


METPGR
YTD Return28.82%62.70%
1Y Return37.81%64.36%
3Y Return (Ann)12.28%41.35%
5Y Return (Ann)14.83%31.75%
10Y Return (Ann)8.19%28.55%
Sharpe Ratio1.763.05
Sortino Ratio2.194.05
Omega Ratio1.331.54
Calmar Ratio2.168.80
Martin Ratio10.3923.39
Ulcer Index3.51%2.67%
Daily Std Dev20.80%20.48%
Max Drawdown-82.93%-71.06%
Current Drawdown-3.14%-1.84%

Fundamentals


METPGR
Market Cap$56.92B$153.68B
EPS$4.93$13.75
PE Ratio16.6719.08
PEG Ratio0.141.05
Total Revenue (TTM)$71.35B$71.59B
Gross Profit (TTM)$71.35B$71.59B
EBITDA (TTM)$5.28B$10.17B

Correlation

-0.50.00.51.00.5

The correlation between MET and PGR is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

MET vs. PGR - Performance Comparison

In the year-to-date period, MET achieves a 28.82% return, which is significantly lower than PGR's 62.70% return. Over the past 10 years, MET has underperformed PGR with an annualized return of 8.19%, while PGR has yielded a comparatively higher 28.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
14.14%
24.50%
MET
PGR

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Risk-Adjusted Performance

MET vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and The Progressive Corporation (PGR). 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 1.76, compared to the broader market-4.00-2.000.002.004.001.76
Sortino ratio
The chart of Sortino ratio for MET, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.006.002.19
Omega ratio
The chart of Omega ratio for MET, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for MET, currently valued at 2.16, compared to the broader market0.002.004.006.002.16
Martin ratio
The chart of Martin ratio for MET, currently valued at 10.39, compared to the broader market0.0010.0020.0030.0010.39
PGR
Sharpe ratio
The chart of Sharpe ratio for PGR, currently valued at 3.05, compared to the broader market-4.00-2.000.002.004.003.05
Sortino ratio
The chart of Sortino ratio for PGR, currently valued at 4.05, compared to the broader market-4.00-2.000.002.004.006.004.05
Omega ratio
The chart of Omega ratio for PGR, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for PGR, currently valued at 8.80, compared to the broader market0.002.004.006.008.80
Martin ratio
The chart of Martin ratio for PGR, currently valued at 23.39, compared to the broader market0.0010.0020.0030.0023.39

MET vs. PGR - Sharpe Ratio Comparison

The current MET Sharpe Ratio is 1.76, which is lower than the PGR Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of MET and PGR, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.76
3.05
MET
PGR

Dividends

MET vs. PGR - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.63%, more than PGR's 0.45% yield.


TTM20232022202120202019201820172016201520142013
MET
MetLife, Inc.
2.63%3.12%2.74%3.04%3.88%3.41%4.04%0.79%0.00%0.00%0.00%0.00%
PGR
The Progressive Corporation
0.45%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%

Drawdowns

MET vs. PGR - Drawdown Comparison

The maximum MET drawdown since its inception was -82.93%, which is greater than PGR's maximum drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for MET and PGR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.14%
-1.84%
MET
PGR

Volatility

MET vs. PGR - Volatility Comparison

MetLife, Inc. (MET) has a higher volatility of 9.81% compared to The Progressive Corporation (PGR) at 6.75%. This indicates that MET's price experiences larger fluctuations and is considered to be riskier than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.81%
6.75%
MET
PGR

Financials

MET vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between MetLife, Inc. and The Progressive 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items