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

Correlation

The correlation between MET and PRU is 0.79, 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.


-0.50.00.51.00.8

Performance

MET vs. PRU - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
293.87%
673.46%
MET
PRU

Key characteristics

Sharpe Ratio

MET:

1.12

PRU:

0.71

Sortino Ratio

MET:

1.52

PRU:

1.03

Omega Ratio

MET:

1.22

PRU:

1.15

Calmar Ratio

MET:

1.99

PRU:

0.94

Martin Ratio

MET:

6.49

PRU:

3.47

Ulcer Index

MET:

3.79%

PRU:

4.64%

Daily Std Dev

MET:

21.87%

PRU:

22.78%

Max Drawdown

MET:

-82.93%

PRU:

-88.53%

Current Drawdown

MET:

-10.72%

PRU:

-11.53%

Fundamentals

Market Cap

MET:

$56.26B

PRU:

$42.32B

EPS

MET:

$4.93

PRU:

$11.23

PE Ratio

MET:

16.48

PRU:

10.59

PEG Ratio

MET:

0.14

PRU:

0.50

Total Revenue (TTM)

MET:

$71.35B

PRU:

$75.26B

Gross Profit (TTM)

MET:

$71.35B

PRU:

$74.58B

EBITDA (TTM)

MET:

$3.06B

PRU:

$46.36B

Returns By Period

In the year-to-date period, MET achieves a 22.88% return, which is significantly higher than PRU's 15.49% return. Over the past 10 years, MET has outperformed PRU with an annualized return of 7.81%, while PRU has yielded a comparatively lower 6.94% annualized return.


MET

YTD

22.88%

1M

-5.49%

6M

14.50%

1Y

22.38%

5Y*

12.82%

10Y*

7.81%

PRU

YTD

15.49%

1M

-9.66%

6M

1.22%

1Y

14.79%

5Y*

9.34%

10Y*

6.94%

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Risk-Adjusted Performance

MET vs. PRU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and Prudential Financial, Inc. (PRU). 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 1.12, compared to the broader market-4.00-2.000.002.001.120.71
The chart of Sortino ratio for MET, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.521.03
The chart of Omega ratio for MET, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.15
The chart of Calmar ratio for MET, currently valued at 1.99, compared to the broader market0.002.004.006.001.990.94
The chart of Martin ratio for MET, currently valued at 6.49, compared to the broader market0.0010.0020.006.493.47
MET
PRU

The current MET Sharpe Ratio is 1.12, which is higher than the PRU Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of MET and PRU, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.12
0.71
MET
PRU

Dividends

MET vs. PRU - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.75%, less than PRU's 4.54% yield.


TTM20232022202120202019201820172016201520142013
MET
MetLife, Inc.
2.75%3.12%2.74%3.04%3.88%3.41%4.04%0.79%0.00%0.00%0.00%0.00%
PRU
Prudential Financial, Inc.
4.54%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%1.88%

Drawdowns

MET vs. PRU - Drawdown Comparison

The maximum MET drawdown since its inception was -82.93%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for MET and PRU. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.72%
-11.53%
MET
PRU

Volatility

MET vs. PRU - Volatility Comparison

MetLife, Inc. (MET) has a higher volatility of 7.89% compared to Prudential Financial, Inc. (PRU) at 6.15%. This indicates that MET's price experiences larger fluctuations and is considered to be riskier than PRU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.89%
6.15%
MET
PRU

Financials

MET vs. PRU - Financials Comparison

This section allows you to compare key financial metrics between MetLife, Inc. and Prudential Financial, 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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