PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MET vs. RNR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


METRNR
YTD Return7.49%11.57%
1Y Return34.89%7.01%
3Y Return (Ann)6.39%10.06%
5Y Return (Ann)11.92%7.94%
10Y Return (Ann)8.32%8.95%
Sharpe Ratio1.030.09
Daily Std Dev23.70%27.75%
Max Drawdown-82.37%-45.67%
Current Drawdown-4.84%-8.21%

Fundamentals


METRNR
Market Cap$50.15B$11.54B
EPS$2.89$46.31
PE Ratio24.404.71
PEG Ratio0.11-3.13
Revenue (TTM)$67.57B$9.59B
Gross Profit (TTM)$14.89B-$787.93M
EBITDA (TTM)$4.87B-$1.42B

Correlation

-0.50.00.51.00.4

The correlation between MET and RNR is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

MET vs. RNR - Performance Comparison

In the year-to-date period, MET achieves a 7.49% return, which is significantly lower than RNR's 11.57% return. Over the past 10 years, MET has underperformed RNR with an annualized return of 8.32%, while RNR has yielded a comparatively higher 8.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%2,500.00%December2024FebruaryMarchAprilMay
825.12%
2,234.87%
MET
RNR

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MetLife, Inc.

RenaissanceRe Holdings Ltd.

Risk-Adjusted Performance

MET vs. RNR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and RenaissanceRe Holdings Ltd. (RNR). 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 1.03, compared to the broader market-2.00-1.000.001.002.003.004.001.03
Sortino ratio
The chart of Sortino ratio for MET, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.006.001.47
Omega ratio
The chart of Omega ratio for MET, currently valued at 1.20, compared to the broader market0.501.001.501.20
Calmar ratio
The chart of Calmar ratio for MET, currently valued at 0.69, compared to the broader market0.002.004.006.000.69
Martin ratio
The chart of Martin ratio for MET, currently valued at 5.90, compared to the broader market-10.000.0010.0020.0030.005.90
RNR
Sharpe ratio
The chart of Sharpe ratio for RNR, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.004.000.09
Sortino ratio
The chart of Sortino ratio for RNR, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.006.000.30
Omega ratio
The chart of Omega ratio for RNR, currently valued at 1.04, compared to the broader market0.501.001.501.04
Calmar ratio
The chart of Calmar ratio for RNR, currently valued at 0.13, compared to the broader market0.002.004.006.000.13
Martin ratio
The chart of Martin ratio for RNR, currently valued at 0.31, compared to the broader market-10.000.0010.0020.0030.000.31

MET vs. RNR - Sharpe Ratio Comparison

The current MET Sharpe Ratio is 1.03, which is higher than the RNR Sharpe Ratio of 0.09. The chart below compares the 12-month rolling Sharpe Ratio of MET and RNR.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
1.03
0.09
MET
RNR

Dividends

MET vs. RNR - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.95%, more than RNR's 0.70% yield.


TTM20232022202120202019201820172016201520142013
MET
MetLife, Inc.
2.95%3.12%2.74%3.04%3.88%3.41%4.04%2.91%2.92%3.06%2.45%1.87%
RNR
RenaissanceRe Holdings Ltd.
0.70%0.78%0.80%0.85%0.84%0.69%0.99%1.02%0.91%1.06%1.19%1.15%

Drawdowns

MET vs. RNR - Drawdown Comparison

The maximum MET drawdown since its inception was -82.37%, which is greater than RNR's maximum drawdown of -45.67%. Use the drawdown chart below to compare losses from any high point for MET and RNR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-4.84%
-8.21%
MET
RNR

Volatility

MET vs. RNR - Volatility Comparison

MetLife, Inc. (MET) and RenaissanceRe Holdings Ltd. (RNR) have volatilities of 5.71% and 5.73%, 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.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
5.71%
5.73%
MET
RNR

Financials

MET vs. RNR - Financials Comparison

This section allows you to compare key financial metrics between MetLife, Inc. and RenaissanceRe Holdings Ltd.. 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