MET vs. SLF
MET (MetLife, Inc.) and SLF (Sun Life Financial Inc.) are both stocks. Both are in the Financial Services sector — MET in Insurance - Life, SLF in Insurance - Diversified. Over the past 10 years, MET returned 14.92%/yr vs 14.48%/yr for SLF. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
MET vs. SLF - Performance Comparison
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Returns By Period
In the year-to-date period, MET achieves a 23.59% return, which is significantly lower than SLF's 35.61% return. Both investments have delivered pretty close results over the past 10 years, with MET having a 14.92% annualized return and SLF not far behind at 14.48%.
MET
- 1D
- -0.97%
- 1M
- 6.74%
- 6M
- 23.68%
- YTD
- 23.59%
- 1Y
- 33.79%
- 3Y*
- 18.78%
- 5Y*
- 14.17%
- 10Y*
- 14.92%
- ALL TIME*
- 10.94%
SLF
- 1D
- 0.22%
- 1M
- 4.14%
- 6M
- 34.24%
- YTD
- 35.61%
- 1Y
- 43.28%
- 3Y*
- 22.04%
- 5Y*
- 14.72%
- 10Y*
- 14.48%
- ALL TIME*
- 13.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $436.98M | $357.35M | $327.07M | |
| $43.17M | $45.36M | $51.02M |
MET vs. SLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MET MetLife, Inc. | 23.59% | -0.80% | 27.68% | -5.49% | 19.23% | 37.43% | -3.42% | 28.84% | -15.77% | 21.67% |
SLF Sun Life Financial Inc. | 35.61% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -16.37% | 11.18% |
Correlation
The correlation between MET and SLF is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2000 | 0.52 |
The correlation between MET and SLF shifts across timeframes, from 0.38 (1 year) to 0.60 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
MET:
$61.85B
SLF:
$45.96B
MET:
$8.14
SLF:
CA$6.39
MET:
11.81
SLF:
18.18
MET:
0.56
SLF:
1.51
MET:
$76.95B
SLF:
CA$39.40B
MET:
$14.75B
SLF:
CA$20.48B
MET:
$4.11B
SLF:
CA$4.74B
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Return for Risk
MET vs. SLF — Risk / Return Rank
MET
SLF
MET vs. SLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and Sun Life Financial Inc. (SLF). 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 | SLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.40 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 4.17 | -2.43 |
| Martin ratioReturn relative to average drawdown | 4.92 | 11.34 | -6.43 |
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Drawdowns
MET vs. SLF - Drawdown Comparison
The maximum MET drawdown since its inception was -82.37%, roughly equal to the maximum SLF drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for MET and SLF.
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Drawdown Indicators
| MET | SLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.37% | -78.60% | -3.77% |
Max Drawdown (1Y)Largest decline over 1 year | -17.46% | -10.06% | -7.40% |
Max Drawdown (3Y)Largest decline over 3 years | -21.97% | -14.91% | -7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -35.09% | -30.77% | -4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -55.16% | -50.84% | -4.32% |
Current DrawdownCurrent decline from peak | -1.40% | -1.33% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -17.54% | -16.78% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 3.70% | +2.50% |
Volatility
MET vs. SLF - Volatility Comparison
MetLife, Inc. (MET) has a higher volatility of 5.87% compared to Sun Life Financial Inc. (SLF) at 5.09%. This indicates that MET's price experiences larger fluctuations and is considered to be riskier than SLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MET | SLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 5.09% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 17.72% | 14.57% | +3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.75% | 19.79% | +3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.51% | 19.40% | +6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.38% | 22.68% | +7.70% |
Dividends
MET vs. SLF - Dividend Comparison
MET's dividend yield for the trailing twelve months is around 2.39%, less than SLF's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MET MetLife, Inc. | 2.39% | 2.85% | 2.63% | 3.12% | 2.74% | 3.04% | 3.88% | 3.41% | 4.04% | 14.52% | 2.92% | 3.06% |
SLF Sun Life Financial Inc. | 3.20% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
Financials
MET vs. SLF - Financials Comparison
This section allows you to compare key financial metrics between MetLife, Inc. and Sun Life 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.
Total Revenue: Total amount of money received from sales and other business activities
MET vs. SLF - Profitability Comparison
MET - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
SLF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sun Life Financial Inc. reported a gross profit of 8.88B and revenue of 8.88B. Therefore, the gross margin over that period was 100.0%.
MET - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, MetLife, Inc. reported an operating income of 0.00 and revenue of 19.07B, resulting in an operating margin of 0.0%.
SLF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sun Life Financial Inc. reported an operating income of 633.63M and revenue of 8.88B, resulting in an operating margin of 7.1%.
MET - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, MetLife, Inc. reported a net income of 1.19B and revenue of 19.07B, resulting in a net margin of 6.2%.
SLF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sun Life Financial Inc. reported a net income of 537.39M and revenue of 8.88B, resulting in a net margin of 6.1%.
Frequently Asked Questions
MET and SLF have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MET has higher volatility (5.87%) compared to SLF (5.09%). In terms of maximum drawdown, MET dropped -82.37% vs SLF's -78.60%.
SLF currently has the higher Sharpe Ratio (2.12 vs 1.29), 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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