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MET vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MET vs. T - Performance Comparison

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

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Returns By Period

In the year-to-date period, MET achieves a 19.55% return, which is significantly higher than T's -7.04% return. Over the past 10 years, MET has outperformed T with an annualized return of 14.26%, while T has yielded a comparatively lower 2.10% annualized return.


MET

1D
-1.07%
1M
8.66%
6M
22.93%
YTD
19.55%
1Y
24.15%
3Y*
18.50%
5Y*
12.92%
10Y*
14.26%
ALL TIME*
10.81%

T

1D
0.64%
1M
2.62%
6M
-2.84%
YTD
-7.04%
1Y
-13.37%
3Y*
20.93%
5Y*
7.13%
10Y*
2.10%
ALL TIME*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MET vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MET
MetLife, Inc.
19.55%-0.80%27.68%-5.49%19.23%37.43%-3.42%28.84%-15.77%21.67%
T
AT&T Inc.
-7.04%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between MET and T is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2000

0.38

Over the past year, the correlation between MET and T has dropped to 0.14 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

MET:

$59.83B

T:

$152.52B

EPS

MET:

$8.14

T:

$3.05

PE Ratio

MET:

11.43

T:

7.19

PEG Ratio

MET:

0.38

T:

0.30

PS Ratio

MET:

0.54

T:

1.25

Total Revenue (TTM)

MET:

$76.95B

T:

$125.65B

Gross Profit (TTM)

MET:

$14.75B

T:

$105.41B

EBITDA (TTM)

MET:

$4.11B

T:

$54.70B

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Return for Risk

MET vs. T — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MET
MET Risk / Return Rank: 7272
Overall Rank
MET Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MET Sortino Ratio Rank: 6969
Sortino Ratio Rank
MET Omega Ratio Rank: 6969
Omega Ratio Rank
MET Calmar Ratio Rank: 7272
Calmar Ratio Rank
MET Martin Ratio Rank: 7575
Martin Ratio Rank

T
T Risk / Return Rank: 2222
Overall Rank
T Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
T Sortino Ratio Rank: 1919
Sortino Ratio Rank
T Omega Ratio Rank: 2020
Omega Ratio Rank
T Calmar Ratio Rank: 2929
Calmar Ratio Rank
T Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MET vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and AT&T Inc. (T). 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.


METTDifference
Sharpe ratioReturn per unit of total volatility

+1.58

Sortino ratioReturn per unit of downside risk

+2.11

Omega ratioGain probability vs. loss probability

1.18

0.92

+0.26

Calmar ratioReturn relative to maximum drawdown

1.39

-0.46

+1.85

Martin ratioReturn relative to average drawdown

3.88

-1.03

+4.91

MET vs. T - Sharpe Ratio Comparison

The current MET Sharpe Ratio is 1.01, which is higher than the T Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of MET and T, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MET vs. T - Drawdown Comparison

The maximum MET drawdown since its inception was -82.37%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for MET and T.


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Drawdown Indicators


METTDifference

Max Drawdown

Largest peak-to-trough decline

-82.37%

-64.15%

-18.22%

Max Drawdown (1Y)

Largest decline over 1 year

-17.46%

-28.89%

+11.43%

Max Drawdown (3Y)

Largest decline over 3 years

-21.97%

-28.89%

+6.92%

Max Drawdown (5Y)

Largest decline over 5 years

-35.09%

-32.01%

-3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-55.16%

-42.35%

-12.81%

Current Drawdown

Current decline from peak

-1.07%

-21.57%

+20.50%

Average Drawdown

Average peak-to-trough decline

-17.56%

-15.74%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.24%

12.94%

-6.70%

Volatility

MET vs. T - Volatility Comparison

The current volatility for MetLife, Inc. (MET) is 7.67%, while AT&T Inc. (T) has a volatility of 9.59%. This indicates that MET experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


METTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.67%

9.59%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

17.90%

19.91%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

23.99%

23.72%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.52%

24.38%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.37%

23.92%

+6.45%

Dividends

MET vs. T - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.47%, less than T's 6.58% yield.


PositionTTM20252024202320222021202020192018201720162015
MET
MetLife, Inc.
2.47%2.85%2.63%3.12%2.74%3.04%3.88%3.41%4.04%14.52%2.92%3.06%
T
AT&T Inc.
6.58%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

MET vs. T - Financials Comparison

This section allows you to compare key financial metrics between MetLife, Inc. and AT&T 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


15.00B20.00B25.00B30.00B35.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
19.07B
33.47B
(MET) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MET and T have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (9.59%) compared to MET (7.67%). In terms of maximum drawdown, MET dropped -82.37% vs T's -64.15%.

MET currently has the higher Sharpe Ratio (1.01 vs -0.57), 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.

Portfolio Optimizer

Find the right allocation for MET and T

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