PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, MET achieves a 8.48% return, which is significantly higher than T's -7.40% return. Over the past 10 years, MET has outperformed T with an annualized return of 13.20%, while T has yielded a comparatively lower 2.86% annualized return.


MET

1D
-0.13%
1M
8.90%
YTD
8.48%
6M
9.68%
1Y
8.74%
3Y*
19.71%
5Y*
8.72%
10Y*
13.20%

T

1D
-1.10%
1M
-10.57%
YTD
-7.40%
6M
-7.40%
1Y
-16.38%
3Y*
18.39%
5Y*
6.60%
10Y*
2.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MET vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MET
MetLife, Inc.
8.48%-0.80%27.68%-5.49%19.23%37.43%-3.42%28.84%-15.77%21.67%
T
AT&T Inc.
-7.40%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 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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 6, 2000

0.38

Over the past year, the correlation between MET and T has dropped to 0.10 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

Fundamentals

EPS

MET:

$7.21

T:

$3.04

PE Ratio

MET:

11.71

T:

7.39

PEG Ratio

MET:

0.39

T:

0.31

PS Ratio

MET:

0.55

T:

1.29

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

Compare stocks, funds, or ETFs

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


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: 5252
Overall Rank
MET Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
MET Sortino Ratio Rank: 4848
Sortino Ratio Rank
MET Omega Ratio Rank: 4747
Omega Ratio Rank
MET Calmar Ratio Rank: 5454
Calmar Ratio Rank
MET Martin Ratio Rank: 5656
Martin Ratio Rank

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 44
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.


METTDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.64

Omega ratioGain probability vs. loss probability

1.08

0.89

+0.20

Calmar ratioReturn relative to maximum drawdown

0.50

-0.75

+1.25

Martin ratioReturn relative to average drawdown

1.36

-1.59

+2.95

MET vs. T - Sharpe Ratio Comparison

The current MET Sharpe Ratio is 0.38, which is higher than the T Sharpe Ratio of -0.75. 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.


Loading charts...

Sharpe Ratios by Period


METTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

-0.75

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.28

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.12

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.38

-0.11

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.


Loading charts...

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%

-21.87%

+4.41%

Max Drawdown (3Y)

Largest decline over 3 years

-21.97%

-21.87%

-0.10%

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

-0.15%

-21.87%

+21.72%

Average Drawdown

Average peak-to-trough decline

-17.63%

-15.72%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

10.34%

-3.92%

Volatility

MET vs. T - Volatility Comparison

The current volatility for MetLife, Inc. (MET) is 6.33%, while AT&T Inc. (T) has a volatility of 7.50%. 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.


Loading charts...

Volatility by Period


METTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

7.50%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

17.47%

17.57%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

23.08%

21.98%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.73%

23.97%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.71%

23.71%

+7.00%

Dividends

MET vs. T - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.72%, less than T's 4.93% yield.


PositionTTM20252024202320222021202020192018201720162015
MET
MetLife, Inc.
2.72%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.
4.93%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


15.00B20.00B25.00B30.00B35.00B40.00B20222023202420252026
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 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (7.50%) compared to MET (6.33%). In terms of maximum drawdown, MET dropped -82.37% vs T's -64.15%.

MET currently has the higher Sharpe Ratio (0.38 vs -0.75), 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer