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MET vs. XLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MET and XLF is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

MET vs. XLF - Performance Comparison

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

400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
606.06%
434.17%
MET
XLF

Key characteristics

Sharpe Ratio

MET:

0.25

XLF:

0.92

Sortino Ratio

MET:

0.51

XLF:

1.37

Omega Ratio

MET:

1.08

XLF:

1.20

Calmar Ratio

MET:

0.33

XLF:

1.20

Martin Ratio

MET:

1.12

XLF:

4.72

Ulcer Index

MET:

6.44%

XLF:

3.94%

Daily Std Dev

MET:

29.31%

XLF:

20.15%

Max Drawdown

MET:

-82.93%

XLF:

-82.43%

Current Drawdown

MET:

-14.25%

XLF:

-7.66%

Returns By Period

In the year-to-date period, MET achieves a -7.58% return, which is significantly lower than XLF's -0.28% return. Over the past 10 years, MET has underperformed XLF with an annualized return of 7.99%, while XLF has yielded a comparatively higher 13.86% annualized return.


MET

YTD

-7.58%

1M

-10.41%

6M

-7.51%

1Y

7.67%

5Y*

21.83%

10Y*

7.99%

XLF

YTD

-0.28%

1M

-4.49%

6M

3.80%

1Y

19.30%

5Y*

19.43%

10Y*

13.86%

*Annualized

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Risk-Adjusted Performance

MET vs. XLF — Risk-Adjusted Performance Rank

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

MET
The Risk-Adjusted Performance Rank of MET is 6060
Overall Rank
The Sharpe Ratio Rank of MET is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of MET is 5353
Sortino Ratio Rank
The Omega Ratio Rank of MET is 5454
Omega Ratio Rank
The Calmar Ratio Rank of MET is 6868
Calmar Ratio Rank
The Martin Ratio Rank of MET is 6666
Martin Ratio Rank

XLF
The Risk-Adjusted Performance Rank of XLF is 8181
Overall Rank
The Sharpe Ratio Rank of XLF is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 7979
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MET vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and Financial Select Sector SPDR Fund (XLF). 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.


The chart of Sharpe ratio for MET, currently valued at 0.25, compared to the broader market-2.00-1.000.001.002.003.00
MET: 0.25
XLF: 0.92
The chart of Sortino ratio for MET, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.00
MET: 0.51
XLF: 1.37
The chart of Omega ratio for MET, currently valued at 1.08, compared to the broader market0.501.001.502.00
MET: 1.08
XLF: 1.20
The chart of Calmar ratio for MET, currently valued at 0.33, compared to the broader market0.001.002.003.004.005.00
MET: 0.33
XLF: 1.20
The chart of Martin ratio for MET, currently valued at 1.12, compared to the broader market-5.000.005.0010.0015.0020.00
MET: 1.12
XLF: 4.72

The current MET Sharpe Ratio is 0.25, which is lower than the XLF Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of MET and XLF, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.25
0.92
MET
XLF

Dividends

MET vs. XLF - Dividend Comparison

MET's dividend yield for the trailing twelve months is around 2.90%, more than XLF's 1.48% yield.


TTM20242023202220212020201920182017201620152014
MET
MetLife, Inc.
2.90%2.63%3.12%2.74%3.04%3.88%3.41%4.04%0.79%0.00%0.00%0.00%
XLF
Financial Select Sector SPDR Fund
1.48%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%

Drawdowns

MET vs. XLF - Drawdown Comparison

The maximum MET drawdown since its inception was -82.93%, roughly equal to the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for MET and XLF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.25%
-7.66%
MET
XLF

Volatility

MET vs. XLF - Volatility Comparison

MetLife, Inc. (MET) has a higher volatility of 19.02% compared to Financial Select Sector SPDR Fund (XLF) at 13.51%. This indicates that MET's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.02%
13.51%
MET
XLF