RNR vs. MET
Compare and contrast key facts about RenaissanceRe Holdings Ltd. (RNR) and MetLife, Inc. (MET).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RNR or MET.
Key characteristics
| RNR | MET | |
|---|---|---|
| YTD Return | 31.75% | 28.82% |
| 1Y Return | 27.99% | 37.81% |
| 3Y Return (Ann) | 19.21% | 12.28% |
| 5Y Return (Ann) | 7.88% | 14.83% |
| 10Y Return (Ann) | 10.94% | 8.19% |
| Sharpe Ratio | 0.98 | 1.76 |
| Sortino Ratio | 1.39 | 2.19 |
| Omega Ratio | 1.19 | 1.33 |
| Calmar Ratio | 1.63 | 2.16 |
| Martin Ratio | 4.55 | 10.39 |
| Ulcer Index | 5.36% | 3.51% |
| Daily Std Dev | 24.91% | 20.80% |
| Max Drawdown | -45.67% | -82.93% |
| Current Drawdown | -9.36% | -3.14% |
Fundamentals
| RNR | MET | |
|---|---|---|
| Market Cap | $13.70B | $56.92B |
| EPS | $70.98 | $4.93 |
| PE Ratio | 3.72 | 16.67 |
| PEG Ratio | -3.13 | 0.14 |
| Total Revenue (TTM) | $12.39B | $71.35B |
| Gross Profit (TTM) | $12.43B | $71.35B |
| EBITDA (TTM) | $2.23B | $5.28B |
Correlation
The correlation between RNR and MET 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
RNR vs. MET - Performance Comparison
In the year-to-date period, RNR achieves a 31.75% return, which is significantly higher than MET's 28.82% return. Over the past 10 years, RNR has outperformed MET with an annualized return of 10.94%, while MET has yielded a comparatively lower 8.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RNR vs. MET - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RenaissanceRe Holdings Ltd. (RNR) and MetLife, Inc. (MET). 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.
Dividends
RNR vs. MET - Dividend Comparison
RNR's dividend yield for the trailing twelve months is around 0.60%, less than MET's 2.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RNR RenaissanceRe Holdings Ltd. | 0.60% | 0.78% | 0.80% | 0.85% | 0.84% | 0.69% | 0.99% | 1.02% | 0.91% | 1.06% | 1.19% | 1.15% |
MET MetLife, Inc. | 2.63% | 3.12% | 2.74% | 3.04% | 3.88% | 3.41% | 4.04% | 0.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RNR vs. MET - Drawdown Comparison
The maximum RNR drawdown since its inception was -45.67%, smaller than the maximum MET drawdown of -82.93%. Use the drawdown chart below to compare losses from any high point for RNR and MET. For additional features, visit the drawdowns tool.
Volatility
RNR vs. MET - Volatility Comparison
The current volatility for RenaissanceRe Holdings Ltd. (RNR) is 7.47%, while MetLife, Inc. (MET) has a volatility of 9.81%. This indicates that RNR experiences smaller price fluctuations and is considered to be less risky than MET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RNR vs. MET - Financials Comparison
This section allows you to compare key financial metrics between RenaissanceRe Holdings Ltd. and MetLife, 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