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RNR vs. MET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

Performance

RNR vs. MET - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,602.29%
685.74%
RNR
MET

Key characteristics

Sharpe Ratio

RNR:

1.25

MET:

1.12

Sortino Ratio

RNR:

1.71

MET:

1.51

Omega Ratio

RNR:

1.24

MET:

1.22

Calmar Ratio

RNR:

1.94

MET:

1.98

Martin Ratio

RNR:

6.41

MET:

6.38

Ulcer Index

RNR:

4.80%

MET:

3.83%

Daily Std Dev

RNR:

24.71%

MET:

21.86%

Max Drawdown

RNR:

-45.67%

MET:

-82.93%

Current Drawdown

RNR:

-12.77%

MET:

-9.22%

Fundamentals

Market Cap

RNR:

$13.25B

MET:

$56.26B

EPS

RNR:

$70.97

MET:

$4.93

PE Ratio

RNR:

3.60

MET:

16.48

PEG Ratio

RNR:

-3.13

MET:

0.14

Total Revenue (TTM)

RNR:

$12.39B

MET:

$71.35B

Gross Profit (TTM)

RNR:

$12.43B

MET:

$71.35B

EBITDA (TTM)

RNR:

$4.16B

MET:

$3.06B

Returns By Period

In the year-to-date period, RNR achieves a 28.58% return, which is significantly higher than MET's 24.94% return. Over the past 10 years, RNR has outperformed MET with an annualized return of 10.96%, while MET has yielded a comparatively lower 7.94% annualized return.


RNR

YTD

28.58%

1M

-5.23%

6M

11.16%

1Y

30.77%

5Y*

5.60%

10Y*

10.96%

MET

YTD

24.94%

1M

-3.05%

6M

14.80%

1Y

26.68%

5Y*

13.18%

10Y*

7.94%

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for RNR, currently valued at 1.25, compared to the broader market-4.00-2.000.002.001.251.23
The chart of Sortino ratio for RNR, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.711.63
The chart of Omega ratio for RNR, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.24
The chart of Calmar ratio for RNR, currently valued at 1.94, compared to the broader market0.002.004.006.001.942.19
The chart of Martin ratio for RNR, currently valued at 6.41, compared to the broader market0.0010.0020.006.416.89
RNR
MET

The current RNR Sharpe Ratio is 1.25, which is comparable to the MET Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of RNR and MET, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.25
1.23
RNR
MET

Dividends

RNR vs. MET - Dividend Comparison

RNR's dividend yield for the trailing twelve months is around 0.47%, less than MET's 2.71% yield.


TTM20232022202120202019201820172016201520142013
RNR
RenaissanceRe Holdings Ltd.
0.47%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.
2.71%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.77%
-9.22%
RNR
MET

Volatility

RNR vs. MET - Volatility Comparison

RenaissanceRe Holdings Ltd. (RNR) has a higher volatility of 9.25% compared to MetLife, Inc. (MET) at 8.09%. This indicates that RNR's price experiences larger fluctuations and is considered to be riskier than MET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.25%
8.09%
RNR
MET

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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