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

Correlation

The correlation between SLF and MET is 0.53, 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.


-0.50.00.51.00.5

Performance

SLF vs. MET - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
7.12%
13.05%
SLF
MET

Key characteristics

Sharpe Ratio

SLF:

0.63

MET:

1.13

Sortino Ratio

SLF:

0.93

MET:

1.55

Omega Ratio

SLF:

1.13

MET:

1.22

Calmar Ratio

SLF:

0.81

MET:

2.08

Martin Ratio

SLF:

1.81

MET:

5.74

Ulcer Index

SLF:

6.14%

MET:

4.19%

Daily Std Dev

SLF:

17.66%

MET:

21.34%

Max Drawdown

SLF:

-78.78%

MET:

-82.93%

Current Drawdown

SLF:

-12.06%

MET:

-6.82%

Fundamentals

Market Cap

SLF:

$31.58B

MET:

$56.75B

EPS

SLF:

$4.28

MET:

$6.09

PE Ratio

SLF:

12.88

MET:

13.42

PEG Ratio

SLF:

1.33

MET:

1.07

Total Revenue (TTM)

SLF:

$43.72B

MET:

$52.32B

Gross Profit (TTM)

SLF:

$43.72B

MET:

$52.32B

EBITDA (TTM)

SLF:

$3.09B

MET:

$4.48B

Returns By Period

In the year-to-date period, SLF achieves a -7.09% return, which is significantly lower than MET's 0.43% return. Over the past 10 years, SLF has outperformed MET with an annualized return of 10.00%, while MET has yielded a comparatively lower 8.84% annualized return.


SLF

YTD

-7.09%

1M

-6.42%

6M

7.49%

1Y

6.68%

5Y*

6.54%

10Y*

10.00%

MET

YTD

0.43%

1M

-5.24%

6M

13.36%

1Y

22.35%

5Y*

13.38%

10Y*

8.84%

*Annualized

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

SLF vs. MET — Risk-Adjusted Performance Rank

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

SLF
The Risk-Adjusted Performance Rank of SLF is 6363
Overall Rank
The Sharpe Ratio Rank of SLF is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SLF is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SLF is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SLF is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SLF is 6464
Martin Ratio Rank

MET
The Risk-Adjusted Performance Rank of MET is 7878
Overall Rank
The Sharpe Ratio Rank of MET is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of MET is 7070
Sortino Ratio Rank
The Omega Ratio Rank of MET is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MET is 9090
Calmar Ratio Rank
The Martin Ratio Rank of MET is 8282
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.

SLF vs. MET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) 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 SLF, currently valued at 0.63, compared to the broader market-2.000.002.004.000.631.13
The chart of Sortino ratio for SLF, currently valued at 0.93, compared to the broader market-6.00-4.00-2.000.002.004.006.000.931.55
The chart of Omega ratio for SLF, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.22
The chart of Calmar ratio for SLF, currently valued at 0.81, compared to the broader market0.002.004.006.000.812.08
The chart of Martin ratio for SLF, currently valued at 1.81, compared to the broader market-10.000.0010.0020.0030.001.815.74
SLF
MET

The current SLF Sharpe Ratio is 0.63, which is lower than the MET Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SLF 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.63
1.13
SLF
MET

Dividends

SLF vs. MET - Dividend Comparison

SLF's dividend yield for the trailing twelve months is around 4.30%, more than MET's 2.67% yield.


TTM20242023202220212020201920182017201620152014
SLF
Sun Life Financial Inc.
4.30%3.99%4.26%4.59%3.19%3.70%3.46%4.41%3.25%3.18%3.77%3.61%
MET
MetLife, Inc.
2.67%2.63%3.12%2.74%3.04%3.88%3.41%4.04%0.79%0.00%0.00%0.00%

Drawdowns

SLF vs. MET - Drawdown Comparison

The maximum SLF drawdown since its inception was -78.78%, smaller than the maximum MET drawdown of -82.93%. Use the drawdown chart below to compare losses from any high point for SLF and MET. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.06%
-6.82%
SLF
MET

Volatility

SLF vs. MET - Volatility Comparison

Sun Life Financial Inc. (SLF) has a higher volatility of 7.48% compared to MetLife, Inc. (MET) at 4.24%. This indicates that SLF'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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
7.48%
4.24%
SLF
MET

Financials

SLF vs. MET - Financials Comparison

This section allows you to compare key financial metrics between Sun Life Financial Inc. 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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