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SLF vs. MET
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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SLF vs. MET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLF
Sun Life Financial Inc.
1.31%9.72%19.48%17.77%-12.89%29.71%1.55%42.69%-16.37%11.18%
MET
MetLife, Inc.
-9.77%-0.80%27.68%-5.49%19.23%37.43%-3.42%28.84%-15.77%21.67%

Fundamentals

EPS

SLF:

$7.29

MET:

$7.54

PE Ratio

SLF:

8.59

MET:

9.38

PS Ratio

SLF:

0.77

MET:

0.42

Total Revenue (TTM)

SLF:

$41.86B

MET:

$76.13B

Gross Profit (TTM)

SLF:

$13.06B

MET:

$12.20B

EBITDA (TTM)

SLF:

$5.32B

MET:

$4.34B

Returns By Period

In the year-to-date period, SLF achieves a 1.31% return, which is significantly higher than MET's -9.77% return. Both investments have delivered pretty close results over the past 10 years, with SLF having a 11.38% annualized return and MET not far behind at 10.86%.


SLF

1D
1.03%
1M
-4.56%
YTD
1.31%
6M
6.47%
1Y
13.97%
3Y*
15.43%
5Y*
8.82%
10Y*
11.38%

MET

1D
3.59%
1M
-1.87%
YTD
-9.77%
6M
-12.90%
1Y
-9.30%
3Y*
10.23%
5Y*
5.97%
10Y*
10.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SLF vs. MET — Risk / Return Rank

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

SLF
SLF Risk / Return Rank: 6262
Overall Rank
SLF Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SLF Sortino Ratio Rank: 5656
Sortino Ratio Rank
SLF Omega Ratio Rank: 5959
Omega Ratio Rank
SLF Calmar Ratio Rank: 6464
Calmar Ratio Rank
SLF Martin Ratio Rank: 6262
Martin Ratio Rank

MET
MET Risk / Return Rank: 2525
Overall Rank
MET Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MET Sortino Ratio Rank: 2424
Sortino Ratio Rank
MET Omega Ratio Rank: 2424
Omega Ratio Rank
MET Calmar Ratio Rank: 2727
Calmar Ratio Rank
MET Martin Ratio Rank: 2121
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.

SLF vs. MET - Risk-Adjusted Trends 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.


SLFMETDifference

Sharpe ratio

Return per unit of total volatility

0.67

-0.33

+1.00

Sortino ratio

Return per unit of downside risk

0.98

-0.26

+1.24

Omega ratio

Gain probability vs. loss probability

1.15

0.96

+0.18

Calmar ratio

Return relative to maximum drawdown

1.02

-0.46

+1.48

Martin ratio

Return relative to average drawdown

2.20

-1.15

+3.35

SLF vs. MET - Sharpe Ratio Comparison

The current SLF Sharpe Ratio is 0.67, which is higher than the MET Sharpe Ratio of -0.33. 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.


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Sharpe Ratios by Period


SLFMETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

-0.33

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.23

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.35

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.24

+0.16

Correlation

The correlation between SLF and MET is 0.52, 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.


Dividends

SLF vs. MET - Dividend Comparison

SLF's dividend yield for the trailing twelve months is around 4.15%, more than MET's 3.21% yield.


TTM20252024202320222021202020192018201720162015
SLF
Sun Life Financial Inc.
4.15%4.03%4.00%4.98%4.59%3.32%3.69%3.47%4.71%3.17%3.98%4.64%
MET
MetLife, Inc.
3.21%2.85%2.63%3.12%2.74%3.04%3.88%3.41%4.04%14.52%2.92%3.06%

Drawdowns

SLF vs. MET - Drawdown Comparison

The maximum SLF drawdown since its inception was -78.60%, roughly equal to the maximum MET drawdown of -82.37%. Use the drawdown chart below to compare losses from any high point for SLF and MET.


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Drawdown Indicators


SLFMETDifference

Max Drawdown

Largest peak-to-trough decline

-78.60%

-82.37%

+3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

-17.46%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-30.77%

-35.09%

+4.32%

Max Drawdown (10Y)

Largest decline over 10 years

-50.84%

-55.16%

+4.32%

Current Drawdown

Current decline from peak

-8.32%

-16.95%

+8.63%

Average Drawdown

Average peak-to-trough decline

-16.99%

-17.71%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.92%

7.03%

-0.11%

Volatility

SLF vs. MET - Volatility Comparison

The current volatility for Sun Life Financial Inc. (SLF) is 4.96%, while MetLife, Inc. (MET) has a volatility of 6.49%. This indicates that SLF 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.


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Volatility by Period


SLFMETDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

6.49%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

17.81%

-4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

20.83%

28.54%

-7.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

25.68%

-6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.85%

30.74%

-7.89%

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


-5.00B0.005.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
8.92B
23.81B
(SLF) Total Revenue
(MET) Total Revenue
Values in USD except per share items

SLF vs. MET - Profitability Comparison

The chart below illustrates the profitability comparison between Sun Life Financial Inc. and MetLife, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
100.0%
0
Portfolio components
SLF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sun Life Financial Inc. reported a gross profit of 8.92B and revenue of 8.92B. Therefore, the gross margin over that period was 100.0%.

MET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, MetLife, Inc. reported a gross profit of 0.00 and revenue of 23.81B. Therefore, the gross margin over that period was 0.0%.

SLF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sun Life Financial Inc. reported an operating income of 1.13B and revenue of 8.92B, resulting in an operating margin of 12.6%.

MET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, MetLife, Inc. reported an operating income of 0.00 and revenue of 23.81B, resulting in an operating margin of 0.0%.

SLF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sun Life Financial Inc. reported a net income of 792.35M and revenue of 8.92B, resulting in a net margin of 8.9%.

MET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, MetLife, Inc. reported a net income of 809.00M and revenue of 23.81B, resulting in a net margin of 3.4%.