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

Correlation

The correlation between SLF and MET is 0.56, 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.


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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Key characteristics

Sharpe Ratio

SLF:

1.46

MET:

0.42

Sortino Ratio

SLF:

2.13

MET:

0.79

Omega Ratio

SLF:

1.30

MET:

1.12

Calmar Ratio

SLF:

2.14

MET:

0.63

Martin Ratio

SLF:

5.25

MET:

1.98

Ulcer Index

SLF:

5.68%

MET:

6.97%

Daily Std Dev

SLF:

19.14%

MET:

29.44%

Max Drawdown

SLF:

-78.78%

MET:

-82.93%

Current Drawdown

SLF:

0.00%

MET:

-7.09%

Fundamentals

Market Cap

SLF:

$35.61B

MET:

$54.26B

EPS

SLF:

$3.92

MET:

$6.12

PE Ratio

SLF:

16.05

MET:

13.21

PEG Ratio

SLF:

1.02

MET:

1.10

PS Ratio

SLF:

1.06

MET:

0.74

PB Ratio

SLF:

2.10

MET:

1.97

Total Revenue (TTM)

SLF:

$44.98B

MET:

$72.92B

Gross Profit (TTM)

SLF:

$35.88B

MET:

$72.92B

EBITDA (TTM)

SLF:

$2.88B

MET:

$6.39B

Returns By Period

In the year-to-date period, SLF achieves a 7.65% return, which is significantly higher than MET's 0.13% return. Over the past 10 years, SLF has outperformed MET with an annualized return of 11.02%, while MET has yielded a comparatively lower 8.34% annualized return.


SLF

YTD

7.65%

1M

12.00%

6M

6.39%

1Y

27.65%

3Y*

14.63%

5Y*

18.18%

10Y*

11.02%

MET

YTD

0.13%

1M

12.29%

6M

-1.66%

1Y

12.14%

3Y*

12.66%

5Y*

23.50%

10Y*

8.34%

*Annualized

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Sun Life Financial Inc.

MetLife, Inc.

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 8989
Overall Rank
The Sharpe Ratio Rank of SLF is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SLF is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SLF is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SLF is 9494
Calmar Ratio Rank
The Martin Ratio Rank of SLF is 8787
Martin Ratio Rank

MET
The Risk-Adjusted Performance Rank of MET is 6868
Overall Rank
The Sharpe Ratio Rank of MET is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of MET is 6060
Sortino Ratio Rank
The Omega Ratio Rank of MET is 6262
Omega Ratio Rank
The Calmar Ratio Rank of MET is 7676
Calmar Ratio Rank
The Martin Ratio Rank of MET is 7373
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.


The current SLF Sharpe Ratio is 1.46, which is higher than the MET Sharpe Ratio of 0.42. 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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Dividends

SLF vs. MET - Dividend Comparison

SLF's dividend yield for the trailing twelve months is around 3.77%, more than MET's 2.75% yield.


TTM20242023202220212020201920182017201620152014
SLF
Sun Life Financial Inc.
3.77%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.
2.75%2.65%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.


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Volatility

SLF vs. MET - Volatility Comparison

The current volatility for Sun Life Financial Inc. (SLF) is 4.37%, while MetLife, Inc. (MET) has a volatility of 7.46%. 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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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


0.005.00B10.00B15.00B20.00B20212022202320242025
9.88B
18.28B
(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

20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
100.0%
(SLF) Gross Margin
(MET) Gross Margin
SLF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sun Life Financial Inc. reported a gross profit of 9.88B and revenue of 9.88B. 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 May 2025, MetLife, Inc. reported a gross profit of 18.28B and revenue of 18.28B. Therefore, the gross margin over that period was 100.0%.

SLF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sun Life Financial Inc. reported an operating income of 1.25B and revenue of 9.88B, 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 May 2025, MetLife, Inc. reported an operating income of 1.35B and revenue of 18.28B, resulting in an operating margin of 7.4%.

SLF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sun Life Financial Inc. reported a net income of 1.00B and revenue of 9.88B, resulting in a net margin of 10.1%.

MET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, MetLife, Inc. reported a net income of 945.00M and revenue of 18.28B, resulting in a net margin of 5.2%.