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

Performance

TDC vs. MET - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-3.61%
21.19%
TDC
MET

Returns By Period

In the year-to-date period, TDC achieves a -29.44% return, which is significantly lower than MET's 35.05% return. Over the past 10 years, TDC has underperformed MET with an annualized return of -3.74%, while MET has yielded a comparatively higher 8.44% annualized return.


TDC

YTD

-29.44%

1M

-2.85%

6M

-3.61%

1Y

-34.90%

5Y (annualized)

2.84%

10Y (annualized)

-3.74%

MET

YTD

35.05%

1M

3.65%

6M

21.19%

1Y

41.83%

5Y (annualized)

15.75%

10Y (annualized)

8.44%

Fundamentals


TDCMET
Market Cap$2.87B$57.19B
EPS$0.85$4.93
PE Ratio35.2616.75
PEG Ratio3.350.14
Total Revenue (TTM)$1.80B$71.35B
Gross Profit (TTM)$1.10B$71.35B
EBITDA (TTM)$303.00M$3.06B

Key characteristics


TDCMET
Sharpe Ratio-0.841.99
Sortino Ratio-0.892.45
Omega Ratio0.831.37
Calmar Ratio-0.522.77
Martin Ratio-1.1711.85
Ulcer Index29.88%3.53%
Daily Std Dev41.69%21.03%
Max Drawdown-75.50%-82.93%
Current Drawdown-58.56%0.00%

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Correlation

-0.50.00.51.00.4

The correlation between TDC and MET is 0.41, 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.

Risk-Adjusted Performance

TDC vs. MET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teradata Corporation (TDC) 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 TDC, currently valued at -0.84, compared to the broader market-4.00-2.000.002.004.00-0.841.99
The chart of Sortino ratio for TDC, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.00-0.892.45
The chart of Omega ratio for TDC, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.37
The chart of Calmar ratio for TDC, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.522.77
The chart of Martin ratio for TDC, currently valued at -1.17, compared to the broader market0.0010.0020.0030.00-1.1711.85
TDC
MET

The current TDC Sharpe Ratio is -0.84, which is lower than the MET Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of TDC 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.84
1.99
TDC
MET

Dividends

TDC vs. MET - Dividend Comparison

TDC has not paid dividends to shareholders, while MET's dividend yield for the trailing twelve months is around 2.51%.


TTM20232022202120202019201820172016201520142013
TDC
Teradata Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%8.47%0.00%
MET
MetLife, Inc.
2.51%3.12%2.74%3.04%3.88%3.41%4.04%0.79%0.00%0.00%0.00%0.00%

Drawdowns

TDC vs. MET - Drawdown Comparison

The maximum TDC drawdown since its inception was -75.50%, smaller than the maximum MET drawdown of -82.93%. Use the drawdown chart below to compare losses from any high point for TDC and MET. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-58.56%
0
TDC
MET

Volatility

TDC vs. MET - Volatility Comparison

Teradata Corporation (TDC) has a higher volatility of 17.53% compared to MetLife, Inc. (MET) at 10.43%. This indicates that TDC'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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.53%
10.43%
TDC
MET

Financials

TDC vs. MET - Financials Comparison

This section allows you to compare key financial metrics between Teradata Corporation 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