MetLife (MET): analysis and statistics
Return, volatility, Sharpe ratio and risk for MetLife, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $99.64 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +23.05% |
| Total return over period | +85.68% |
| Annualized volatility | 24.50% |
| Period volatility | 42.33% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.73 |
| Sortino ratio | 2.38 |
| Max drawdown | -21.97% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.95% |
| Correlation with the S&P 500 | 0.56 |
| Period range | $54.70 – $103.57 |
| Trading days analyzed | 752 |
Over the last 3.0 years, MetLife (MET) has posted an annualized return of +23.05% with annual volatility of 24.50%, a Sharpe ratio of 1.73. Its worst stretch (max drawdown from a peak) was -21.97%. Its correlation with the S&P 500 is 0.56, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how MET would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, MetLife (MET) is of the S&P 500.
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