TME vs GL

Comparison between Tencent Music Entertainment Group (TME, Company) and Globe Life Inc (GL, Company).

TME is from the Communication Services sector, while GL is from the Financial Services sector.

5-Year PerformanceGL has outperformed TME, delivering a return of +9.3% compared to -9.2%

TME vs GL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TME(COMPANY)	GL(COMPANY)
Market Cap	$14B	$14B
Max Drawdown	90.19%	75.74%
Sharpe Ratio	-1.20	1.30
5Y Beta	0.71	0.67
Industry	Internet Content & Information	Insurance - Life
P/E Ratio	11.82	12.44
Forward P/E	9.56	10.44
PEG Ratio	1.54	0.80
Dividend Yield	2.64%	0.74%
5Y Dividends CAGR	N/A	8.27%
5Y EPS CAGR	24.42%	13.91%
Debt to Equity	6.51%	45.67%
Free Cash Flow Yield	5.21%	8.64%
P/S Ratio	0.45	1.96
P/B Ratio	1.38	1.96

Market Cap

Winner

TME

$14B

Max Drawdown

TME

90.19%

Winner

75.74%

Sharpe Ratio

TME

-1.20

Winner

1.30

5Y Beta

TME

0.71

Winner

0.67

Industry

TME

Internet Content & Information

Insurance - Life

P/E Ratio

Winner

TME

11.82

12.44

Forward P/E

Winner

TME

9.56

10.44

PEG Ratio

TME

1.54

Winner

0.80

Dividend Yield

Winner

TME

2.64%

0.74%

5Y Dividends CAGR

TME

N/A

8.27%

5Y EPS CAGR

Winner

TME

24.42%

13.91%

Debt to Equity

Winner

TME

6.51%

45.67%

Free Cash Flow Yield

TME

5.21%

Winner

8.64%

P/S Ratio

Winner

TME

0.45

1.96

P/B Ratio

Winner

TME

1.38

1.96

TME vs GL - Historical Returns

Returns include dividend reinvestment.

Period	TME	GL
1 month	-0.87%	+3.27%
3 months	-30.83%	+11.28%
6 months	-49.85%	+21.68%
1 year	-47.59%	+34.03%
5 years(CAGR)	-9.17%	+9.28%
10 years(CAGR)	N/A	+11.01%
Max(CAGR)	-5.02%	+10.60%

TME

-0.87%

Winner

+3.27%

TME

-30.83%

Winner

+11.28%

TME

-49.85%

Winner

+21.68%

TME

-47.59%

Winner

+34.03%

5Y(CAGR)

TME

-9.17%

Winner

+9.28%

10Y(CAGR)

TME

N/A

+11.01%

Max(CAGR)

TME

-5.02%

Winner

+10.60%

TME vs GL - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	TME	GL
2026	-47.83%	+15.49%
2025	+56.81%	+25.67%
2024	+31.24%	-7.79%
2023	+4.77%	+2.58%
2022	+20.88%	+28.00%
2021	-64.64%	+2.26%
2020	+53.18%	-9.35%
2019	-9.69%	+38.91%
2018	-5.57%	-16.77%
2017	N/A	+23.65%
2016	N/A	+31.89%
2015	N/A	+6.30%
2014	N/A	+5.78%
2013	N/A	+50.21%
2012	N/A	+19.51%
2011	N/A	+8.35%
2010	N/A	+34.65%
2009	N/A	-0.88%
2008	N/A	-24.10%
2007	N/A	-5.54%
2006	N/A	+14.96%
2005	N/A	-1.46%
2004	N/A	+26.49%
2003	N/A	+22.94%
2002	N/A	-4.92%
2001	N/A	+8.04%
2000	N/A	+37.67%
1999	N/A	-7.92%

TME vs GL Drawdown Comparison

The maximum drawdown for TME was -90.19%, occurring on Mar 14, 2022. This drawdown has not yet recovered.

The maximum drawdown for GL was -75.34%, occurring on Mar 6, 2009. Recovery took 969 trading sessions.

The current TME drawdown is -70.04%.

Rank	TME	GL
#1	-90.19% Mar 23, 2021 - Mar 14, 2022	-75.34% May 30, 2007 - Apr 1, 2011
#2	-50.55% Mar 18, 2019 - Dec 30, 2020	-61.62% Feb 28, 2024 - Feb 28, 2025
#3	-14.29% Dec 12, 2018 - Jan 18, 2019	-47.69% Feb 20, 2020 - Oct 13, 2022
#4	-12.38% Jan 24, 2019 - Feb 12, 2019	-46.96% Nov 16, 1999 - Nov 16, 2000
#5	-12.12% Feb 16, 2021 - Mar 18, 2021	-27.32% Aug 24, 2001 - Oct 13, 2003
#6	-8.79% Feb 2, 2021 - Feb 16, 2021	-26.52% Apr 4, 2011 - Jan 20, 2012
#7	-8.69% Feb 25, 2019 - Mar 18, 2019	-23.90% Jan 26, 2018 - Jul 15, 2019
#8	-4.83% Feb 14, 2019 - Feb 19, 2019	-22.67% Aug 10, 2015 - Jul 15, 2016
#9	-3.16% Jan 19, 2021 - Jan 22, 2021	-18.45% Dec 11, 2000 - Jul 2, 2001
#10	-2.24% Jan 25, 2021 - Feb 2, 2021	-16.19% Jan 6, 2023 - Nov 30, 2023
#11	-1.67% Jan 6, 2021 - Jan 8, 2021	-14.70% Apr 2, 2025 - Jul 25, 2025
#12	-1.63% Feb 20, 2019 - Feb 22, 2019	-11.97% Dec 15, 2004 - Mar 15, 2006
#13	-1.44% Jan 12, 2021 - Jan 14, 2021	-10.87% Sep 23, 2025 - Feb 5, 2026
#14	-0.87% Feb 12, 2019 - Feb 14, 2019	-10.14% Mar 16, 2012 - Jun 29, 2012
#15	-0.33% Jan 8, 2021 - Jan 12, 2021	-9.73% Apr 5, 2004 - Jun 8, 2004

Correlation

Correlation between TME and GL is 0.04 which considered as a very weak or no correlation - the stocks move independently of each other.

0.04

-101

Dividend Comparison (2000 - 2026)

TME vs GL dividend yield comparison.

Year	TME	GL
2026	2.64%	0.38%
2025	1.03%	0.75%
2024	1.21%	0.85%
2023	0.00%	0.73%
2022	0.00%	0.68%
2021	0.00%	0.83%
2020	0.00%	0.77%
2019	0.00%	0.64%
2018	0.00%	0.85%
2017	0.00%	0.65%
2016	0.00%	0.75%
2015	0.00%	0.71%
2014	0.00%	0.78%
2013	0.00%	1.06%
2012	0.00%	1.10%
2011	0.00%	0.94%
2010	0.00%	1.02%
2009	0.00%	0.96%
2008	0.00%	1.54%
2007	0.00%	0.86%
2006	0.00%	0.75%
2005	0.00%	0.79%
2004	0.00%	0.77%
2003	0.00%	0.83%
2002	0.00%	0.99%
2001	0.00%	0.92%
2000	0.00%	0.94%