Actually, it's Metallica > Megadeth >> Anthrax > Slayer.
If you think you're tough it's Slayer >> Anthrax >>>>Megadeth >>>>>> Metallic.
The PE arrangement holds for the slower more mellow pieces where Mustaine delivers, although I actually DO like Load from Metallica which is full of them.
A Slayer fan is a funny stereotype of a caveman headbanger though, so the band has it's merits.
I also never like the Big Four label, it's like in ATP tennis when the Top 3 is actually Top 3 + also-ran Murray. Anthrax is simply not a big band in any way, be it artistic merit, historical impact, cult following, the ability to incite emotions, anything. Can't say that about the actual Big Four, KPMG, E&Y, PwC and Deloitte.