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Australian Finance Group Ltd (AFG.AX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Company Info

ISIN
AU000000AFG9

Share Price Chart


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Australian Finance Group Ltd

Performance

Performance Chart

The chart shows the growth of an initial investment of A$10,000 in Australian Finance Group Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

AFG.AX is traded in AUD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to AUD using the latest available exchange rates.

Returns By Period

Australian Finance Group Ltd (AFG.AX) has returned -14.64% so far this year and 19.06% over the past 12 months. Over the last decade, AFG.AX has posted an annualized return of 13.55%, slightly higher than the S&P 500 Index benchmark’s 13.35%.


Australian Finance Group Ltd

1D
1.68%
1M
0.28%
YTD
-14.64%
6M
-28.43%
1Y
19.06%
3Y*
12.13%
5Y*
-1.56%
10Y*
13.55%

Benchmark (S&P 500 Index)

1D
1.99%
1M
-2.27%
YTD
-7.91%
6M
-6.62%
1Y
5.15%
3Y*
15.40%
5Y*
12.34%
10Y*
13.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 22, 2015, AFG.AX's average daily return is +0.08%, while the average monthly return is +1.44%. At this rate, your investment would double in approximately 4.0 years.

Historically, 53% of months were positive and 47% were negative. The best month was May 2019 with a return of +39.6%, while the worst month was Mar 2020 at -46.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 6 months.

On a daily basis, AFG.AX closed higher 44% of trading days. The best single day was Feb 21, 2019 with a return of +22.9%, while the worst single day was Feb 5, 2019 at -29.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.50%-9.91%0.28%-14.64%
20259.27%-2.42%1.48%14.11%20.88%4.09%-3.06%26.13%-5.24%-8.46%0.84%-9.17%50.91%
20243.53%-7.74%12.30%-7.98%-3.33%-4.83%6.16%9.22%2.20%0.31%-4.06%-1.63%1.87%
202316.15%-6.80%-1.29%8.05%5.59%5.29%2.23%-13.66%-5.18%-11.64%17.05%3.31%14.80%
2022-18.52%0.45%0.64%-5.12%-7.35%-20.11%25.17%1.59%-11.91%4.67%-0.89%-12.61%-41.25%
20214.18%2.55%-4.40%7.22%0.00%1.06%-9.12%16.99%-6.26%-5.05%2.66%-0.00%7.52%

Benchmark Metrics

Australian Finance Group Ltd has an annualized alpha of 17.63%, beta of 0.17, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since May 25, 2015.

  • This stock participated in 76.22% of S&P 500 Index downside but only 73.98% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.17 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.00 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
17.63%
Beta
0.17
0.00
Upside Capture
73.98%
Downside Capture
76.22%

Return for Risk

Risk / Return Rank

AFG.AX ranks 54 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


AFG.AX Risk / Return Rank: 5454
Overall Rank
AFG.AX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AFG.AX Sortino Ratio Rank: 5555
Sortino Ratio Rank
AFG.AX Omega Ratio Rank: 5151
Omega Ratio Rank
AFG.AX Calmar Ratio Rank: 5353
Calmar Ratio Rank
AFG.AX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Australian Finance Group Ltd (AFG.AX) and compare them to a chosen benchmark (S&P 500 Index).


AFG.AXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.32

+0.16

Sortino ratio

Return per unit of downside risk

1.00

0.55

+0.45

Omega ratio

Gain probability vs. loss probability

1.12

1.08

+0.03

Calmar ratio

Return relative to maximum drawdown

0.53

0.55

-0.02

Martin ratio

Return relative to average drawdown

1.15

1.55

-0.41

Explore AFG.AX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Australian Finance Group Ltd provided a 5.51% dividend yield over the last twelve months, with an annual payout of A$0.10 per share.


5.00%10.00%15.00%A$0.00A$0.05A$0.10A$0.15A$0.202016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
DividendA$0.10A$0.09A$0.08A$0.11A$0.17A$0.13A$0.10A$0.10A$0.22A$0.09A$0.08

Dividend yield

5.51%4.17%5.30%6.86%11.41%4.93%3.79%3.88%17.30%5.95%7.12%

Monthly Dividends

The table displays the monthly dividend distributions for Australian Finance Group Ltd. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026A$0.00A$0.05A$0.00A$0.05
2025A$0.00A$0.00A$0.04A$0.00A$0.00A$0.00A$0.00A$0.00A$0.05A$0.00A$0.00A$0.00A$0.09
2024A$0.00A$0.00A$0.04A$0.00A$0.00A$0.00A$0.00A$0.00A$0.04A$0.00A$0.00A$0.00A$0.08
2023A$0.00A$0.00A$0.07A$0.00A$0.00A$0.00A$0.00A$0.00A$0.04A$0.00A$0.00A$0.00A$0.11
2022A$0.00A$0.00A$0.07A$0.00A$0.00A$0.00A$0.00A$0.00A$0.10A$0.00A$0.00A$0.00A$0.17
2021A$0.00A$0.00A$0.06A$0.00A$0.00A$0.00A$0.00A$0.00A$0.07A$0.00A$0.00A$0.00A$0.13

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Australian Finance Group Ltd. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Australian Finance Group Ltd was 68.08%, occurring on Mar 23, 2020. Recovery took 214 trading sessions.

The current Australian Finance Group Ltd drawdown is 33.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.08%Feb 24, 202021Mar 23, 2020214Jan 25, 2021235
-49.86%Sep 28, 2021528Oct 30, 2023452Aug 14, 2025980
-46.82%Mar 5, 2018234Feb 5, 201980May 31, 2019314
-35.46%Sep 22, 2025125Mar 19, 2026
-24.48%May 27, 2015181Feb 9, 2016132Aug 17, 2016313

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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