AFCG vs. ACVA

In the year-to-date period, AFCG achieves a -38.12% return, which is significantly lower than ACVA's -24.17% return.

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This table presents a comparison of risk-adjusted performance metrics for AFC Gamma, Inc. (AFCG) and ACV Auctions Inc. (ACVA). 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.

The current AFCG Sharpe Ratio is -0.62, which is lower than the ACVA Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of AFCG and ACVA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AFCG's dividend yield for the trailing twelve months is around 26.64%, while ACVA has not paid dividends to shareholders.

The maximum AFCG drawdown since its inception was -52.88%, smaller than the maximum ACVA drawdown of -82.86%. Use the drawdown chart below to compare losses from any high point for AFCG and ACVA.

AFC Gamma, Inc. (AFCG) has a higher volatility of 15.28% compared to ACV Auctions Inc. (ACVA) at 7.77%. This indicates that AFCG's price experiences larger fluctuations and is considered to be riskier than ACVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between AFC Gamma, Inc. and ACV Auctions 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.