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AFG vs. HIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AFG and HIG is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AFG vs. HIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Financial Group, Inc. (AFG) and The Hartford Financial Services Group, Inc. (HIG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AFG:

-0.03

HIG:

1.24

Sortino Ratio

AFG:

0.08

HIG:

1.64

Omega Ratio

AFG:

1.01

HIG:

1.24

Calmar Ratio

AFG:

-0.08

HIG:

2.03

Martin Ratio

AFG:

-0.17

HIG:

5.08

Ulcer Index

AFG:

8.89%

HIG:

5.47%

Daily Std Dev

AFG:

24.62%

HIG:

23.58%

Max Drawdown

AFG:

-76.72%

HIG:

-96.25%

Current Drawdown

AFG:

-15.23%

HIG:

-1.56%

Fundamentals

Market Cap

AFG:

$10.50B

HIG:

$37.28B

EPS

AFG:

$9.52

HIG:

$10.03

PE Ratio

AFG:

13.21

HIG:

13.08

PEG Ratio

AFG:

2.78

HIG:

1.41

PS Ratio

AFG:

1.32

HIG:

1.38

PB Ratio

AFG:

2.39

HIG:

2.27

Total Revenue (TTM)

AFG:

$6.12B

HIG:

$26.77B

Gross Profit (TTM)

AFG:

$4.26B

HIG:

$20.27B

EBITDA (TTM)

AFG:

$898.00M

HIG:

$3.89B

Returns By Period

In the year-to-date period, AFG achieves a -7.71% return, which is significantly lower than HIG's 19.01% return. Both investments have delivered pretty close results over the past 10 years, with AFG having a 14.69% annualized return and HIG not far behind at 14.41%.


AFG

YTD

-7.71%

1M

-2.07%

6M

-10.22%

1Y

-0.81%

3Y*

4.11%

5Y*

28.10%

10Y*

14.69%

HIG

YTD

19.01%

1M

13.48%

6M

10.60%

1Y

29.14%

3Y*

27.37%

5Y*

31.48%

10Y*

14.41%

*Annualized

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American Financial Group, Inc.

Risk-Adjusted Performance

AFG vs. HIG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFG
The Risk-Adjusted Performance Rank of AFG is 4444
Overall Rank
The Sharpe Ratio Rank of AFG is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of AFG is 3838
Sortino Ratio Rank
The Omega Ratio Rank of AFG is 3838
Omega Ratio Rank
The Calmar Ratio Rank of AFG is 4646
Calmar Ratio Rank
The Martin Ratio Rank of AFG is 4747
Martin Ratio Rank

HIG
The Risk-Adjusted Performance Rank of HIG is 8686
Overall Rank
The Sharpe Ratio Rank of HIG is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of HIG is 8080
Sortino Ratio Rank
The Omega Ratio Rank of HIG is 8282
Omega Ratio Rank
The Calmar Ratio Rank of HIG is 9393
Calmar Ratio Rank
The Martin Ratio Rank of HIG is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AFG vs. HIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Financial Group, Inc. (AFG) and The Hartford Financial Services Group, Inc. (HIG). 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 AFG Sharpe Ratio is -0.03, which is lower than the HIG Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of AFG and HIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AFG vs. HIG - Dividend Comparison

AFG's dividend yield for the trailing twelve months is around 7.41%, more than HIG's 1.53% yield.


TTM20242023202220212020201920182017201620152014
AFG
American Financial Group, Inc.
7.41%6.89%6.81%10.42%20.43%4.39%4.51%4.92%4.41%2.44%2.82%3.15%
HIG
The Hartford Financial Services Group, Inc.
1.53%1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%

Drawdowns

AFG vs. HIG - Drawdown Comparison

The maximum AFG drawdown since its inception was -76.72%, smaller than the maximum HIG drawdown of -96.25%. Use the drawdown chart below to compare losses from any high point for AFG and HIG. For additional features, visit the drawdowns tool.


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Volatility

AFG vs. HIG - Volatility Comparison

American Financial Group, Inc. (AFG) has a higher volatility of 8.86% compared to The Hartford Financial Services Group, Inc. (HIG) at 5.17%. This indicates that AFG's price experiences larger fluctuations and is considered to be riskier than HIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

AFG vs. HIG - Financials Comparison

This section allows you to compare key financial metrics between American Financial Group, Inc. and The Hartford Financial Services Group, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20212022202320242025
1.86B
6.77B
(AFG) Total Revenue
(HIG) Total Revenue
Values in USD except per share items