AFG vs. SCHD

In the year-to-date period, AFG achieves a -5.04% return, which is significantly lower than SCHD's 0.92% return. Over the past 10 years, AFG has outperformed SCHD with an annualized return of 14.37%, while SCHD has yielded a comparatively lower 11.30% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for American Financial Group, Inc. (AFG) and Schwab US Dividend Equity ETF (SCHD). 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 0.54, which is comparable to the SCHD Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of AFG and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between AFG and SCHD is 0.56, 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.

AFG's dividend yield for the trailing twelve months is around 7.21%, more than SCHD's 3.79% yield.

The maximum AFG drawdown since its inception was -76.72%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AFG and SCHD.

American Financial Group, Inc. (AFG) has a higher volatility of 5.59% compared to Schwab US Dividend Equity ETF (SCHD) at 3.50%. This indicates that AFG's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.