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

Correlation

The correlation between AFG and TD 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.


-0.50.00.51.0
Correlation: 0.5

Performance

AFG vs. TD - Performance Comparison

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

1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%NovemberDecember2025FebruaryMarchApril
1,872.68%
4,938.90%
AFG
TD

Key characteristics

Sharpe Ratio

AFG:

0.19

TD:

0.56

Sortino Ratio

AFG:

0.43

TD:

0.84

Omega Ratio

AFG:

1.05

TD:

1.12

Calmar Ratio

AFG:

0.22

TD:

0.36

Martin Ratio

AFG:

0.54

TD:

1.31

Ulcer Index

AFG:

8.21%

TD:

8.47%

Daily Std Dev

AFG:

23.47%

TD:

19.92%

Max Drawdown

AFG:

-76.72%

TD:

-64.16%

Current Drawdown

AFG:

-12.73%

TD:

-14.79%

Fundamentals

Market Cap

AFG:

$10.80B

TD:

$109.12B

EPS

AFG:

$10.63

TD:

$3.41

PE Ratio

AFG:

12.15

TD:

18.24

PEG Ratio

AFG:

2.78

TD:

0.67

PS Ratio

AFG:

1.35

TD:

2.04

PB Ratio

AFG:

2.41

TD:

1.39

Total Revenue (TTM)

AFG:

$6.40B

TD:

$57.21B

Gross Profit (TTM)

AFG:

$6.42B

TD:

$57.21B

EBITDA (TTM)

AFG:

$917.00M

TD:

$16.92B

Returns By Period

In the year-to-date period, AFG achieves a -4.98% return, which is significantly lower than TD's 19.87% return. Over the past 10 years, AFG has outperformed TD with an annualized return of 14.93%, while TD has yielded a comparatively lower 7.31% annualized return.


AFG

YTD

-4.98%

1M

-0.47%

6M

3.45%

1Y

5.22%

5Y*

28.17%

10Y*

14.93%

TD

YTD

19.87%

1M

2.97%

6M

13.27%

1Y

10.73%

5Y*

14.95%

10Y*

7.31%

*Annualized

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Risk-Adjusted Performance

AFG vs. TD — 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 5656
Overall Rank
The Sharpe Ratio Rank of AFG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of AFG is 4949
Sortino Ratio Rank
The Omega Ratio Rank of AFG is 4949
Omega Ratio Rank
The Calmar Ratio Rank of AFG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AFG is 6060
Martin Ratio Rank

TD
The Risk-Adjusted Performance Rank of TD is 6767
Overall Rank
The Sharpe Ratio Rank of TD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of TD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of TD is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of TD is 6767
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. TD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Financial Group, Inc. (AFG) and The Toronto-Dominion Bank (TD). 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 chart of Sharpe ratio for AFG, currently valued at 0.19, compared to the broader market-2.00-1.000.001.002.003.00
AFG: 0.19
TD: 0.56
The chart of Sortino ratio for AFG, currently valued at 0.43, compared to the broader market-6.00-4.00-2.000.002.004.00
AFG: 0.43
TD: 0.84
The chart of Omega ratio for AFG, currently valued at 1.05, compared to the broader market0.501.001.502.00
AFG: 1.05
TD: 1.12
The chart of Calmar ratio for AFG, currently valued at 0.22, compared to the broader market0.001.002.003.004.005.00
AFG: 0.22
TD: 0.36
The chart of Martin ratio for AFG, currently valued at 0.54, compared to the broader market-5.000.005.0010.0015.0020.00
AFG: 0.54
TD: 1.31

The current AFG Sharpe Ratio is 0.19, which is lower than the TD Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of AFG and TD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.19
0.56
AFG
TD

Dividends

AFG vs. TD - Dividend Comparison

AFG's dividend yield for the trailing twelve months is around 7.20%, more than TD's 4.74% yield.


TTM20242023202220212020201920182017201620152014
AFG
American Financial Group, Inc.
7.20%6.89%6.81%10.42%20.43%4.39%4.51%4.92%4.41%2.44%2.82%3.15%
TD
The Toronto-Dominion Bank
4.74%5.65%4.40%4.24%3.27%4.10%3.89%4.09%3.08%3.29%4.07%3.54%

Drawdowns

AFG vs. TD - Drawdown Comparison

The maximum AFG drawdown since its inception was -76.72%, which is greater than TD's maximum drawdown of -64.16%. Use the drawdown chart below to compare losses from any high point for AFG and TD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.73%
-14.79%
AFG
TD

Volatility

AFG vs. TD - Volatility Comparison

American Financial Group, Inc. (AFG) has a higher volatility of 12.07% compared to The Toronto-Dominion Bank (TD) at 7.34%. This indicates that AFG's price experiences larger fluctuations and is considered to be riskier than TD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.07%
7.34%
AFG
TD

Financials

AFG vs. TD - Financials Comparison

This section allows you to compare key financial metrics between American Financial Group, Inc. and The Toronto-Dominion Bank. 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


Values in USD except per share items