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

Correlation

The correlation between AFG and TD is 0.40, 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.


-0.50.00.51.00.4

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.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.91%
-0.60%
AFG
TD

Key characteristics

Sharpe Ratio

AFG:

1.22

TD:

-0.62

Sortino Ratio

AFG:

1.80

TD:

-0.69

Omega Ratio

AFG:

1.22

TD:

0.90

Calmar Ratio

AFG:

1.65

TD:

-0.38

Martin Ratio

AFG:

5.23

TD:

-1.24

Ulcer Index

AFG:

4.61%

TD:

9.52%

Daily Std Dev

AFG:

19.68%

TD:

19.12%

Max Drawdown

AFG:

-62.94%

TD:

-64.16%

Current Drawdown

AFG:

-8.12%

TD:

-30.11%

Fundamentals

Market Cap

AFG:

$11.57B

TD:

$92.13B

EPS

AFG:

$10.67

TD:

$3.32

PE Ratio

AFG:

12.93

TD:

15.83

PEG Ratio

AFG:

2.78

TD:

1.22

Total Revenue (TTM)

AFG:

$8.22B

TD:

$87.04B

Gross Profit (TTM)

AFG:

$8.26B

TD:

$103.35B

EBITDA (TTM)

AFG:

$1.27B

TD:

$2.01B

Returns By Period

In the year-to-date period, AFG achieves a 23.84% return, which is significantly higher than TD's -14.85% return. Over the past 10 years, AFG has outperformed TD with an annualized return of 16.28%, while TD has yielded a comparatively lower 5.37% annualized return.


AFG

YTD

23.84%

1M

-2.69%

6M

12.91%

1Y

24.11%

5Y*

15.38%

10Y*

16.28%

TD

YTD

-14.85%

1M

-6.22%

6M

-0.60%

1Y

-11.76%

5Y*

3.11%

10Y*

5.37%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for AFG, currently valued at 1.22, compared to the broader market-4.00-2.000.002.001.22-0.62
The chart of Sortino ratio for AFG, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.001.80-0.69
The chart of Omega ratio for AFG, currently valued at 1.22, compared to the broader market0.501.001.502.001.220.90
The chart of Calmar ratio for AFG, currently valued at 1.65, compared to the broader market0.002.004.006.001.65-0.38
The chart of Martin ratio for AFG, currently valued at 5.23, compared to the broader market-5.000.005.0010.0015.0020.0025.005.23-1.24
AFG
TD

The current AFG Sharpe Ratio is 1.22, which is higher than the TD Sharpe Ratio of -0.62. 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.22
-0.62
AFG
TD

Dividends

AFG vs. TD - Dividend Comparison

AFG's dividend yield for the trailing twelve months is around 6.88%, more than TD's 5.74% yield.


TTM20232022202120202019201820172016201520142013
AFG
American Financial Group, Inc.
6.88%6.81%10.42%20.43%4.39%4.51%4.92%4.41%2.44%2.82%3.15%3.13%
TD
The Toronto-Dominion Bank
5.74%4.40%4.24%3.27%4.10%3.89%4.09%3.08%3.29%4.07%3.54%3.35%

Drawdowns

AFG vs. TD - Drawdown Comparison

The maximum AFG drawdown since its inception was -62.94%, roughly equal to the maximum TD 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%JulyAugustSeptemberOctoberNovemberDecember
-8.12%
-30.11%
AFG
TD

Volatility

AFG vs. TD - Volatility Comparison

The current volatility for American Financial Group, Inc. (AFG) is 6.06%, while The Toronto-Dominion Bank (TD) has a volatility of 7.93%. This indicates that AFG experiences smaller price fluctuations and is considered to be less risky than TD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.06%
7.93%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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