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AFG vs. XLF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AFG vs. XLF - Performance Comparison

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

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AFG vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AFG
American Financial Group, Inc.
-4.83%5.45%23.79%-7.61%10.91%93.83%-16.18%27.10%-13.04%29.20%
XLF
Financial Select Sector SPDR Fund
-9.40%14.90%30.56%12.03%-10.59%34.80%-1.74%31.88%-13.06%22.00%

Returns By Period

In the year-to-date period, AFG achieves a -4.83% return, which is significantly higher than XLF's -9.40% return. Over the past 10 years, AFG has outperformed XLF with an annualized return of 14.07%, while XLF has yielded a comparatively lower 12.44% annualized return.


AFG

1D
0.45%
1M
-3.96%
YTD
-4.83%
6M
-8.89%
1Y
2.35%
3Y*
7.83%
5Y*
13.54%
10Y*
14.07%

XLF

1D
2.09%
1M
-3.51%
YTD
-9.40%
6M
-7.56%
1Y
0.65%
3Y*
17.25%
5Y*
9.34%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AFG vs. XLF — Risk / Return Rank

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

AFG
AFG Risk / Return Rank: 4343
Overall Rank
AFG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AFG Sortino Ratio Rank: 3737
Sortino Ratio Rank
AFG Omega Ratio Rank: 3737
Omega Ratio Rank
AFG Calmar Ratio Rank: 4949
Calmar Ratio Rank
AFG Martin Ratio Rank: 4848
Martin Ratio Rank

XLF
XLF Risk / Return Rank: 1414
Overall Rank
XLF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1313
Sortino Ratio Rank
XLF Omega Ratio Rank: 1313
Omega Ratio Rank
XLF Calmar Ratio Rank: 1515
Calmar Ratio Rank
XLF Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AFG vs. XLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Financial Group, Inc. (AFG) and Financial Select Sector SPDR Fund (XLF). 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.


AFGXLFDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.03

+0.07

Sortino ratio

Return per unit of downside risk

0.30

0.18

+0.12

Omega ratio

Gain probability vs. loss probability

1.04

1.02

+0.01

Calmar ratio

Return relative to maximum drawdown

0.26

0.13

+0.13

Martin ratio

Return relative to average drawdown

0.50

0.38

+0.12

AFG vs. XLF - Sharpe Ratio Comparison

The current AFG Sharpe Ratio is 0.10, which is higher than the XLF Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of AFG and XLF, 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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Sharpe Ratios by Period


AFGXLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.03

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.50

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.56

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.20

+0.14

Correlation

The correlation between AFG and XLF is 0.62, 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.


Dividends

AFG vs. XLF - Dividend Comparison

AFG's dividend yield for the trailing twelve months is around 5.37%, more than XLF's 1.60% yield.


TTM20252024202320222021202020192018201720162015
AFG
American Financial Group, Inc.
5.37%5.33%6.89%6.81%10.42%20.43%4.39%4.51%4.92%4.41%2.44%2.82%
XLF
Financial Select Sector SPDR Fund
1.60%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%

Drawdowns

AFG vs. XLF - Drawdown Comparison

The maximum AFG drawdown since its inception was -62.94%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for AFG and XLF.


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Drawdown Indicators


AFGXLFDifference

Max Drawdown

Largest peak-to-trough decline

-62.94%

-82.69%

+19.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-14.79%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.85%

-25.81%

+1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-58.98%

-42.86%

-16.12%

Current Drawdown

Current decline from peak

-10.72%

-12.01%

+1.29%

Average Drawdown

Average peak-to-trough decline

-16.79%

-20.10%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.78%

4.90%

+1.88%

Volatility

AFG vs. XLF - Volatility Comparison

American Financial Group, Inc. (AFG) has a higher volatility of 5.65% compared to Financial Select Sector SPDR Fund (XLF) at 4.75%. This indicates that AFG's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AFGXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

4.75%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.46%

11.45%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

23.01%

19.29%

+3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.03%

18.69%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.26%

22.19%

+8.07%