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AFGC vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AFGC and SPY is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AFGC vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Financial Group, Inc. (AFGC) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
-0.07%
97.24%
AFGC
SPY

Key characteristics

Sharpe Ratio

AFGC:

-0.38

SPY:

0.54

Sortino Ratio

AFGC:

-0.50

SPY:

0.90

Omega Ratio

AFGC:

0.94

SPY:

1.13

Calmar Ratio

AFGC:

-0.30

SPY:

0.57

Martin Ratio

AFGC:

-0.66

SPY:

2.24

Ulcer Index

AFGC:

8.40%

SPY:

4.82%

Daily Std Dev

AFGC:

13.26%

SPY:

20.02%

Max Drawdown

AFGC:

-50.01%

SPY:

-55.19%

Current Drawdown

AFGC:

-16.15%

SPY:

-7.53%

Returns By Period

In the year-to-date period, AFGC achieves a -3.83% return, which is significantly lower than SPY's -3.30% return.


AFGC

YTD

-3.83%

1M

1.17%

6M

-13.04%

1Y

-4.99%

5Y*

0.26%

10Y*

N/A

SPY

YTD

-3.30%

1M

13.81%

6M

-4.52%

1Y

10.65%

5Y*

15.81%

10Y*

12.33%

*Annualized

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Risk-Adjusted Performance

AFGC vs. SPY — Risk-Adjusted Performance Rank

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

AFGC
The Risk-Adjusted Performance Rank of AFGC is 3030
Overall Rank
The Sharpe Ratio Rank of AFGC is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of AFGC is 2424
Sortino Ratio Rank
The Omega Ratio Rank of AFGC is 2525
Omega Ratio Rank
The Calmar Ratio Rank of AFGC is 3434
Calmar Ratio Rank
The Martin Ratio Rank of AFGC is 3838
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
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.

AFGC vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Financial Group, Inc. (AFGC) and SPDR S&P 500 ETF (SPY). 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 AFGC Sharpe Ratio is -0.38, which is lower than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of AFGC and SPY, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.38
0.54
AFGC
SPY

Dividends

AFGC vs. SPY - Dividend Comparison

AFGC's dividend yield for the trailing twelve months is around 6.77%, more than SPY's 1.27% yield.


TTM20242023202220212020201920182017201620152014
AFGC
American Financial Group, Inc.
6.77%6.41%5.76%6.21%4.68%4.78%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

AFGC vs. SPY - Drawdown Comparison

The maximum AFGC drawdown since its inception was -50.01%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AFGC and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.15%
-7.53%
AFGC
SPY

Volatility

AFGC vs. SPY - Volatility Comparison

The current volatility for American Financial Group, Inc. (AFGC) is 4.45%, while SPDR S&P 500 ETF (SPY) has a volatility of 12.36%. This indicates that AFGC experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
4.45%
12.36%
AFGC
SPY