AFGC vs. TLT
Compare and contrast key facts about American Financial Group, Inc. (AFGC) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AFGC or TLT.
Key characteristics
| AFGC | TLT | |
|---|---|---|
| YTD Return | 2.95% | -0.13% |
| 1Y Return | 15.29% | 3.83% |
| 3Y Return (Ann) | -1.07% | -10.94% |
| 5Y Return (Ann) | 115.49% | -5.90% |
| 10Y Return (Ann) | 38.45% | 0.54% |
| Sharpe Ratio | 0.97 | 0.26 |
| Daily Std Dev | 18.48% | 16.71% |
| Max Drawdown | -99.62% | -48.35% |
| Current Drawdown | -85.79% | -37.77% |
Correlation
The correlation between AFGC and TLT is 0.09, 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. TLT - Performance Comparison
In the year-to-date period, AFGC achieves a 2.95% return, which is significantly higher than TLT's -0.13% return. Over the past 10 years, AFGC has outperformed TLT with an annualized return of 38.45%, while TLT has yielded a comparatively lower 0.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AFGC vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Financial Group, Inc. (AFGC) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Dividends
AFGC vs. TLT - Dividend Comparison
AFGC's dividend yield for the trailing twelve months is around 5.86%, more than TLT's 3.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFGC American Financial Group, Inc. | 5.86% | 5.77% | 6.22% | 4.69% | 4.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.43% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
AFGC vs. TLT - Drawdown Comparison
The maximum AFGC drawdown since its inception was -99.62%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for AFGC and TLT. For additional features, visit the drawdowns tool.
Volatility
AFGC vs. TLT - Volatility Comparison
The current volatility for American Financial Group, Inc. (AFGC) is 3.59%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 4.81%. This indicates that AFGC experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.