AFI.AX vs. CBAPK.AX
AFI.AX (Australian Foundation Investment Company Limited) and CBAPK.AX (Commonwealth Bank of Australia) are both stocks. Both are in the Financial Services sector — AFI.AX in Asset Management, CBAPK.AX in Banks - Diversified. Over the past 3 years, AFI.AX returned 1.35%/yr vs 6.35%/yr for CBAPK.AX. At a 0.05 correlation, their price movements are largely independent.
Performance
AFI.AX vs. CBAPK.AX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AFI.AX achieves a -7.72% return, which is significantly lower than CBAPK.AX's 0.64% return.
AFI.AX
- 1D
- -0.31%
- 1M
- -1.96%
- YTD
- -7.72%
- 6M
- -6.68%
- 1Y
- -7.23%
- 3Y*
- 1.35%
- 5Y*
- 0.81%
- 10Y*
- 5.66%
CBAPK.AX
- 1D
- -0.09%
- 1M
- 1.02%
- YTD
- 0.64%
- 6M
- 2.36%
- 1Y
- 4.37%
- 3Y*
- 6.35%
- 5Y*
- —
- 10Y*
- —
AFI.AX vs. CBAPK.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AFI.AX Australian Foundation Investment Company Limited | -7.72% | 1.19% | 3.02% | 3.34% | -5.92% |
CBAPK.AX Commonwealth Bank of Australia | 0.64% | 5.54% | 7.82% | 3.05% | 3.54% |
Correlation
The correlation between AFI.AX and CBAPK.AX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2022 | 0.05 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AFI.AX vs. CBAPK.AX — Risk / Return Rank
AFI.AX
CBAPK.AX
AFI.AX vs. CBAPK.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Australian Foundation Investment Company Limited (AFI.AX) and Commonwealth Bank of Australia (CBAPK.AX). 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.
| AFI.AX | CBAPK.AX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.17 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 1.87 | -2.51 |
| Martin ratioReturn relative to average drawdown | -1.30 | 4.14 | -5.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AFI.AX | CBAPK.AX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.71 | 0.93 | -1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.93 | -0.48 |
Drawdowns
AFI.AX vs. CBAPK.AX - Drawdown Comparison
The maximum AFI.AX drawdown since its inception was -41.20%, which is greater than CBAPK.AX's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for AFI.AX and CBAPK.AX.
Loading charts...
Drawdown Indicators
| AFI.AX | CBAPK.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.20% | -5.58% | -35.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -2.64% | -9.24% |
Max Drawdown (3Y)Largest decline over 3 years | -11.88% | -3.03% | -8.85% |
Max Drawdown (5Y)Largest decline over 5 years | -19.20% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.05% | — | — |
Current DrawdownCurrent decline from peak | -11.47% | -1.24% | -10.23% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -1.01% | -7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 1.19% | +4.62% |
Volatility
AFI.AX vs. CBAPK.AX - Volatility Comparison
Australian Foundation Investment Company Limited (AFI.AX) has a higher volatility of 3.30% compared to Commonwealth Bank of Australia (CBAPK.AX) at 0.70%. This indicates that AFI.AX's price experiences larger fluctuations and is considered to be riskier than CBAPK.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AFI.AX | CBAPK.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 0.70% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 4.08% | +4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.77% | 5.33% | +5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.67% | 5.26% | +5.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.54% | 5.26% | +6.28% |
Dividends
AFI.AX vs. CBAPK.AX - Dividend Comparison
AFI.AX's dividend yield for the trailing twelve months is around 5.23%, less than CBAPK.AX's 5.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFI.AX Australian Foundation Investment Company Limited | 5.23% | 4.38% | 3.51% | 3.36% | 5.90% | 2.84% | 3.29% | 4.50% | 4.00% | 3.85% | 4.17% | 3.87% |
CBAPK.AX Commonwealth Bank of Australia | 4.47% | 4.51% | 4.83% | 4.55% | 2.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
AFI.AX vs. CBAPK.AX - Financials Comparison
This section allows you to compare key financial metrics between Australian Foundation Investment Company Limited and Commonwealth Bank of Australia. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AFI.AX and CBAPK.AX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for AFI.AX and CBAPK.AX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer