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AFL.DE vs. AZO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AFL.DE and AZO is 0.06, 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.


-0.50.00.51.00.1

Performance

AFL.DE vs. AZO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aflac Incorporated (AFL.DE) and AutoZone, Inc. (AZO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
10.23%
10.88%
AFL.DE
AZO

Key characteristics

Sharpe Ratio

AFL.DE:

2.73

AZO:

1.14

Sortino Ratio

AFL.DE:

3.50

AZO:

1.72

Omega Ratio

AFL.DE:

1.55

AZO:

1.20

Calmar Ratio

AFL.DE:

4.84

AZO:

1.53

Martin Ratio

AFL.DE:

14.45

AZO:

3.69

Ulcer Index

AFL.DE:

3.52%

AZO:

6.41%

Daily Std Dev

AFL.DE:

18.57%

AZO:

20.66%

Max Drawdown

AFL.DE:

-45.98%

AZO:

-46.33%

Current Drawdown

AFL.DE:

-4.36%

AZO:

0.00%

Fundamentals

Market Cap

AFL.DE:

€57.83B

AZO:

$58.05B

EPS

AFL.DE:

€6.47

AZO:

$150.81

PE Ratio

AFL.DE:

16.09

AZO:

22.94

Total Revenue (TTM)

AFL.DE:

€13.63B

AZO:

$18.58B

Returns By Period

In the year-to-date period, AFL.DE achieves a 5.73% return, which is significantly lower than AZO's 8.03% return. Over the past 10 years, AFL.DE has underperformed AZO with an annualized return of 12.71%, while AZO has yielded a comparatively higher 18.98% annualized return.


AFL.DE

YTD

5.73%

1M

3.84%

6M

17.59%

1Y

49.40%

5Y*

26.96%

10Y*

12.71%

AZO

YTD

8.03%

1M

5.82%

6M

10.88%

1Y

23.36%

5Y*

26.75%

10Y*

18.98%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AFL.DE vs. AZO — Risk-Adjusted Performance Rank

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

AFL.DE
The Risk-Adjusted Performance Rank of AFL.DE is 9696
Overall Rank
The Sharpe Ratio Rank of AFL.DE is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AFL.DE is 9595
Sortino Ratio Rank
The Omega Ratio Rank of AFL.DE is 9696
Omega Ratio Rank
The Calmar Ratio Rank of AFL.DE is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AFL.DE is 9595
Martin Ratio Rank

AZO
The Risk-Adjusted Performance Rank of AZO is 7878
Overall Rank
The Sharpe Ratio Rank of AZO is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AZO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AZO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AZO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of AZO is 7676
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.

AFL.DE vs. AZO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL.DE) and AutoZone, Inc. (AZO). 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 AFL.DE, currently valued at 2.14, compared to the broader market-2.000.002.004.002.141.34
The chart of Sortino ratio for AFL.DE, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.002.742.01
The chart of Omega ratio for AFL.DE, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.24
The chart of Calmar ratio for AFL.DE, currently valued at 3.27, compared to the broader market0.002.004.006.003.271.74
The chart of Martin ratio for AFL.DE, currently valued at 9.23, compared to the broader market-10.000.0010.0020.0030.009.234.15
AFL.DE
AZO

The current AFL.DE Sharpe Ratio is 2.73, which is higher than the AZO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of AFL.DE and AZO, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
2.14
1.34
AFL.DE
AZO

Dividends

AFL.DE vs. AZO - Dividend Comparison

AFL.DE's dividend yield for the trailing twelve months is around 1.77%, while AZO has not paid dividends to shareholders.


TTM2024202320222021
AFL.DE
Aflac Incorporated
1.77%1.87%2.08%2.25%1.62%
AZO
AutoZone, Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

AFL.DE vs. AZO - Drawdown Comparison

The maximum AFL.DE drawdown since its inception was -45.98%, roughly equal to the maximum AZO drawdown of -46.33%. Use the drawdown chart below to compare losses from any high point for AFL.DE and AZO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.11%
0
AFL.DE
AZO

Volatility

AFL.DE vs. AZO - Volatility Comparison

Aflac Incorporated (AFL.DE) has a higher volatility of 5.74% compared to AutoZone, Inc. (AZO) at 5.30%. This indicates that AFL.DE's price experiences larger fluctuations and is considered to be riskier than AZO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
5.74%
5.30%
AFL.DE
AZO

Financials

AFL.DE vs. AZO - Financials Comparison

This section allows you to compare key financial metrics between Aflac Incorporated and AutoZone, Inc.. 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


Please note, different currencies. AFL.DE values in EUR, AZO values in USD
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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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