AFL vs. ^GSPC
Compare and contrast key facts about Aflac Incorporated (AFL) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AFL or ^GSPC.
Performance
AFL vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, AFL achieves a 37.22% return, which is significantly higher than ^GSPC's 23.08% return. Over the past 10 years, AFL has outperformed ^GSPC with an annualized return of 16.95%, while ^GSPC has yielded a comparatively lower 11.11% annualized return.
AFL
37.22%
-2.78%
27.30%
38.45%
18.34%
16.95%
^GSPC
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
Key characteristics
| AFL | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 2.02 | 2.48 |
| Sortino Ratio | 2.43 | 3.33 |
| Omega Ratio | 1.41 | 1.46 |
| Calmar Ratio | 3.67 | 3.58 |
| Martin Ratio | 12.13 | 15.96 |
| Ulcer Index | 3.36% | 1.90% |
| Daily Std Dev | 20.20% | 12.24% |
| Max Drawdown | -94.35% | -56.78% |
| Current Drawdown | -3.42% | -2.18% |
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Correlation
The correlation between AFL and ^GSPC is 0.50, 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.
Risk-Adjusted Performance
AFL vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL) and S&P 500 (^GSPC). 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.
Drawdowns
AFL vs. ^GSPC - Drawdown Comparison
The maximum AFL drawdown since its inception was -94.35%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AFL and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
AFL vs. ^GSPC - Volatility Comparison
Aflac Incorporated (AFL) has a higher volatility of 7.11% compared to S&P 500 (^GSPC) at 4.06%. This indicates that AFL's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.