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AFL vs. ABC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AFLABC

Fundamentals


AFLABC
Market Cap$48.43B$36.15B
EPS$7.78$8.21
PE Ratio10.8221.92
PEG Ratio0.931.58
Revenue (TTM)$18.70B$254.43B
Gross Profit (TTM)$8.08B$8.33B
EBITDA (TTM)$5.50B$3.42B

Correlation

0.27
-1.001.00

The correlation between AFL and ABC is 0.27, 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

AFL vs. ABC - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%OctoberNovemberDecember2024FebruaryMarch
4,133.79%
7,656.35%
AFL
ABC

Compare stocks, funds, or ETFs


Aflac Incorporated

AmerisourceBergen Corporation

Risk-Adjusted Performance

AFL vs. ABC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL) and AmerisourceBergen Corporation (ABC). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AFL
Aflac Incorporated
1.97
ABC
AmerisourceBergen Corporation
1.25

AFL vs. ABC - Sharpe Ratio Comparison

The current AFL Sharpe Ratio is 1.97, which is higher than the ABC Sharpe Ratio of 1.25. The chart below compares the 12-month rolling Sharpe Ratio of AFL and ABC.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.97
1.25
AFL
ABC

Dividends

AFL vs. ABC - Dividend Comparison

AFL's dividend yield for the trailing twelve months is around 2.06%, while ABC has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AFL
Aflac Incorporated
2.06%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%
ABC
AmerisourceBergen Corporation
0.55%0.83%1.13%1.34%1.74%1.88%2.07%1.61%1.77%1.17%1.10%1.23%

Drawdowns

AFL vs. ABC - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-9.30%
AFL
ABC

Volatility

AFL vs. ABC - Volatility Comparison

Aflac Incorporated (AFL) has a higher volatility of 3.30% compared to AmerisourceBergen Corporation (ABC) at 0.00%. This indicates that AFL's price experiences larger fluctuations and is considered to be riskier than ABC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
3.30%
0
AFL
ABC