AFL vs. ABC
Compare and contrast key facts about Aflac Incorporated (AFL) and AmerisourceBergen Corporation (ABC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AFL or ABC.
Key characteristics
AFL | ABC |
---|
Fundamentals
AFL | ABC | |
---|---|---|
Market Cap | $48.43B | $36.15B |
EPS | $7.78 | $8.21 |
PE Ratio | 10.82 | 21.92 |
PEG Ratio | 0.93 | 1.58 |
Revenue (TTM) | $18.70B | $254.43B |
Gross Profit (TTM) | $8.08B | $8.33B |
EBITDA (TTM) | $5.50B | $3.42B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Aflac Incorporated | 1.97 | ||||
AmerisourceBergen Corporation | 1.25 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.