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AFL vs. AOS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AFL and AOS is 0.29, 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.


-0.50.00.51.00.3

Performance

AFL vs. AOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aflac Incorporated (AFL) and A. O. Smith Corporation (AOS). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
13.96%
-10.02%
AFL
AOS

Key characteristics

Sharpe Ratio

AFL:

1.52

AOS:

-0.37

Sortino Ratio

AFL:

1.89

AOS:

-0.35

Omega Ratio

AFL:

1.31

AOS:

0.95

Calmar Ratio

AFL:

2.50

AOS:

-0.34

Martin Ratio

AFL:

6.66

AOS:

-0.74

Ulcer Index

AFL:

4.71%

AOS:

12.02%

Daily Std Dev

AFL:

20.63%

AOS:

24.01%

Max Drawdown

AFL:

-82.71%

AOS:

-66.52%

Current Drawdown

AFL:

-7.19%

AOS:

-21.28%

Fundamentals

Market Cap

AFL:

$59.16B

AOS:

$10.35B

EPS

AFL:

$6.76

AOS:

$3.81

PE Ratio

AFL:

15.75

AOS:

18.85

PEG Ratio

AFL:

0.93

AOS:

1.80

Total Revenue (TTM)

AFL:

$13.52B

AOS:

$2.91B

Gross Profit (TTM)

AFL:

$13.52B

AOS:

$1.12B

EBITDA (TTM)

AFL:

$45.00M

AOS:

$619.70M

Returns By Period

In the year-to-date period, AFL achieves a 2.95% return, which is significantly lower than AOS's 5.28% return. Over the past 10 years, AFL has outperformed AOS with an annualized return of 16.55%, while AOS has yielded a comparatively lower 11.78% annualized return.


AFL

YTD

2.95%

1M

3.70%

6M

13.74%

1Y

28.94%

5Y*

18.10%

10Y*

16.55%

AOS

YTD

5.28%

1M

4.50%

6M

-18.47%

1Y

-10.15%

5Y*

11.21%

10Y*

11.78%

*Annualized

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Risk-Adjusted Performance

AFL vs. AOS — Risk-Adjusted Performance Rank

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

AFL
The Risk-Adjusted Performance Rank of AFL is 8686
Overall Rank
The Sharpe Ratio Rank of AFL is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AFL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of AFL is 8585
Omega Ratio Rank
The Calmar Ratio Rank of AFL is 9393
Calmar Ratio Rank
The Martin Ratio Rank of AFL is 8585
Martin Ratio Rank

AOS
The Risk-Adjusted Performance Rank of AOS is 2525
Overall Rank
The Sharpe Ratio Rank of AOS is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of AOS is 2323
Sortino Ratio Rank
The Omega Ratio Rank of AOS is 2323
Omega Ratio Rank
The Calmar Ratio Rank of AOS is 2525
Calmar Ratio Rank
The Martin Ratio Rank of AOS is 3030
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 vs. AOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL) and A. O. Smith Corporation (AOS). 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, currently valued at 1.52, compared to the broader market-2.000.002.004.001.52-0.37
The chart of Sortino ratio for AFL, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.006.001.89-0.35
The chart of Omega ratio for AFL, currently valued at 1.31, compared to the broader market0.501.001.502.001.310.95
The chart of Calmar ratio for AFL, currently valued at 2.50, compared to the broader market0.002.004.006.002.50-0.34
The chart of Martin ratio for AFL, currently valued at 6.66, compared to the broader market-10.000.0010.0020.0030.006.66-0.74
AFL
AOS

The current AFL Sharpe Ratio is 1.52, which is higher than the AOS Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of AFL and AOS, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.52
-0.37
AFL
AOS

Dividends

AFL vs. AOS - Dividend Comparison

AFL's dividend yield for the trailing twelve months is around 1.88%, more than AOS's 1.81% yield.


TTM20242023202220212020201920182017201620152014
AFL
Aflac Incorporated
1.88%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%
AOS
A. O. Smith Corporation
1.81%1.91%1.84%1.99%1.23%1.79%1.89%1.78%0.91%1.01%0.99%1.06%

Drawdowns

AFL vs. AOS - Drawdown Comparison

The maximum AFL drawdown since its inception was -82.71%, which is greater than AOS's maximum drawdown of -66.52%. Use the drawdown chart below to compare losses from any high point for AFL and AOS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.19%
-21.28%
AFL
AOS

Volatility

AFL vs. AOS - Volatility Comparison

The current volatility for Aflac Incorporated (AFL) is 5.36%, while A. O. Smith Corporation (AOS) has a volatility of 6.31%. This indicates that AFL experiences smaller price fluctuations and is considered to be less risky than AOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
5.36%
6.31%
AFL
AOS

Financials

AFL vs. AOS - Financials Comparison

This section allows you to compare key financial metrics between Aflac Incorporated and A. O. Smith Corporation. 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


Values in USD except per share items
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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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