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

Correlation

The correlation between AFL and AOS is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

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.

20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%NovemberDecember2025FebruaryMarchApril
71,987.19%
20,822.78%
AFL
AOS

Key characteristics

Sharpe Ratio

AFL:

1.53

AOS:

-0.92

Sortino Ratio

AFL:

2.00

AOS:

-1.19

Omega Ratio

AFL:

1.31

AOS:

0.85

Calmar Ratio

AFL:

2.66

AOS:

-0.69

Martin Ratio

AFL:

6.29

AOS:

-1.29

Ulcer Index

AFL:

5.31%

AOS:

18.22%

Daily Std Dev

AFL:

21.90%

AOS:

25.66%

Max Drawdown

AFL:

-82.71%

AOS:

-66.53%

Current Drawdown

AFL:

-4.35%

AOS:

-28.06%

Fundamentals

Market Cap

AFL:

$59.57B

AOS:

$9.18B

EPS

AFL:

$9.63

AOS:

$3.62

PE Ratio

AFL:

11.33

AOS:

17.63

PEG Ratio

AFL:

0.93

AOS:

1.63

PS Ratio

AFL:

3.15

AOS:

2.40

PB Ratio

AFL:

2.27

AOS:

4.87

Total Revenue (TTM)

AFL:

$13.69B

AOS:

$2.84B

Gross Profit (TTM)

AFL:

$13.69B

AOS:

$1.07B

EBITDA (TTM)

AFL:

$4.25B

AOS:

$573.20M

Returns By Period

In the year-to-date period, AFL achieves a 6.10% return, which is significantly higher than AOS's -3.78% return. Over the past 10 years, AFL has outperformed AOS with an annualized return of 15.80%, while AOS has yielded a comparatively lower 8.83% annualized return.


AFL

YTD

6.10%

1M

-0.54%

6M

-1.57%

1Y

32.19%

5Y*

27.82%

10Y*

15.80%

AOS

YTD

-3.78%

1M

-2.14%

6M

-14.76%

1Y

-23.64%

5Y*

12.22%

10Y*

8.83%

*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 9191
Overall Rank
The Sharpe Ratio Rank of AFL is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AFL is 8686
Sortino Ratio Rank
The Omega Ratio Rank of AFL is 8888
Omega Ratio Rank
The Calmar Ratio Rank of AFL is 9696
Calmar Ratio Rank
The Martin Ratio Rank of AFL is 9090
Martin Ratio Rank

AOS
The Risk-Adjusted Performance Rank of AOS is 1111
Overall Rank
The Sharpe Ratio Rank of AOS is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of AOS is 1010
Sortino Ratio Rank
The Omega Ratio Rank of AOS is 1111
Omega Ratio Rank
The Calmar Ratio Rank of AOS is 1010
Calmar Ratio Rank
The Martin Ratio Rank of AOS is 1616
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.


The chart of Sharpe ratio for AFL, currently valued at 1.53, compared to the broader market-2.00-1.000.001.002.003.00
AFL: 1.53
AOS: -0.92
The chart of Sortino ratio for AFL, currently valued at 2.00, compared to the broader market-6.00-4.00-2.000.002.004.00
AFL: 2.00
AOS: -1.19
The chart of Omega ratio for AFL, currently valued at 1.30, compared to the broader market0.501.001.502.00
AFL: 1.31
AOS: 0.85
The chart of Calmar ratio for AFL, currently valued at 2.66, compared to the broader market0.001.002.003.004.005.00
AFL: 2.66
AOS: -0.69
The chart of Martin ratio for AFL, currently valued at 6.29, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AFL: 6.29
AOS: -1.29

The current AFL Sharpe Ratio is 1.53, which is higher than the AOS Sharpe Ratio of -0.92. 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
1.53
-0.92
AFL
AOS

Dividends

AFL vs. AOS - Dividend Comparison

AFL's dividend yield for the trailing twelve months is around 1.91%, less than AOS's 2.02% yield.


TTM20242023202220212020201920182017201620152014
AFL
Aflac Incorporated
1.91%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
2.02%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 -66.53%. Use the drawdown chart below to compare losses from any high point for AFL and AOS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.35%
-28.06%
AFL
AOS

Volatility

AFL vs. AOS - Volatility Comparison

Aflac Incorporated (AFL) has a higher volatility of 12.31% compared to A. O. Smith Corporation (AOS) at 10.06%. This indicates that AFL's price experiences larger fluctuations and is considered to be riskier 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%NovemberDecember2025FebruaryMarchApril
12.31%
10.06%
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