PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AFL vs. PGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AFL and PGR is 0.38, 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.


-0.50.00.51.00.4

Performance

AFL vs. PGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aflac Incorporated (AFL) and The Progressive Corporation (PGR). 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%JulyAugustSeptemberOctoberNovemberDecember
17,706.49%
55,590.42%
AFL
PGR

Key characteristics

Sharpe Ratio

AFL:

1.45

PGR:

2.68

Sortino Ratio

AFL:

1.83

PGR:

3.73

Omega Ratio

AFL:

1.30

PGR:

1.47

Calmar Ratio

AFL:

2.39

PGR:

5.09

Martin Ratio

AFL:

7.61

PGR:

18.11

Ulcer Index

AFL:

3.94%

PGR:

3.05%

Daily Std Dev

AFL:

20.63%

PGR:

20.65%

Max Drawdown

AFL:

-82.71%

PGR:

-71.05%

Current Drawdown

AFL:

-10.50%

PGR:

-10.75%

Fundamentals

Market Cap

AFL:

$57.08B

PGR:

$145.01B

EPS

AFL:

$6.73

PGR:

$13.76

PE Ratio

AFL:

15.27

PGR:

17.99

PEG Ratio

AFL:

0.93

PGR:

1.00

Total Revenue (TTM)

AFL:

$17.30B

PGR:

$71.60B

Gross Profit (TTM)

AFL:

$17.30B

PGR:

$71.59B

EBITDA (TTM)

AFL:

$382.00M

PGR:

$10.67B

Returns By Period

In the year-to-date period, AFL achieves a 27.16% return, which is significantly lower than PGR's 51.62% return. Over the past 10 years, AFL has underperformed PGR with an annualized return of 15.48%, while PGR has yielded a comparatively higher 27.65% annualized return.


AFL

YTD

27.16%

1M

-6.85%

6M

15.59%

1Y

29.18%

5Y*

16.93%

10Y*

15.48%

PGR

YTD

51.62%

1M

-6.63%

6M

14.81%

1Y

54.33%

5Y*

30.28%

10Y*

27.65%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AFL vs. PGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL) and The Progressive Corporation (PGR). 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 1.45, compared to the broader market-4.00-2.000.002.001.452.68
The chart of Sortino ratio for AFL, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.001.833.73
The chart of Omega ratio for AFL, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.47
The chart of Calmar ratio for AFL, currently valued at 2.39, compared to the broader market0.002.004.006.002.395.09
The chart of Martin ratio for AFL, currently valued at 7.61, compared to the broader market-5.000.005.0010.0015.0020.0025.007.6118.11
AFL
PGR

The current AFL Sharpe Ratio is 1.45, which is lower than the PGR Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of AFL and PGR, 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
1.45
2.68
AFL
PGR

Dividends

AFL vs. PGR - Dividend Comparison

AFL's dividend yield for the trailing twelve months is around 1.95%, more than PGR's 0.48% yield.


TTM20232022202120202019201820172016201520142013
AFL
Aflac Incorporated
1.95%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%
PGR
The Progressive Corporation
0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%

Drawdowns

AFL vs. PGR - Drawdown Comparison

The maximum AFL drawdown since its inception was -82.71%, which is greater than PGR's maximum drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for AFL and PGR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.50%
-10.75%
AFL
PGR

Volatility

AFL vs. PGR - Volatility Comparison

The current volatility for Aflac Incorporated (AFL) is 6.48%, while The Progressive Corporation (PGR) has a volatility of 7.30%. This indicates that AFL experiences smaller price fluctuations and is considered to be less risky than PGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.48%
7.30%
AFL
PGR

Financials

AFL vs. PGR - Financials Comparison

This section allows you to compare key financial metrics between Aflac Incorporated and The Progressive 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab