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

Performance

AFL vs. UNM - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
29.95%
46.17%
AFL
UNM

Returns By Period

In the year-to-date period, AFL achieves a 38.35% return, which is significantly lower than UNM's 71.78% return. Over the past 10 years, AFL has outperformed UNM with an annualized return of 16.80%, while UNM has yielded a comparatively lower 11.89% annualized return.


AFL

YTD

38.35%

1M

0.07%

6M

29.95%

1Y

38.47%

5Y (annualized)

18.56%

10Y (annualized)

16.80%

UNM

YTD

71.78%

1M

19.90%

6M

46.17%

1Y

81.79%

5Y (annualized)

25.19%

10Y (annualized)

11.89%

Fundamentals


AFLUNM
Market Cap$62.07B$13.26B
EPS$6.72$9.21
PE Ratio16.637.88
PEG Ratio0.932.50
Total Revenue (TTM)$17.30B$12.79B
Gross Profit (TTM)$17.30B$12.40B
EBITDA (TTM)$382.00M$2.44B

Key characteristics


AFLUNM
Sharpe Ratio1.953.99
Sortino Ratio2.365.35
Omega Ratio1.401.74
Calmar Ratio3.544.64
Martin Ratio11.6223.81
Ulcer Index3.39%3.46%
Daily Std Dev20.22%20.62%
Max Drawdown-82.71%-89.38%
Current Drawdown-2.62%0.00%

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Correlation

-0.50.00.51.00.5

The correlation between AFL and UNM is 0.47, 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.

Risk-Adjusted Performance

AFL vs. UNM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL) and Unum Group (UNM). 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 1.95, compared to the broader market-4.00-2.000.002.004.001.953.99
The chart of Sortino ratio for AFL, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.002.365.35
The chart of Omega ratio for AFL, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.74
The chart of Calmar ratio for AFL, currently valued at 3.54, compared to the broader market0.002.004.006.003.544.64
The chart of Martin ratio for AFL, currently valued at 11.62, compared to the broader market0.0010.0020.0030.0011.6223.81
AFL
UNM

The current AFL Sharpe Ratio is 1.95, which is lower than the UNM Sharpe Ratio of 3.99. The chart below compares the historical Sharpe Ratios of AFL and UNM, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.95
3.99
AFL
UNM

Dividends

AFL vs. UNM - Dividend Comparison

AFL's dividend yield for the trailing twelve months is around 1.79%, less than UNM's 2.08% yield.


TTM20232022202120202019201820172016201520142013
AFL
Aflac Incorporated
1.79%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%
UNM
Unum Group
2.08%3.07%3.07%4.76%4.97%3.74%3.34%1.57%1.75%2.10%1.78%1.57%

Drawdowns

AFL vs. UNM - Drawdown Comparison

The maximum AFL drawdown since its inception was -82.71%, smaller than the maximum UNM drawdown of -89.38%. Use the drawdown chart below to compare losses from any high point for AFL and UNM. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.62%
0
AFL
UNM

Volatility

AFL vs. UNM - Volatility Comparison

The current volatility for Aflac Incorporated (AFL) is 7.16%, while Unum Group (UNM) has a volatility of 10.14%. This indicates that AFL experiences smaller price fluctuations and is considered to be less risky than UNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.16%
10.14%
AFL
UNM

Financials

AFL vs. UNM - Financials Comparison

This section allows you to compare key financial metrics between Aflac Incorporated and Unum Group. 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