PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AFMFX vs. BNB-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


AFMFXBNB-USD
YTD Return3.36%79.41%
1Y Return12.28%71.83%
3Y Return (Ann)6.61%-6.04%
5Y Return (Ann)9.50%89.59%
Sharpe Ratio1.285.14
Daily Std Dev8.95%43.87%
Max Drawdown-29.79%-80.10%
Current Drawdown-3.55%-17.04%

Correlation

-0.50.00.51.00.2

The correlation between AFMFX and BNB-USD is 0.16, 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

AFMFX vs. BNB-USD - Performance Comparison

In the year-to-date period, AFMFX achieves a 3.36% return, which is significantly lower than BNB-USD's 79.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%December2024FebruaryMarchAprilMay
78.11%
28,056.28%
AFMFX
BNB-USD

Compare stocks, funds, or ETFs

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


American Funds American Mutual Fund Class F-3

Binance Coin

Risk-Adjusted Performance

AFMFX vs. BNB-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds American Mutual Fund Class F-3 (AFMFX) and Binance Coin (BNB-USD). 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.


AFMFX
Sharpe ratio
The chart of Sharpe ratio for AFMFX, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.001.76
Sortino ratio
The chart of Sortino ratio for AFMFX, currently valued at 2.54, compared to the broader market-2.000.002.004.006.008.0010.002.54
Omega ratio
The chart of Omega ratio for AFMFX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for AFMFX, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.000.45
Martin ratio
The chart of Martin ratio for AFMFX, currently valued at 6.97, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.97
BNB-USD
Sharpe ratio
The chart of Sharpe ratio for BNB-USD, currently valued at 5.14, compared to the broader market-1.000.001.002.003.004.005.14
Sortino ratio
The chart of Sortino ratio for BNB-USD, currently valued at 4.76, compared to the broader market-2.000.002.004.006.008.0010.004.76
Omega ratio
The chart of Omega ratio for BNB-USD, currently valued at 1.54, compared to the broader market0.501.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for BNB-USD, currently valued at 2.74, compared to the broader market0.002.004.006.008.0010.0012.002.74
Martin ratio
The chart of Martin ratio for BNB-USD, currently valued at 46.23, compared to the broader market0.0010.0020.0030.0040.0050.0060.0046.23

AFMFX vs. BNB-USD - Sharpe Ratio Comparison

The current AFMFX Sharpe Ratio is 1.28, which is lower than the BNB-USD Sharpe Ratio of 5.14. The chart below compares the 12-month rolling Sharpe Ratio of AFMFX and BNB-USD.


Rolling 12-month Sharpe Ratio-2.000.002.004.006.00December2024FebruaryMarchAprilMay
1.76
5.14
AFMFX
BNB-USD

Drawdowns

AFMFX vs. BNB-USD - Drawdown Comparison

The maximum AFMFX drawdown since its inception was -29.79%, smaller than the maximum BNB-USD drawdown of -80.10%. Use the drawdown chart below to compare losses from any high point for AFMFX and BNB-USD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-3.55%
-17.04%
AFMFX
BNB-USD

Volatility

AFMFX vs. BNB-USD - Volatility Comparison

The current volatility for American Funds American Mutual Fund Class F-3 (AFMFX) is 2.92%, while Binance Coin (BNB-USD) has a volatility of 14.06%. This indicates that AFMFX experiences smaller price fluctuations and is considered to be less risky than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
2.92%
14.06%
AFMFX
BNB-USD