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AFMFX vs. BNB-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

AFMFX vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds American Mutual Fund Class F-3 (AFMFX) and Binance Coin (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

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AFMFX vs. BNB-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AFMFX
American Funds American Mutual Fund Class F-3
-1.26%16.43%15.30%9.77%-4.19%23.64%5.04%21.90%-1.98%3.63%
BNB-USD
Binance Coin
-28.97%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%333.78%

Returns By Period

In the year-to-date period, AFMFX achieves a -1.26% return, which is significantly higher than BNB-USD's -28.97% return.


AFMFX

1D
1.87%
1M
-6.02%
YTD
-1.26%
6M
-0.03%
1Y
12.00%
3Y*
13.01%
5Y*
9.64%
10Y*

BNB-USD

1D
-0.55%
1M
-3.80%
YTD
-28.97%
6M
-40.26%
1Y
0.35%
3Y*
25.02%
5Y*
13.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AFMFX vs. BNB-USD — Risk / Return Rank

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

AFMFX
AFMFX Risk / Return Rank: 4545
Overall Rank
AFMFX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AFMFX Sortino Ratio Rank: 4040
Sortino Ratio Rank
AFMFX Omega Ratio Rank: 4242
Omega Ratio Rank
AFMFX Calmar Ratio Rank: 5050
Calmar Ratio Rank
AFMFX Martin Ratio Rank: 5555
Martin Ratio Rank

BNB-USD
BNB-USD Risk / Return Rank: 7979
Overall Rank
BNB-USD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8080
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 7979
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 7979
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AFMFX vs. BNB-USD - Risk-Adjusted Trends 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.


AFMFXBNB-USDDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.01

+0.87

Sortino ratio

Return per unit of downside risk

1.31

0.38

+0.93

Omega ratio

Gain probability vs. loss probability

1.19

1.04

+0.15

Calmar ratio

Return relative to maximum drawdown

1.28

-0.52

+1.81

Martin ratio

Return relative to average drawdown

5.52

-0.91

+6.43

AFMFX vs. BNB-USD - Sharpe Ratio Comparison

The current AFMFX Sharpe Ratio is 0.88, which is higher than the BNB-USD Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of AFMFX and BNB-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AFMFXBNB-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.01

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.19

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.01

-0.30

Correlation

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.


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 -79.74%. Use the drawdown chart below to compare losses from any high point for AFMFX and BNB-USD.


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Drawdown Indicators


AFMFXBNB-USDDifference

Max Drawdown

Largest peak-to-trough decline

-29.79%

-79.74%

+49.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-55.35%

+45.14%

Max Drawdown (5Y)

Largest decline over 5 years

-15.16%

-70.85%

+55.69%

Current Drawdown

Current decline from peak

-6.18%

-53.08%

+46.90%

Average Drawdown

Average peak-to-trough decline

-2.94%

-38.39%

+35.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

31.88%

-29.51%

Volatility

AFMFX vs. BNB-USD - Volatility Comparison

The current volatility for American Funds American Mutual Fund Class F-3 (AFMFX) is 4.04%, while Binance Coin (BNB-USD) has a volatility of 9.91%. 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.


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Volatility by Period


AFMFXBNB-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

9.91%

-5.87%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

43.48%

-35.92%

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

43.41%

-29.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.49%

57.54%

-45.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

80.80%

-66.23%