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AFMFX vs. BNB-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.2

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
1.83%
22.10%
AFMFX
BNB-USD

Key characteristics

Sharpe Ratio

AFMFX:

1.11

BNB-USD:

0.73

Sortino Ratio

AFMFX:

1.43

BNB-USD:

1.35

Omega Ratio

AFMFX:

1.22

BNB-USD:

1.13

Calmar Ratio

AFMFX:

1.21

BNB-USD:

0.40

Martin Ratio

AFMFX:

6.42

BNB-USD:

2.25

Ulcer Index

AFMFX:

1.82%

BNB-USD:

17.20%

Daily Std Dev

AFMFX:

10.60%

BNB-USD:

49.86%

Max Drawdown

AFMFX:

-29.79%

BNB-USD:

-80.10%

Current Drawdown

AFMFX:

-8.37%

BNB-USD:

-7.63%

Returns By Period

In the year-to-date period, AFMFX achieves a 10.48% return, which is significantly lower than BNB-USD's 121.81% return.


AFMFX

YTD

10.48%

1M

-7.41%

6M

1.83%

1Y

11.25%

5Y*

8.94%

10Y*

N/A

BNB-USD

YTD

121.81%

1M

6.42%

6M

22.10%

1Y

161.79%

5Y*

120.90%

10Y*

N/A

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for AFMFX, currently valued at 0.94, compared to the broader market-1.000.001.002.003.004.000.940.73
The chart of Sortino ratio for AFMFX, currently valued at 1.21, compared to the broader market-2.000.002.004.006.008.0010.001.211.35
The chart of Omega ratio for AFMFX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.13
The chart of Calmar ratio for AFMFX, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.000.240.40
The chart of Martin ratio for AFMFX, currently valued at 5.94, compared to the broader market0.0020.0040.0060.005.942.25
AFMFX
BNB-USD

The current AFMFX Sharpe Ratio is 1.11, which is higher than the BNB-USD Sharpe Ratio of 0.73. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
0.94
0.73
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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.37%
-7.63%
AFMFX
BNB-USD

Volatility

AFMFX vs. BNB-USD - Volatility Comparison

The current volatility for American Funds American Mutual Fund Class F-3 (AFMFX) is 6.14%, while Binance Coin (BNB-USD) has a volatility of 21.08%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.14%
21.08%
AFMFX
BNB-USD
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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.

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