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

Correlation

The correlation between AIZN and AFGB is 0.43, 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.


-0.50.00.51.00.4

Performance

AIZN vs. AFGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Assurant, Inc. 5.25% Subordinat (AIZN) and American Financial Group, Inc. (AFGB). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.11%
12.38%
AIZN
AFGB

Key characteristics

Sharpe Ratio

AIZN:

1.30

AFGB:

1.19

Sortino Ratio

AIZN:

1.81

AFGB:

1.72

Omega Ratio

AIZN:

1.24

AFGB:

1.22

Calmar Ratio

AIZN:

0.91

AFGB:

1.27

Martin Ratio

AIZN:

3.74

AFGB:

3.81

Ulcer Index

AIZN:

4.56%

AFGB:

3.62%

Daily Std Dev

AIZN:

13.15%

AFGB:

11.59%

Max Drawdown

AIZN:

-28.89%

AFGB:

-36.35%

Current Drawdown

AIZN:

-4.19%

AFGB:

-2.16%

Fundamentals

Total Revenue (TTM)

AIZN:

$11.76B

AFGB:

$8.22B

Gross Profit (TTM)

AIZN:

$11.76B

AFGB:

$8.26B

EBITDA (TTM)

AIZN:

$1.03B

AFGB:

$1.27B

Returns By Period

In the year-to-date period, AIZN achieves a 15.84% return, which is significantly higher than AFGB's 7.80% return.


AIZN

YTD

15.84%

1M

-4.19%

6M

7.18%

1Y

17.10%

5Y (annualized)

N/A

10Y (annualized)

N/A

AFGB

YTD

7.80%

1M

-0.87%

6M

7.69%

1Y

14.24%

5Y (annualized)

4.38%

10Y (annualized)

N/A

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

AIZN vs. AFGB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Assurant, Inc. 5.25% Subordinat (AIZN) and American Financial Group, Inc. (AFGB). 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 AIZN, currently valued at 1.30, compared to the broader market-4.00-2.000.002.004.001.301.19
The chart of Sortino ratio for AIZN, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.811.72
The chart of Omega ratio for AIZN, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.22
The chart of Calmar ratio for AIZN, currently valued at 0.91, compared to the broader market0.002.004.006.000.911.27
The chart of Martin ratio for AIZN, currently valued at 3.74, compared to the broader market0.0010.0020.0030.003.743.81
AIZN
AFGB

The current AIZN Sharpe Ratio is 1.30, which is comparable to the AFGB Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of AIZN and AFGB, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.30
1.19
AIZN
AFGB

Dividends

AIZN vs. AFGB - Dividend Comparison

AIZN's dividend yield for the trailing twelve months is around 5.94%, which matches AFGB's 5.94% yield.


TTM20232022202120202019
AIZN
Assurant, Inc. 5.25% Subordinat
5.94%6.58%6.50%5.62%0.00%0.00%
AFGB
American Financial Group, Inc.
5.94%6.12%6.54%5.44%5.10%2.68%

Drawdowns

AIZN vs. AFGB - Drawdown Comparison

The maximum AIZN drawdown since its inception was -28.89%, smaller than the maximum AFGB drawdown of -36.35%. Use the drawdown chart below to compare losses from any high point for AIZN and AFGB. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.19%
-2.16%
AIZN
AFGB

Volatility

AIZN vs. AFGB - Volatility Comparison

Assurant, Inc. 5.25% Subordinat (AIZN) has a higher volatility of 5.60% compared to American Financial Group, Inc. (AFGB) at 2.98%. This indicates that AIZN's price experiences larger fluctuations and is considered to be riskier than AFGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.60%
2.98%
AIZN
AFGB

Financials

AIZN vs. AFGB - Financials Comparison

This section allows you to compare key financial metrics between Assurant, Inc. 5.25% Subordinat and American Financial Group, Inc. . 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