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

Correlation

The correlation between AOS and AFL is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

AOS vs. AFL - Performance Comparison

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

20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%NovemberDecember2025FebruaryMarchApril
20,822.78%
71,987.19%
AOS
AFL

Key characteristics

Sharpe Ratio

AOS:

-0.92

AFL:

1.53

Sortino Ratio

AOS:

-1.19

AFL:

2.00

Omega Ratio

AOS:

0.85

AFL:

1.31

Calmar Ratio

AOS:

-0.69

AFL:

2.66

Martin Ratio

AOS:

-1.29

AFL:

6.29

Ulcer Index

AOS:

18.22%

AFL:

5.31%

Daily Std Dev

AOS:

25.66%

AFL:

21.90%

Max Drawdown

AOS:

-66.53%

AFL:

-82.71%

Current Drawdown

AOS:

-28.06%

AFL:

-4.35%

Fundamentals

Market Cap

AOS:

$9.18B

AFL:

$59.57B

EPS

AOS:

$3.62

AFL:

$9.63

PE Ratio

AOS:

17.63

AFL:

11.33

PEG Ratio

AOS:

1.63

AFL:

0.93

PS Ratio

AOS:

2.40

AFL:

3.15

PB Ratio

AOS:

4.87

AFL:

2.27

Total Revenue (TTM)

AOS:

$2.84B

AFL:

$13.69B

Gross Profit (TTM)

AOS:

$1.07B

AFL:

$13.69B

EBITDA (TTM)

AOS:

$573.20M

AFL:

$4.25B

Returns By Period

In the year-to-date period, AOS achieves a -3.78% return, which is significantly lower than AFL's 6.10% return. Over the past 10 years, AOS has underperformed AFL with an annualized return of 8.83%, while AFL has yielded a comparatively higher 15.80% annualized return.


AOS

YTD

-3.78%

1M

-2.14%

6M

-14.76%

1Y

-23.64%

5Y*

12.22%

10Y*

8.83%

AFL

YTD

6.10%

1M

-0.54%

6M

-1.57%

1Y

32.19%

5Y*

27.82%

10Y*

15.80%

*Annualized

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Risk-Adjusted Performance

AOS vs. AFL — Risk-Adjusted Performance Rank

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

AOS
The Risk-Adjusted Performance Rank of AOS is 1111
Overall Rank
The Sharpe Ratio Rank of AOS is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of AOS is 1010
Sortino Ratio Rank
The Omega Ratio Rank of AOS is 1111
Omega Ratio Rank
The Calmar Ratio Rank of AOS is 1010
Calmar Ratio Rank
The Martin Ratio Rank of AOS is 1616
Martin Ratio Rank

AFL
The Risk-Adjusted Performance Rank of AFL is 9191
Overall Rank
The Sharpe Ratio Rank of AFL is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AFL is 8686
Sortino Ratio Rank
The Omega Ratio Rank of AFL is 8888
Omega Ratio Rank
The Calmar Ratio Rank of AFL is 9696
Calmar Ratio Rank
The Martin Ratio Rank of AFL is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AOS vs. AFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for A. O. Smith Corporation (AOS) and Aflac Incorporated (AFL). 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.


The chart of Sharpe ratio for AOS, currently valued at -0.92, compared to the broader market-2.00-1.000.001.002.003.00
AOS: -0.92
AFL: 1.53
The chart of Sortino ratio for AOS, currently valued at -1.19, compared to the broader market-6.00-4.00-2.000.002.004.00
AOS: -1.19
AFL: 2.00
The chart of Omega ratio for AOS, currently valued at 0.85, compared to the broader market0.501.001.502.00
AOS: 0.85
AFL: 1.31
The chart of Calmar ratio for AOS, currently valued at -0.69, compared to the broader market0.001.002.003.004.005.00
AOS: -0.69
AFL: 2.66
The chart of Martin ratio for AOS, currently valued at -1.29, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AOS: -1.29
AFL: 6.29

The current AOS Sharpe Ratio is -0.92, which is lower than the AFL Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of AOS and AFL, 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 Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.92
1.53
AOS
AFL

Dividends

AOS vs. AFL - Dividend Comparison

AOS's dividend yield for the trailing twelve months is around 2.02%, more than AFL's 1.91% yield.


TTM20242023202220212020201920182017201620152014
AOS
A. O. Smith Corporation
2.02%1.91%1.84%1.99%1.23%1.79%1.89%1.78%0.91%1.01%0.99%1.06%
AFL
Aflac Incorporated
1.91%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%

Drawdowns

AOS vs. AFL - Drawdown Comparison

The maximum AOS drawdown since its inception was -66.53%, smaller than the maximum AFL drawdown of -82.71%. Use the drawdown chart below to compare losses from any high point for AOS and AFL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.06%
-4.35%
AOS
AFL

Volatility

AOS vs. AFL - Volatility Comparison

The current volatility for A. O. Smith Corporation (AOS) is 10.06%, while Aflac Incorporated (AFL) has a volatility of 12.31%. This indicates that AOS experiences smaller price fluctuations and is considered to be less risky than AFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.06%
12.31%
AOS
AFL

Financials

AOS vs. AFL - Financials Comparison

This section allows you to compare key financial metrics between A. O. Smith Corporation and Aflac Incorporated. 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