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

Key characteristics


AOSAFL
YTD Return4.00%-1.89%
1Y Return29.12%23.70%
3Y Return (Ann)9.86%17.45%
5Y Return (Ann)10.77%13.23%
10Y Return (Ann)15.73%12.53%
Sharpe Ratio1.381.20
Daily Std Dev21.73%20.25%
Max Drawdown-66.53%-82.71%
Current Drawdown-4.98%-6.32%

Fundamentals


AOSAFL
Market Cap$13.16B$49.40B
EPS$3.69$7.78
PE Ratio24.2411.04
PEG Ratio2.210.93
Revenue (TTM)$3.85B$18.70B
Gross Profit (TTM)$1.33B$8.08B
EBITDA (TTM)$819.20M$5.50B

Correlation

-0.50.00.51.00.3

The correlation between AOS and AFL is 0.29, 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

AOS vs. AFL - Performance Comparison

In the year-to-date period, AOS achieves a 4.00% return, which is significantly higher than AFL's -1.89% return. Over the past 10 years, AOS has outperformed AFL with an annualized return of 15.73%, while AFL has yielded a comparatively lower 12.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
19.93%
-0.05%
AOS
AFL

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A. O. Smith Corporation

Aflac Incorporated

Risk-Adjusted Performance

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.


AOS
Sharpe ratio
The chart of Sharpe ratio for AOS, currently valued at 1.38, compared to the broader market-2.00-1.000.001.002.003.001.38
Sortino ratio
The chart of Sortino ratio for AOS, currently valued at 2.04, compared to the broader market-4.00-2.000.002.004.006.002.04
Omega ratio
The chart of Omega ratio for AOS, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for AOS, currently valued at 1.28, compared to the broader market0.001.002.003.004.005.001.28
Martin ratio
The chart of Martin ratio for AOS, currently valued at 5.55, compared to the broader market-10.000.0010.0020.0030.005.56
AFL
Sharpe ratio
The chart of Sharpe ratio for AFL, currently valued at 1.20, compared to the broader market-2.00-1.000.001.002.003.001.20
Sortino ratio
The chart of Sortino ratio for AFL, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.006.001.63
Omega ratio
The chart of Omega ratio for AFL, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for AFL, currently valued at 2.04, compared to the broader market0.001.002.003.004.005.002.04
Martin ratio
The chart of Martin ratio for AFL, currently valued at 6.72, compared to the broader market-10.000.0010.0020.0030.006.72

AOS vs. AFL - Sharpe Ratio Comparison

The current AOS Sharpe Ratio is 1.38, which roughly equals the AFL Sharpe Ratio of 1.20. The chart below compares the 12-month rolling Sharpe Ratio of AOS and AFL.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.38
1.20
AOS
AFL

Dividends

AOS vs. AFL - Dividend Comparison

AOS's dividend yield for the trailing twelve months is around 1.80%, less than AFL's 2.19% yield.


TTM20232022202120202019201820172016201520142013
AOS
A. O. Smith Corporation
1.80%1.84%1.99%1.23%1.79%1.89%1.78%0.91%1.01%0.99%1.06%0.85%
AFL
Aflac Incorporated
2.19%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.98%
-6.32%
AOS
AFL

Volatility

AOS vs. AFL - Volatility Comparison

The current volatility for A. O. Smith Corporation (AOS) is 4.95%, while Aflac Incorporated (AFL) has a volatility of 5.40%. 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%NovemberDecember2024FebruaryMarchApril
4.95%
5.40%
AOS
AFL