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CFNB vs. AJG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CFNB vs. AJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in California First Leasing Corporation (CFNB) and Arthur J. Gallagher & Co. (AJG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CFNB achieves a 5,984.23% return, which is significantly higher than AJG's -16.09% return. Over the past 10 years, CFNB has outperformed AJG with an annualized return of 64.85%, while AJG has yielded a comparatively lower 18.78% annualized return.


CFNB

1D
0.00%
1M
5,366.99%
YTD
5,984.23%
6M
7,280.43%
1Y
9,026.34%
3Y*
394.30%
5Y*
149.77%
10Y*
64.85%

AJG

1D
3.20%
1M
5.74%
YTD
-16.09%
6M
-16.06%
1Y
-32.68%
3Y*
1.48%
5Y*
10.13%
10Y*
18.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CFNB vs. AJG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFNB
California First Leasing Corporation
5,984.23%18.72%43.24%3.72%-11.51%24.31%-5.78%21.39%-3.14%-0.52%
AJG
Arthur J. Gallagher & Co.
-16.09%-8.03%27.34%20.51%12.44%39.02%32.12%31.79%19.19%25.04%

Correlation

The correlation between CFNB and AJG is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 9, 1987

0.07

The correlation between CFNB and AJG shifts across timeframes, from -0.06 (3 years) to 0.07 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

CFNB:

$7.82M

AJG:

$13.94B

Gross Profit (TTM)

CFNB:

$7.72M

AJG:

$7.63B

EBITDA (TTM)

CFNB:

$5.33M

AJG:

$3.66B

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Return for Risk

CFNB vs. AJG — Risk / Return Rank

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

CFNB
CFNB Risk / Return Rank: 9797
Overall Rank
CFNB Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CFNB Sortino Ratio Rank: 100100
Sortino Ratio Rank
CFNB Omega Ratio Rank: 100100
Omega Ratio Rank
CFNB Calmar Ratio Rank: 100100
Calmar Ratio Rank
CFNB Martin Ratio Rank: 100100
Martin Ratio Rank

AJG
AJG Risk / Return Rank: 77
Overall Rank
AJG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 55
Sortino Ratio Rank
AJG Omega Ratio Rank: 66
Omega Ratio Rank
AJG Calmar Ratio Rank: 1111
Calmar Ratio Rank
AJG Martin Ratio Rank: 1010
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.

CFNB vs. AJG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for California First Leasing Corporation (CFNB) and Arthur J. Gallagher & Co. (AJG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CFNBAJGDifference
Sharpe ratioReturn per unit of total volatility

+3.05

Sortino ratioReturn per unit of downside risk

+456.09

Omega ratioGain probability vs. loss probability

88.83

0.80

+88.03

Calmar ratioReturn relative to maximum drawdown

679.25

-0.81

+680.06

Martin ratioReturn relative to average drawdown

2,025.67

-1.34

+2,027.01

CFNB vs. AJG - Sharpe Ratio Comparison

The current CFNB Sharpe Ratio is 1.88, which is higher than the AJG Sharpe Ratio of -1.17. The chart below compares the historical Sharpe Ratios of CFNB and AJG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CFNB vs. AJG - Drawdown Comparison

The maximum CFNB drawdown since its inception was -75.57%, which is greater than AJG's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for CFNB and AJG.


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Drawdown Indicators


CFNBAJGDifference

Max Drawdown

Largest peak-to-trough decline

-75.57%

-57.49%

-18.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-40.64%

+27.11%

Max Drawdown (3Y)

Largest decline over 3 years

-23.92%

-44.40%

+20.48%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

-44.40%

+20.48%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

-44.40%

+13.31%

Current Drawdown

Current decline from peak

0.00%

-37.31%

+37.31%

Average Drawdown

Average peak-to-trough decline

-22.09%

-12.85%

-9.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

24.42%

-19.89%

Volatility

CFNB vs. AJG - Volatility Comparison

California First Leasing Corporation (CFNB) has a higher volatility of 390.71% compared to Arthur J. Gallagher & Co. (AJG) at 8.17%. This indicates that CFNB's price experiences larger fluctuations and is considered to be riskier than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFNBAJGDifference

Volatility (1M)

Calculated over the trailing 1-month period

390.71%

8.17%

+382.54%

Volatility (6M)

Calculated over the trailing 6-month period

391.47%

22.38%

+369.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4,909.56%

28.02%

+4,881.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2,196.62%

23.03%

+2,173.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,554.25%

23.07%

+1,531.18%

Dividends

CFNB vs. AJG - Dividend Comparison

CFNB has not paid dividends to shareholders, while AJG's dividend yield for the trailing twelve months is around 1.25%.


PositionTTM20252024202320222021202020192018201720162015
AJG
Arthur J. Gallagher & Co.
1.25%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
CFNB
California First Leasing Corporation
0.00%0.00%1.70%0.00%0.00%3.07%3.56%3.12%3.53%3.18%2.94%3.33%

Financials

CFNB vs. AJG - Financials Comparison

This section allows you to compare key financial metrics between California First Leasing Corporation and Arthur J. Gallagher & Co.. 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


0.001.00B2.00B3.00B4.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
-11.54M
3.63B
(CFNB) Total Revenue
(AJG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CFNB and AJG have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CFNB has higher volatility (390.71%) compared to AJG (8.17%). In terms of maximum drawdown, CFNB dropped -75.57% vs AJG's -57.49%.

CFNB currently has the higher Sharpe Ratio (1.88 vs -1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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