CNF vs. AFL
CNF (CNFinance Holdings Limited) and AFL (Aflac Incorporated) are both stocks. Both are in the Financial Services sector — CNF in Mortgage Finance, AFL in Insurance - Life. Over the past 5 years, CNF returned -37.56%/yr vs 17.42%/yr for AFL. At a 0.06 correlation, their price movements are largely independent.
Performance
CNF vs. AFL - Performance Comparison
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Returns By Period
In the year-to-date period, CNF achieves a -50.58% return, which is significantly lower than AFL's 4.93% return.
CNF
- 1D
- -5.38%
- 1M
- 4.91%
- YTD
- -50.58%
- 6M
- -47.36%
- 1Y
- -27.09%
- 3Y*
- -53.64%
- 5Y*
- -37.56%
- 10Y*
- —
AFL
- 1D
- 0.77%
- 1M
- 1.56%
- YTD
- 4.93%
- 6M
- 6.11%
- 1Y
- 12.37%
- 3Y*
- 22.39%
- 5Y*
- 17.42%
- 10Y*
- 15.37%
CNF vs. AFL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CNF CNFinance Holdings Limited | -50.58% | -36.32% | -57.21% | 29.82% | -58.09% | -3.09% | 5.25% | -27.40% | -27.02% |
AFL Aflac Incorporated | 4.93% | 8.94% | 28.08% | 17.36% | 26.41% | 34.55% | -13.60% | 18.55% | 3.27% |
Correlation
The correlation between CNF and AFL is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2018 | 0.06 |
Fundamentals
CNF:
-$150.19
AFL:
$8.76
CNF:
0.00
AFL:
3.33
CNF:
$359.92M
AFL:
$18.22B
CNF:
$359.92M
AFL:
$8.70B
CNF:
$0.00
AFL:
$6.67B
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Return for Risk
CNF vs. AFL — Risk / Return Rank
CNF
AFL
CNF vs. AFL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CNFinance Holdings Limited (CNF) 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.
| CNF | AFL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.13 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.36 | -1.75 |
| Martin ratioReturn relative to average drawdown | -0.65 | 3.39 | -4.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CNF | AFL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 0.74 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 0.84 | -1.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.41 | 0.48 | -0.89 |
Drawdowns
CNF vs. AFL - Drawdown Comparison
The maximum CNF drawdown since its inception was -96.82%, which is greater than AFL's maximum drawdown of -82.71%. Use the drawdown chart below to compare losses from any high point for CNF and AFL.
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Drawdown Indicators
| CNF | AFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.82% | -82.71% | -14.11% |
Max Drawdown (1Y)Largest decline over 1 year | -70.73% | -9.11% | -61.62% |
Max Drawdown (3Y)Largest decline over 3 years | -93.98% | -13.56% | -80.42% |
Max Drawdown (5Y)Largest decline over 5 years | -95.93% | -19.86% | -76.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.89% | — |
Current DrawdownCurrent decline from peak | -96.04% | -3.01% | -93.03% |
Average DrawdownAverage peak-to-trough decline | -61.68% | -11.66% | -50.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.04% | 3.67% | +38.37% |
Volatility
CNF vs. AFL - Volatility Comparison
CNFinance Holdings Limited (CNF) has a higher volatility of 25.28% compared to Aflac Incorporated (AFL) at 4.67%. This indicates that CNF's price experiences larger fluctuations and is considered to be riskier than AFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNF | AFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.28% | 4.67% | +20.61% |
Volatility (6M)Calculated over the trailing 6-month period | 63.07% | 11.69% | +51.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 140.34% | 16.77% | +123.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.94% | 20.88% | +74.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 85.34% | 25.74% | +59.60% |
Dividends
CNF vs. AFL - Dividend Comparison
CNF has not paid dividends to shareholders, while AFL's dividend yield for the trailing twelve months is around 2.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFL Aflac Incorporated | 2.08% | 2.10% | 1.93% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% |
CNF CNFinance Holdings Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CNF vs. AFL - Financials Comparison
This section allows you to compare key financial metrics between CNFinance Holdings Limited 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CNF and AFL have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CNF has higher volatility (25.28%) compared to AFL (4.67%). In terms of maximum drawdown, CNF dropped -96.82% vs AFL's -82.71%.
AFL currently has the higher Sharpe Ratio (0.74 vs -0.19), 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.
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