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GL vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GL and AAPL is 0.51, 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: 0.5

Performance

GL vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Globe Life Inc. (GL) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%NovemberDecember2025FebruaryMarchApril
8,478.80%
69,799.80%
GL
AAPL

Key characteristics

Sharpe Ratio

GL:

2.14

AAPL:

0.80

Sortino Ratio

GL:

2.71

AAPL:

1.30

Omega Ratio

GL:

1.37

AAPL:

1.19

Calmar Ratio

GL:

1.56

AAPL:

0.78

Martin Ratio

GL:

13.88

AAPL:

2.94

Ulcer Index

GL:

4.60%

AAPL:

8.85%

Daily Std Dev

GL:

29.67%

AAPL:

32.69%

Max Drawdown

GL:

-75.34%

AAPL:

-81.80%

Current Drawdown

GL:

-7.42%

AAPL:

-19.11%

Fundamentals

Market Cap

GL:

$10.32B

AAPL:

$3.13T

EPS

GL:

$11.94

AAPL:

$6.30

PE Ratio

GL:

10.38

AAPL:

33.07

PS Ratio

GL:

1.79

AAPL:

7.91

PB Ratio

GL:

1.93

AAPL:

46.04

Total Revenue (TTM)

GL:

$4.36B

AAPL:

$305.01B

Gross Profit (TTM)

GL:

$4.16B

AAPL:

$141.83B

EBITDA (TTM)

GL:

$376.94M

AAPL:

$106.62B

Returns By Period

In the year-to-date period, GL achieves a 10.72% return, which is significantly higher than AAPL's -16.34% return. Over the past 10 years, GL has underperformed AAPL with an annualized return of 9.07%, while AAPL has yielded a comparatively higher 21.84% annualized return.


GL

YTD

10.72%

1M

-5.61%

6M

17.43%

1Y

64.31%

5Y*

11.05%

10Y*

9.07%

AAPL

YTD

-16.34%

1M

-5.53%

6M

-9.36%

1Y

23.77%

5Y*

25.03%

10Y*

21.84%

*Annualized

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Risk-Adjusted Performance

GL vs. AAPL — Risk-Adjusted Performance Rank

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

GL
The Risk-Adjusted Performance Rank of GL is 9494
Overall Rank
The Sharpe Ratio Rank of GL is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of GL is 9393
Sortino Ratio Rank
The Omega Ratio Rank of GL is 9292
Omega Ratio Rank
The Calmar Ratio Rank of GL is 9191
Calmar Ratio Rank
The Martin Ratio Rank of GL is 9797
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7777
Overall Rank
The Sharpe Ratio Rank of AAPL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8080
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 7979
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.

GL vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Globe Life Inc. (GL) and Apple Inc (AAPL). 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 GL, currently valued at 2.14, compared to the broader market-2.00-1.000.001.002.003.00
GL: 2.14
AAPL: 0.80
The chart of Sortino ratio for GL, currently valued at 2.71, compared to the broader market-6.00-4.00-2.000.002.004.00
GL: 2.71
AAPL: 1.30
The chart of Omega ratio for GL, currently valued at 1.37, compared to the broader market0.501.001.502.00
GL: 1.37
AAPL: 1.19
The chart of Calmar ratio for GL, currently valued at 1.56, compared to the broader market0.001.002.003.004.005.00
GL: 1.56
AAPL: 0.78
The chart of Martin ratio for GL, currently valued at 13.88, compared to the broader market-5.000.005.0010.0015.0020.00
GL: 13.88
AAPL: 2.94

The current GL Sharpe Ratio is 2.14, which is higher than the AAPL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of GL and AAPL, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.14
0.80
GL
AAPL

Dividends

GL vs. AAPL - Dividend Comparison

GL's dividend yield for the trailing twelve months is around 0.81%, more than AAPL's 0.48% yield.


TTM20242023202220212020201920182017201620152014
GL
Globe Life Inc.
0.81%0.85%0.73%0.68%0.83%0.78%0.65%0.85%0.65%0.75%0.71%0.94%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

GL vs. AAPL - Drawdown Comparison

The maximum GL drawdown since its inception was -75.34%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for GL and AAPL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.42%
-19.11%
GL
AAPL

Volatility

GL vs. AAPL - Volatility Comparison

The current volatility for Globe Life Inc. (GL) is 14.70%, while Apple Inc (AAPL) has a volatility of 22.62%. This indicates that GL experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.70%
22.62%
GL
AAPL

Financials

GL vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Globe Life Inc. and Apple 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