PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GL vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GL and AAPL is 0.23, 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.


-0.50.00.51.00.2

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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
33.52%
2.05%
GL
AAPL

Key characteristics

Sharpe Ratio

GL:

-0.02

AAPL:

1.08

Sortino Ratio

GL:

0.50

AAPL:

1.64

Omega Ratio

GL:

1.15

AAPL:

1.21

Calmar Ratio

GL:

-0.02

AAPL:

1.50

Martin Ratio

GL:

-0.06

AAPL:

3.84

Ulcer Index

GL:

24.02%

AAPL:

6.49%

Daily Std Dev

GL:

65.20%

AAPL:

22.99%

Max Drawdown

GL:

-75.34%

AAPL:

-81.80%

Current Drawdown

GL:

-7.82%

AAPL:

-11.88%

Fundamentals

Market Cap

GL:

$9.75B

AAPL:

$3.58T

EPS

GL:

$12.02

AAPL:

$6.09

PE Ratio

GL:

9.67

AAPL:

39.06

Total Revenue (TTM)

GL:

$4.31B

AAPL:

$271.46B

Gross Profit (TTM)

GL:

$4.01B

AAPL:

$125.83B

EBITDA (TTM)

GL:

$348.32M

AAPL:

$91.44B

Returns By Period

In the year-to-date period, GL achieves a 5.36% return, which is significantly higher than AAPL's -8.85% return. Over the past 10 years, GL has underperformed AAPL with an annualized return of 9.45%, while AAPL has yielded a comparatively higher 25.53% annualized return.


GL

YTD

5.36%

1M

11.07%

6M

33.52%

1Y

-1.35%

5Y*

3.24%

10Y*

9.45%

AAPL

YTD

-8.85%

1M

-9.95%

6M

2.05%

1Y

25.56%

5Y*

24.28%

10Y*

25.53%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 4949
Overall Rank
The Sharpe Ratio Rank of GL is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of GL is 4747
Sortino Ratio Rank
The Omega Ratio Rank of GL is 6363
Omega Ratio Rank
The Calmar Ratio Rank of GL is 4545
Calmar Ratio Rank
The Martin Ratio Rank of GL is 4545
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7979
Overall Rank
The Sharpe Ratio Rank of AAPL is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7474
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 7878
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.


Sharpe ratio
The chart of Sharpe ratio for GL, currently valued at -0.02, compared to the broader market-2.000.002.00-0.021.08
The chart of Sortino ratio for GL, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.000.501.64
The chart of Omega ratio for GL, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.21
The chart of Calmar ratio for GL, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.021.50
The chart of Martin ratio for GL, currently valued at -0.06, compared to the broader market-10.000.0010.0020.0030.00-0.063.84
GL
AAPL

The current GL Sharpe Ratio is -0.02, which is lower than the AAPL Sharpe Ratio of 1.08. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.02
1.08
GL
AAPL

Dividends

GL vs. AAPL - Dividend Comparison

GL's dividend yield for the trailing twelve months is around 0.82%, more than AAPL's 0.43% yield.


TTM20242023202220212020201920182017201620152014
GL
Globe Life Inc.
0.82%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
0.43%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%AugustSeptemberOctoberNovemberDecember2025
-7.82%
-11.88%
GL
AAPL

Volatility

GL vs. AAPL - Volatility Comparison

The current volatility for Globe Life Inc. (GL) is 5.59%, while Apple Inc (AAPL) has a volatility of 7.26%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.59%
7.26%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab