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MFC vs. AFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MFC and AFG is 0.44, 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.


-0.50.00.51.00.4

Performance

MFC vs. AFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manulife Financial Corporation (MFC) and American Financial Group, Inc. (AFG). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,111.60%
2,099.14%
MFC
AFG

Key characteristics

Sharpe Ratio

MFC:

2.21

AFG:

1.04

Sortino Ratio

MFC:

3.29

AFG:

1.57

Omega Ratio

MFC:

1.41

AFG:

1.19

Calmar Ratio

MFC:

4.25

AFG:

1.41

Martin Ratio

MFC:

14.82

AFG:

4.50

Ulcer Index

MFC:

3.23%

AFG:

4.56%

Daily Std Dev

MFC:

21.63%

AFG:

19.71%

Max Drawdown

MFC:

-83.74%

AFG:

-62.94%

Current Drawdown

MFC:

-9.12%

AFG:

-9.69%

Fundamentals

Market Cap

MFC:

$53.84B

AFG:

$11.57B

EPS

MFC:

$1.98

AFG:

$10.67

PE Ratio

MFC:

15.52

AFG:

12.93

PEG Ratio

MFC:

1.01

AFG:

2.78

Total Revenue (TTM)

MFC:

$45.57B

AFG:

$8.22B

Gross Profit (TTM)

MFC:

$45.57B

AFG:

$8.26B

EBITDA (TTM)

MFC:

$8.77B

AFG:

$1.27B

Returns By Period

In the year-to-date period, MFC achieves a 40.99% return, which is significantly higher than AFG's 21.72% return. Over the past 10 years, MFC has underperformed AFG with an annualized return of 9.58%, while AFG has yielded a comparatively higher 16.19% annualized return.


MFC

YTD

40.99%

1M

-7.32%

6M

18.61%

1Y

43.59%

5Y*

14.57%

10Y*

9.58%

AFG

YTD

21.72%

1M

-3.58%

6M

10.85%

1Y

19.99%

5Y*

15.01%

10Y*

16.19%

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Risk-Adjusted Performance

MFC vs. AFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Manulife Financial Corporation (MFC) and American Financial Group, Inc. (AFG). 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 MFC, currently valued at 2.21, compared to the broader market-4.00-2.000.002.002.211.04
The chart of Sortino ratio for MFC, currently valued at 3.29, compared to the broader market-4.00-2.000.002.004.003.291.57
The chart of Omega ratio for MFC, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.19
The chart of Calmar ratio for MFC, currently valued at 4.25, compared to the broader market0.002.004.006.004.251.41
The chart of Martin ratio for MFC, currently valued at 14.82, compared to the broader market0.0010.0020.0014.824.50
MFC
AFG

The current MFC Sharpe Ratio is 2.21, which is higher than the AFG Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of MFC and AFG, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.21
1.04
MFC
AFG

Dividends

MFC vs. AFG - Dividend Comparison

MFC's dividend yield for the trailing twelve months is around 4.29%, less than AFG's 7.00% yield.


TTM20232022202120202019201820172016201520142013
MFC
Manulife Financial Corporation
4.29%4.86%5.71%4.91%6.27%3.71%4.97%3.02%3.13%3.50%3.36%2.58%
AFG
American Financial Group, Inc.
7.00%6.81%10.42%20.43%4.39%4.51%4.92%4.41%2.44%2.82%3.15%3.13%

Drawdowns

MFC vs. AFG - Drawdown Comparison

The maximum MFC drawdown since its inception was -83.74%, which is greater than AFG's maximum drawdown of -62.94%. Use the drawdown chart below to compare losses from any high point for MFC and AFG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.12%
-9.69%
MFC
AFG

Volatility

MFC vs. AFG - Volatility Comparison

The current volatility for Manulife Financial Corporation (MFC) is 5.47%, while American Financial Group, Inc. (AFG) has a volatility of 6.18%. This indicates that MFC experiences smaller price fluctuations and is considered to be less risky than AFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.47%
6.18%
MFC
AFG

Financials

MFC vs. AFG - Financials Comparison

This section allows you to compare key financial metrics between Manulife Financial Corporation and American Financial Group, 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
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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.

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