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

Key characteristics


MFCAFG
YTD Return6.65%11.81%
1Y Return25.50%12.54%
3Y Return (Ann)7.72%16.20%
5Y Return (Ann)10.14%15.50%
10Y Return (Ann)6.47%15.82%
Sharpe Ratio1.160.53
Daily Std Dev20.91%20.59%
Max Drawdown-83.73%-76.72%
Current Drawdown-5.68%-5.37%

Fundamentals


MFCAFG
Market Cap$42.40B$10.68B
EPS$1.90$10.05
PE Ratio12.3512.67
PEG Ratio1.032.78
Revenue (TTM)$27.25B$7.45B
Gross Profit (TTM)$17.65B$1.46B
EBITDA (TTM)$8.36B$1.28B

Correlation

-0.50.00.51.00.4

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.

Performance

MFC vs. AFG - Performance Comparison

In the year-to-date period, MFC achieves a 6.65% return, which is significantly lower than AFG's 11.81% return. Over the past 10 years, MFC has underperformed AFG with an annualized return of 6.47%, while AFG has yielded a comparatively higher 15.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%December2024FebruaryMarchAprilMay
788.36%
1,920.18%
MFC
AFG

Compare stocks, funds, or ETFs

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


Manulife Financial Corporation

American Financial Group, Inc.

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.


MFC
Sharpe ratio
The chart of Sharpe ratio for MFC, currently valued at 1.16, compared to the broader market-2.00-1.000.001.002.003.001.16
Sortino ratio
The chart of Sortino ratio for MFC, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.006.001.90
Omega ratio
The chart of Omega ratio for MFC, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for MFC, currently valued at 0.79, compared to the broader market0.002.004.006.000.79
Martin ratio
The chart of Martin ratio for MFC, currently valued at 4.93, compared to the broader market-10.000.0010.0020.0030.004.93
AFG
Sharpe ratio
The chart of Sharpe ratio for AFG, currently valued at 0.53, compared to the broader market-2.00-1.000.001.002.003.000.53
Sortino ratio
The chart of Sortino ratio for AFG, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.006.000.81
Omega ratio
The chart of Omega ratio for AFG, currently valued at 1.11, compared to the broader market0.501.001.501.11
Calmar ratio
The chart of Calmar ratio for AFG, currently valued at 0.45, compared to the broader market0.002.004.006.000.45
Martin ratio
The chart of Martin ratio for AFG, currently valued at 1.89, compared to the broader market-10.000.0010.0020.0030.001.89

MFC vs. AFG - Sharpe Ratio Comparison

The current MFC Sharpe Ratio is 1.16, which is higher than the AFG Sharpe Ratio of 0.53. The chart below compares the 12-month rolling Sharpe Ratio of MFC and AFG.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2024FebruaryMarchAprilMay
1.16
0.53
MFC
AFG

Dividends

MFC vs. AFG - Dividend Comparison

MFC's dividend yield for the trailing twelve months is around 5.12%, less than AFG's 5.25% yield.


TTM20232022202120202019201820172016201520142013
MFC
Manulife Financial Corporation
5.12%4.87%5.68%4.90%6.26%3.71%4.97%3.01%3.13%3.48%2.71%2.57%
AFG
American Financial Group, Inc.
5.25%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 -83.73%, which is greater than AFG's maximum drawdown of -76.72%. Use the drawdown chart below to compare losses from any high point for MFC and AFG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-5.68%
-5.37%
MFC
AFG

Volatility

MFC vs. AFG - Volatility Comparison

Manulife Financial Corporation (MFC) has a higher volatility of 4.98% compared to American Financial Group, Inc. (AFG) at 4.69%. This indicates that MFC's price experiences larger fluctuations and is considered to be riskier than AFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
4.98%
4.69%
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