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MPFRY vs. AFL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MPFRY vs. AFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mapfre SA ADR (MPFRY) and Aflac Incorporated (AFL). The values are adjusted to include any dividend payments, if applicable.

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MPFRY vs. AFL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPFRY
Mapfre SA ADR
-3.97%87.16%23.10%25.29%1.27%7.26%-22.27%6.23%-2.87%19.56%
AFL
Aflac Incorporated
-0.04%8.94%28.08%17.36%26.41%34.55%-13.60%18.55%6.20%29.02%

Fundamentals

EPS

MPFRY:

$0.72

AFL:

$6.83

PE Ratio

MPFRY:

12.13

AFL:

16.06

PEG Ratio

MPFRY:

0.56

AFL:

4.16

PS Ratio

MPFRY:

0.42

AFL:

3.37

Total Revenue (TTM)

MPFRY:

$31.61B

AFL:

$17.36B

Gross Profit (TTM)

MPFRY:

$31.61B

AFL:

$6.71B

EBITDA (TTM)

MPFRY:

$0.00

AFL:

$5.53B

Returns By Period

In the year-to-date period, MPFRY achieves a -3.97% return, which is significantly lower than AFL's -0.04% return. Over the past 10 years, MPFRY has underperformed AFL with an annualized return of 14.17%, while AFL has yielded a comparatively higher 15.75% annualized return.


MPFRY

1D
0.00%
1M
-9.38%
YTD
-3.97%
6M
-8.09%
1Y
69.22%
3Y*
36.43%
5Y*
23.75%
10Y*
14.17%

AFL

1D
-0.06%
1M
-3.27%
YTD
-0.04%
6M
0.04%
1Y
-0.38%
3Y*
21.97%
5Y*
19.05%
10Y*
15.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Mapfre SA ADR

Aflac Incorporated

Return for Risk

MPFRY vs. AFL — Risk / Return Rank

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

MPFRY
MPFRY Risk / Return Rank: 8686
Overall Rank
MPFRY Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MPFRY Sortino Ratio Rank: 7979
Sortino Ratio Rank
MPFRY Omega Ratio Rank: 9595
Omega Ratio Rank
MPFRY Calmar Ratio Rank: 8686
Calmar Ratio Rank
MPFRY Martin Ratio Rank: 8888
Martin Ratio Rank

AFL
AFL Risk / Return Rank: 3737
Overall Rank
AFL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AFL Sortino Ratio Rank: 3232
Sortino Ratio Rank
AFL Omega Ratio Rank: 3131
Omega Ratio Rank
AFL Calmar Ratio Rank: 4242
Calmar Ratio Rank
AFL Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MPFRY vs. AFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mapfre SA ADR (MPFRY) 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.


MPFRYAFLDifference

Sharpe ratio

Return per unit of total volatility

1.46

-0.02

+1.48

Sortino ratio

Return per unit of downside risk

2.14

0.11

+2.02

Omega ratio

Gain probability vs. loss probability

1.53

1.02

+0.51

Calmar ratio

Return relative to maximum drawdown

3.33

0.06

+3.27

Martin ratio

Return relative to average drawdown

9.65

0.13

+9.52

MPFRY vs. AFL - Sharpe Ratio Comparison

The current MPFRY Sharpe Ratio is 1.46, which is higher than the AFL Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of MPFRY and AFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MPFRYAFLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

-0.02

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.92

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.61

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.48

-0.42

Correlation

The correlation between MPFRY and AFL is 0.02, 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.


Dividends

MPFRY vs. AFL - Dividend Comparison

MPFRY's dividend yield for the trailing twelve months is around 4.32%, more than AFL's 2.14% yield.


TTM20252024202320222021202020192018201720162015
MPFRY
Mapfre SA ADR
4.32%4.19%6.62%7.11%8.00%6.72%6.37%4.88%5.49%7.43%6.33%4.42%
AFL
Aflac Incorporated
2.14%2.10%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%

Drawdowns

MPFRY vs. AFL - Drawdown Comparison

The maximum MPFRY drawdown since its inception was -89.13%, which is greater than AFL's maximum drawdown of -82.71%. Use the drawdown chart below to compare losses from any high point for MPFRY and AFL.


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Drawdown Indicators


MPFRYAFLDifference

Max Drawdown

Largest peak-to-trough decline

-89.13%

-82.71%

-6.42%

Max Drawdown (1Y)

Largest decline over 1 year

-20.76%

-12.15%

-8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-32.07%

-19.86%

-12.21%

Max Drawdown (10Y)

Largest decline over 10 years

-57.60%

-54.89%

-2.71%

Current Drawdown

Current decline from peak

-54.01%

-6.17%

-47.84%

Average Drawdown

Average peak-to-trough decline

-61.58%

-11.70%

-49.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

5.68%

+1.49%

Volatility

MPFRY vs. AFL - Volatility Comparison

Mapfre SA ADR (MPFRY) has a higher volatility of 16.11% compared to Aflac Incorporated (AFL) at 4.26%. This indicates that MPFRY'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


MPFRYAFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.11%

4.26%

+11.85%

Volatility (6M)

Calculated over the trailing 6-month period

35.09%

11.79%

+23.30%

Volatility (1Y)

Calculated over the trailing 1-year period

47.56%

20.41%

+27.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.43%

20.86%

+24.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.84%

25.70%

+19.14%

Financials

MPFRY vs. AFL - Financials Comparison

This section allows you to compare key financial metrics between Mapfre SA ADR 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
8.14B
4.90B
(MPFRY) Total Revenue
(AFL) Total Revenue
Values in USD except per share items