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MPFRY vs. AFL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MPFRY and AFL is 0.07, 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.


-0.50.00.51.00.1

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.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
10.43%
-0.43%
MPFRY
AFL

Key characteristics

Sharpe Ratio

MPFRY:

1.47

AFL:

1.89

Sortino Ratio

MPFRY:

2.11

AFL:

2.48

Omega Ratio

MPFRY:

1.34

AFL:

1.36

Calmar Ratio

MPFRY:

1.89

AFL:

2.81

Martin Ratio

MPFRY:

8.97

AFL:

7.58

Ulcer Index

MPFRY:

8.15%

AFL:

4.65%

Daily Std Dev

MPFRY:

46.24%

AFL:

18.70%

Max Drawdown

MPFRY:

-48.60%

AFL:

-82.71%

Current Drawdown

MPFRY:

-2.35%

AFL:

-9.94%

Fundamentals

Market Cap

MPFRY:

$8.62B

AFL:

$56.83B

EPS

MPFRY:

$0.66

AFL:

$9.56

PE Ratio

MPFRY:

8.14

AFL:

10.81

PEG Ratio

MPFRY:

0.00

AFL:

0.93

Total Revenue (TTM)

MPFRY:

$15.71B

AFL:

$13.52B

Gross Profit (TTM)

MPFRY:

$15.71B

AFL:

$13.52B

EBITDA (TTM)

MPFRY:

-$1.80B

AFL:

$45.00M

Returns By Period

In the year-to-date period, MPFRY achieves a 6.15% return, which is significantly higher than AFL's -0.10% return.


MPFRY

YTD

6.15%

1M

5.62%

6M

10.42%

1Y

35.82%

5Y*

34.23%

10Y*

N/A

AFL

YTD

-0.10%

1M

-1.38%

6M

-0.43%

1Y

31.68%

5Y*

17.24%

10Y*

15.41%

*Annualized

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Risk-Adjusted Performance

MPFRY vs. AFL — Risk-Adjusted Performance Rank

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

MPFRY
The Risk-Adjusted Performance Rank of MPFRY is 8686
Overall Rank
The Sharpe Ratio Rank of MPFRY is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of MPFRY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of MPFRY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of MPFRY is 8989
Calmar Ratio Rank
The Martin Ratio Rank of MPFRY is 8989
Martin Ratio Rank

AFL
The Risk-Adjusted Performance Rank of AFL is 8989
Overall Rank
The Sharpe Ratio Rank of AFL is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of AFL is 8686
Sortino Ratio Rank
The Omega Ratio Rank of AFL is 8787
Omega Ratio Rank
The Calmar Ratio Rank of AFL is 9494
Calmar Ratio Rank
The Martin Ratio Rank of AFL is 8787
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.

MPFRY vs. AFL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MPFRY, currently valued at 0.95, compared to the broader market-2.000.002.004.000.951.89
The chart of Sortino ratio for MPFRY, currently valued at 1.57, compared to the broader market-6.00-4.00-2.000.002.004.006.001.572.48
The chart of Omega ratio for MPFRY, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.36
The chart of Calmar ratio for MPFRY, currently valued at 2.02, compared to the broader market0.002.004.006.002.022.81
The chart of Martin ratio for MPFRY, currently valued at 5.08, compared to the broader market-10.000.0010.0020.0030.005.087.58
MPFRY
AFL

The current MPFRY Sharpe Ratio is 1.47, which is comparable to the AFL Sharpe Ratio of 1.89. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.95
1.89
MPFRY
AFL

Dividends

MPFRY vs. AFL - Dividend Comparison

MPFRY's dividend yield for the trailing twelve months is around 6.17%, more than AFL's 1.94% yield.


TTM20242023202220212020201920182017201620152014
MPFRY
Mapfre SA ADR
6.17%6.55%7.25%7.71%7.83%7.83%5.87%5.89%0.00%0.00%0.00%0.00%
AFL
Aflac Incorporated
1.94%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%

Drawdowns

MPFRY vs. AFL - Drawdown Comparison

The maximum MPFRY drawdown since its inception was -48.60%, smaller than the maximum AFL drawdown of -82.71%. Use the drawdown chart below to compare losses from any high point for MPFRY and AFL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.35%
-9.94%
MPFRY
AFL

Volatility

MPFRY vs. AFL - Volatility Comparison

The current volatility for Mapfre SA ADR (MPFRY) is 5.47%, while Aflac Incorporated (AFL) has a volatility of 6.16%. This indicates that MPFRY experiences smaller price fluctuations and is considered to be less risky than AFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
5.47%
6.16%
MPFRY
AFL

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


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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