MPFRY vs. AFL
MPFRY (Mapfre SA ADR) and AFL (Aflac Incorporated) are both stocks. Both are in the Financial Services sector — MPFRY in Insurance - Diversified, AFL in Insurance - Life. Over the past 10 years, MPFRY returned 15.87%/yr vs 16.21%/yr for AFL. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
MPFRY vs. AFL - Performance Comparison
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Returns By Period
In the year-to-date period, MPFRY achieves a 7.40% return, which is significantly lower than AFL's 16.82% return. Both investments have delivered pretty close results over the past 10 years, with MPFRY having a 15.87% annualized return and AFL not far ahead at 16.21%.
MPFRY
- 1D
- 0.00%
- 1M
- -5.10%
- 6M
- -0.30%
- YTD
- 7.40%
- 1Y
- 15.78%
- 3Y*
- 36.11%
- 5Y*
- 24.85%
- 10Y*
- 15.87%
- ALL TIME*
- 12.06%
AFL
- 1D
- 0.09%
- 1M
- 5.46%
- 6M
- 16.11%
- YTD
- 16.82%
- 1Y
- 32.73%
- 3Y*
- 23.54%
- 5Y*
- 21.03%
- 10Y*
- 16.21%
- ALL TIME*
- 17.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $225.90M | $232.72M | $283.39M | |
MPFRY Mapfre SA ADR | $660.62 | $875.83 | $8.18K |
MPFRY vs. AFL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPFRY Mapfre SA ADR | 7.40% | 87.16% | 23.10% | 25.29% | 1.27% | 7.26% | -22.27% | 6.23% | -2.87% | 19.56% |
AFL Aflac Incorporated | 16.82% | 8.94% | 28.08% | 17.36% | 26.41% | 34.55% | -13.60% | 18.55% | 6.20% | 29.02% |
Correlation
The correlation between MPFRY and AFL is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2012 | 0.02 |
Fundamentals
MPFRY:
$7.29B
AFL:
$64.89B
MPFRY:
€31.61B
AFL:
$18.22B
MPFRY:
€31.61B
AFL:
$8.70B
MPFRY:
€0.00
AFL:
$6.67B
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Return for Risk
MPFRY vs. AFL — Risk / Return Rank
MPFRY
AFL
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MPFRY | AFL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.31 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 3.42 | -2.66 |
| Martin ratioReturn relative to average drawdown | 1.93 | 9.15 | -7.21 |
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Drawdowns
MPFRY vs. AFL - Drawdown Comparison
The maximum MPFRY drawdown since its inception was -87.32%, 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
| MPFRY | AFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.32% | -82.71% | -4.61% |
Max Drawdown (1Y)Largest decline over 1 year | -20.76% | -9.11% | -11.65% |
Max Drawdown (3Y)Largest decline over 3 years | -20.76% | -13.56% | -7.20% |
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 DrawdownCurrent decline from peak | -39.98% | -1.60% | -38.38% |
Average DrawdownAverage peak-to-trough decline | -58.17% | -11.62% | -46.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.18% | 3.40% | +4.78% |
Volatility
MPFRY vs. AFL - Volatility Comparison
Mapfre SA ADR (MPFRY) and Aflac Incorporated (AFL) have volatilities of 4.30% and 4.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPFRY | AFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.52% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 29.73% | 12.59% | +17.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.34% | 16.90% | +29.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.35% | 20.75% | +25.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.35% | 25.73% | +18.62% |
Dividends
MPFRY vs. AFL - Dividend Comparison
MPFRY's dividend yield for the trailing twelve months is around 4.42%, more than AFL's 1.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFL Aflac Incorporated | 1.87% | 2.10% | 1.93% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% |
MPFRY Mapfre SA ADR | 4.42% | 4.19% | 6.62% | 7.11% | 8.00% | 6.72% | 6.37% | 4.88% | 5.49% | 7.43% | 6.33% | 4.42% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MPFRY and AFL have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AFL has higher volatility (4.52%) compared to MPFRY (4.30%). In terms of maximum drawdown, MPFRY dropped -87.32% vs AFL's -82.71%.
AFL currently has the higher Sharpe Ratio (1.85 vs 0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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