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PRK vs. AFMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRK vs. AFMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Park National Corporation (PRK) and American Funds American Mutual Fund Class F-3 (AFMFX). The values are adjusted to include any dividend payments, if applicable.

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PRK vs. AFMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRK
Park National Corporation
8.09%-8.13%33.01%-2.00%6.13%35.56%7.61%25.91%-15.07%-2.49%
AFMFX
American Funds American Mutual Fund Class F-3
-3.07%16.43%15.30%9.77%-4.19%23.64%5.04%21.90%-1.98%11.75%

Returns By Period

In the year-to-date period, PRK achieves a 8.09% return, which is significantly higher than AFMFX's -3.07% return.


PRK

1D
2.34%
1M
-0.66%
YTD
8.09%
6M
2.77%
1Y
11.73%
3Y*
15.08%
5Y*
8.25%
10Y*
10.16%

AFMFX

1D
-0.10%
1M
-7.90%
YTD
-3.07%
6M
-1.41%
1Y
10.11%
3Y*
12.32%
5Y*
9.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PRK vs. AFMFX — Risk / Return Rank

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

PRK
PRK Risk / Return Rank: 5454
Overall Rank
PRK Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PRK Sortino Ratio Rank: 4949
Sortino Ratio Rank
PRK Omega Ratio Rank: 4949
Omega Ratio Rank
PRK Calmar Ratio Rank: 5858
Calmar Ratio Rank
PRK Martin Ratio Rank: 5656
Martin Ratio Rank

AFMFX
AFMFX Risk / Return Rank: 3939
Overall Rank
AFMFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AFMFX Sortino Ratio Rank: 3838
Sortino Ratio Rank
AFMFX Omega Ratio Rank: 4040
Omega Ratio Rank
AFMFX Calmar Ratio Rank: 3636
Calmar Ratio Rank
AFMFX Martin Ratio Rank: 4040
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.

PRK vs. AFMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Park National Corporation (PRK) and American Funds American Mutual Fund Class F-3 (AFMFX). 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.


PRKAFMFXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.80

-0.39

Sortino ratio

Return per unit of downside risk

0.76

1.20

-0.44

Omega ratio

Gain probability vs. loss probability

1.10

1.18

-0.08

Calmar ratio

Return relative to maximum drawdown

0.71

0.96

-0.25

Martin ratio

Return relative to average drawdown

1.46

4.19

-2.73

PRK vs. AFMFX - Sharpe Ratio Comparison

The current PRK Sharpe Ratio is 0.42, which is lower than the AFMFX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of PRK and AFMFX, 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


PRKAFMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.80

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.76

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.69

-0.38

Correlation

The correlation between PRK and AFMFX is 0.49, 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.


Dividends

PRK vs. AFMFX - Dividend Comparison

PRK's dividend yield for the trailing twelve months is around 3.40%, less than AFMFX's 8.15% yield.


TTM20252024202320222021202020192018201720162015
PRK
Park National Corporation
3.40%3.63%2.76%3.16%3.31%3.29%4.08%4.14%4.79%3.62%3.14%4.16%
AFMFX
American Funds American Mutual Fund Class F-3
8.15%7.86%6.60%4.06%5.20%3.58%2.22%4.89%6.75%6.25%0.00%0.00%

Drawdowns

PRK vs. AFMFX - Drawdown Comparison

The maximum PRK drawdown since its inception was -65.53%, which is greater than AFMFX's maximum drawdown of -29.79%. Use the drawdown chart below to compare losses from any high point for PRK and AFMFX.


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Drawdown Indicators


PRKAFMFXDifference

Max Drawdown

Largest peak-to-trough decline

-65.53%

-29.79%

-35.74%

Max Drawdown (1Y)

Largest decline over 1 year

-15.31%

-10.21%

-5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-36.90%

-15.16%

-21.74%

Max Drawdown (10Y)

Largest decline over 10 years

-40.26%

Current Drawdown

Current decline from peak

-16.89%

-7.90%

-8.99%

Average Drawdown

Average peak-to-trough decline

-16.21%

-2.94%

-13.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.48%

2.34%

+5.14%

Volatility

PRK vs. AFMFX - Volatility Comparison

Park National Corporation (PRK) has a higher volatility of 6.10% compared to American Funds American Mutual Fund Class F-3 (AFMFX) at 3.36%. This indicates that PRK's price experiences larger fluctuations and is considered to be riskier than AFMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRKAFMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

3.36%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

19.66%

7.33%

+12.33%

Volatility (1Y)

Calculated over the trailing 1-year period

28.25%

13.81%

+14.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.59%

12.47%

+18.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.42%

14.56%

+17.86%