UNM vs. AFG

In the year-to-date period, UNM achieves a 11.16% return, which is significantly higher than AFG's -7.71% return. Over the past 10 years, UNM has underperformed AFG with an annualized return of 12.27%, while AFG has yielded a comparatively higher 14.69% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNM) 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.

The current UNM Sharpe Ratio is 2.02, which is higher than the AFG Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of UNM and AFG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UNM's dividend yield for the trailing twelve months is around 2.09%, less than AFG's 7.41% yield.

The maximum UNM drawdown since its inception was -89.38%, which is greater than AFG's maximum drawdown of -76.72%. Use the drawdown chart below to compare losses from any high point for UNM and AFG. For additional features, visit the drawdowns tool.

The current volatility for Unum Group (UNM) is 5.77%, while American Financial Group, Inc. (AFG) has a volatility of 8.86%. This indicates that UNM experiences smaller price fluctuations and is considered to be less risky than AFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Unum Group 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.