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UNM vs. AFG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UNM vs. AFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unum Group (UNM) and American Financial Group, Inc. (AFG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNM achieves a 18.29% return, which is significantly higher than AFG's 1.05% return. Both investments have delivered pretty close results over the past 10 years, with UNM having a 14.63% annualized return and AFG not far ahead at 14.79%.


UNM

1D
0.67%
1M
7.17%
YTD
18.29%
6M
16.50%
1Y
17.00%
3Y*
28.90%
5Y*
30.60%
10Y*
14.63%

AFG

1D
1.07%
1M
-1.46%
YTD
1.05%
6M
0.12%
1Y
14.56%
3Y*
11.52%
5Y*
10.48%
10Y*
14.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNM vs. AFG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNM
Unum Group
18.29%8.56%66.31%13.72%73.56%11.87%-16.22%2.63%-45.22%27.19%
AFG
American Financial Group, Inc.
1.05%5.45%23.79%-7.61%10.91%93.83%-16.18%27.10%-13.04%29.20%

Correlation

The correlation between UNM and AFG is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Nov 6, 1986

0.43

The correlation between UNM and AFG shifts across timeframes, from 0.43 (all time) to 0.59 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

UNM:

$14.89B

AFG:

$11.19B

EPS

UNM:

$4.61

AFG:

$10.54

PE Ratio

UNM:

19.63

AFG:

12.74

PS Ratio

UNM:

1.15

AFG:

1.37

PB Ratio

UNM:

1.37

AFG:

2.39

Total Revenue (TTM)

UNM:

$13.30B

AFG:

$8.15B

Gross Profit (TTM)

UNM:

$4.51B

AFG:

$2.64B

EBITDA (TTM)

UNM:

$1.24B

AFG:

$1.26B

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Return for Risk

UNM vs. AFG — Risk / Return Rank

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

UNM
UNM Risk / Return Rank: 6262
Overall Rank
UNM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UNM Sortino Ratio Rank: 5656
Sortino Ratio Rank
UNM Omega Ratio Rank: 5959
Omega Ratio Rank
UNM Calmar Ratio Rank: 6464
Calmar Ratio Rank
UNM Martin Ratio Rank: 6464
Martin Ratio Rank

AFG
AFG Risk / Return Rank: 6262
Overall Rank
AFG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AFG Sortino Ratio Rank: 5959
Sortino Ratio Rank
AFG Omega Ratio Rank: 5757
Omega Ratio Rank
AFG Calmar Ratio Rank: 6565
Calmar Ratio Rank
AFG Martin Ratio Rank: 6262
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.

UNM vs. AFG - Risk-Adjusted Trends Comparison

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.

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.


UNMAFGDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratioReturn relative to maximum drawdown

1.06

1.11

-0.04

Martin ratioReturn relative to average drawdown

2.33

2.06

+0.26

UNM vs. AFG - Sharpe Ratio Comparison

The current UNM Sharpe Ratio is 0.69, which is comparable to the AFG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of UNM and AFG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UNM vs. AFG - Drawdown Comparison

The maximum UNM drawdown since its inception was -89.38%, which is greater than AFG's maximum drawdown of -62.94%. Use the drawdown chart below to compare losses from any high point for UNM and AFG.


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Drawdown Indicators


UNMAFGDifference

Max Drawdown

Largest peak-to-trough decline

-89.38%

-62.94%

-26.44%

Max Drawdown (1Y)

Largest decline over 1 year

-16.04%

-13.19%

-2.85%

Max Drawdown (3Y)

Largest decline over 3 years

-17.94%

-19.85%

+1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-21.99%

-23.85%

+1.86%

Max Drawdown (10Y)

Largest decline over 10 years

-81.06%

-58.98%

-22.08%

Current Drawdown

Current decline from peak

-2.32%

-5.21%

+2.89%

Average Drawdown

Average peak-to-trough decline

-32.65%

-16.74%

-15.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

7.07%

+0.25%

Volatility

UNM vs. AFG - Volatility Comparison

Unum Group (UNM) has a higher volatility of 5.52% compared to American Financial Group, Inc. (AFG) at 5.02%. This indicates that UNM's price experiences larger fluctuations and is considered to be riskier than AFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNMAFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

5.02%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

14.92%

12.48%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

24.84%

19.20%

+5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.94%

22.83%

+7.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.63%

30.30%

+7.33%

Dividends

UNM vs. AFG - Dividend Comparison

UNM's dividend yield for the trailing twelve months is around 2.03%, less than AFG's 5.44% yield.


PositionTTM20252024202320222021202020192018201720162015
AFG
American Financial Group, Inc.
5.44%5.33%6.89%6.81%10.42%20.43%4.39%4.51%4.92%4.41%2.44%2.82%
UNM
Unum Group
2.03%2.27%2.15%3.07%3.07%4.76%4.97%3.74%3.34%1.57%1.75%2.10%

Financials

UNM vs. AFG - Financials Comparison

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.


Quarterly
Annual

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


1.50B2.00B2.50B3.00B20222023202420252026
3.36B
1.85B
(UNM) Total Revenue
(AFG) Total Revenue
Values in USD except per share items

UNM vs. AFG - Profitability Comparison

The chart below illustrates the profitability comparison between Unum Group and American Financial Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
40.3%
51.1%
Portfolio components
UNM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Unum Group reported a gross profit of 1.35B and revenue of 3.36B. Therefore, the gross margin over that period was 40.3%.

AFG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Financial Group, Inc. reported a gross profit of 948.00M and revenue of 1.85B. Therefore, the gross margin over that period was 51.1%.

UNM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Unum Group reported an operating income of 302.70M and revenue of 3.36B, resulting in an operating margin of 9.0%.

AFG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Financial Group, Inc. reported an operating income of 239.00M and revenue of 1.85B, resulting in an operating margin of 12.9%.

UNM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Unum Group reported a net income of 232.00M and revenue of 3.36B, resulting in a net margin of 6.9%.

AFG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Financial Group, Inc. reported a net income of 191.00M and revenue of 1.85B, resulting in a net margin of 10.3%.


Frequently Asked Questions


UNM and AFG have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNM has higher volatility (5.52%) compared to AFG (5.02%). In terms of maximum drawdown, UNM dropped -89.38% vs AFG's -62.94%.

AFG currently has the higher Sharpe Ratio (0.76 vs 0.69), 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.

Portfolio Optimizer

Find the right allocation for UNM and AFG

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