YAFFX vs. AAPL
Compare and contrast key facts about AMG Yacktman Focused Fund (YAFFX) and Apple Inc (AAPL).
YAFFX is managed by AMG. It was launched on May 1, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YAFFX or AAPL.
Performance
YAFFX vs. AAPL - Performance Comparison
Returns By Period
In the year-to-date period, YAFFX achieves a 4.51% return, which is significantly lower than AAPL's 17.44% return. Over the past 10 years, YAFFX has underperformed AAPL with an annualized return of 9.22%, while AAPL has yielded a comparatively higher 24.21% annualized return.
YAFFX
4.51%
-2.59%
-2.72%
10.89%
9.69%
9.22%
AAPL
17.44%
-4.15%
18.77%
19.20%
28.47%
24.21%
Key characteristics
| YAFFX | AAPL | |
|---|---|---|
| Sharpe Ratio | 0.90 | 0.90 |
| Sortino Ratio | 1.40 | 1.44 |
| Omega Ratio | 1.19 | 1.18 |
| Calmar Ratio | 1.73 | 1.22 |
| Martin Ratio | 4.58 | 2.86 |
| Ulcer Index | 2.37% | 7.08% |
| Daily Std Dev | 12.10% | 22.50% |
| Max Drawdown | -55.32% | -81.80% |
| Current Drawdown | -4.53% | -4.75% |
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Correlation
The correlation between YAFFX and AAPL is 0.41, 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.
Risk-Adjusted Performance
YAFFX vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Focused Fund (YAFFX) and Apple Inc (AAPL). 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.
Dividends
YAFFX vs. AAPL - Dividend Comparison
YAFFX's dividend yield for the trailing twelve months is around 1.18%, more than AAPL's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YAFFX AMG Yacktman Focused Fund | 1.18% | 1.23% | 1.17% | 0.75% | 0.81% | 1.38% | 1.75% | 0.97% | 1.54% | 1.19% | 0.68% | 0.55% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
YAFFX vs. AAPL - Drawdown Comparison
The maximum YAFFX drawdown since its inception was -55.32%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for YAFFX and AAPL. For additional features, visit the drawdowns tool.
Volatility
YAFFX vs. AAPL - Volatility Comparison
The current volatility for AMG Yacktman Focused Fund (YAFFX) is 2.15%, while Apple Inc (AAPL) has a volatility of 5.16%. This indicates that YAFFX experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.