Aflac (AFL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Aflac, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $115.28 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +17.09% |
| Total return over period | +60.03% |
| Annualized volatility | 19.75% |
| Period volatility | 34.09% |
| Sharpe ratio | 0.67 |
| Sortino ratio | 0.90 |
| Max drawdown | -13.56% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.04% |
| Correlation with the S&P 500 | 0.26 |
| Period range | $71.13 – $129.55 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Aflac (AFL) has posted an annualized return of +17.09% with annual volatility of 19.75%, a Sharpe ratio of 0.67. Its worst stretch (max drawdown from a peak) was -13.56%. Its correlation with the S&P 500 is 0.26, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how AFL would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Aflac (AFL) is of the S&P 500.
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