Aflac (AFL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Aflac, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $121.75 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +19.18% |
| Total return over period | +68.79% |
| Annualized volatility | 19.79% |
| Period volatility | 34.18% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.65 |
| Sortino ratio | 2.24 |
| Max drawdown | -14.18% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.04% |
| Correlation with the S&P 500 | 0.23 |
| Period range | $72.23 – $129.55 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Aflac (AFL) has posted an annualized return of +19.18% with annual volatility of 19.79%, a Sharpe ratio of 1.65. Its worst stretch (max drawdown from a peak) was -14.18%. Its correlation with the S&P 500 is 0.23, 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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