American Financial Group Inc

10-Year Study

AFG.US · Financial Services · US · Common Stock

Executive Summary: American Financial Group Inc has compounded at 14.1% annually over the last 10 years, with a maximum drawdown of 44.5% and an annualized volatility of 35.1%.

1Y CAGR
+11.1%
3Y CAGR
+11.7%
5Y CAGR
+10.6%
10Y CAGR
+14.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
44.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +93.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -16.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.03.3-4.02.2————————-2.7%
20250.3-7.55.7-3.0-2.11.8-0.48.87.3-9.16.1-0.85.4%
20241.98.26.9-5.91.7-5.37.12.00.7-3.617.2-6.823.8%
20234.3-3.2-9.41.5-8.55.83.0-4.7-3.7-1.46.13.9-7.6%
2022-4.73.99.2-4.58.1-1.8-3.3-4.5-3.718.6-0.7-3.510.8%
20218.013.36.98.18.34.13.49.1-5.98.61.04.393.8%
2020-0.4-15.0-24.2-4.9-9.15.3-3.510.00.212.719.30.3-16.2%
20195.84.5-3.58.1-3.74.30.3-1.46.8-3.17.2-0.127.1%
20184.8-0.5-0.51.2-1.6-2.35.3-1.2-0.4-9.53.9-11.6-13.0%
2017-1.99.21.42.34.2-0.52.40.41.62.31.53.329.2%
2016———-1.46.00.9-0.72.8-0.2-0.311.87.228.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 35.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.9% of variance. Idiosyncratic stock-specific factors contribute 11.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019861.660547901332
2016-05-0110456.683293101709
2016-06-0110549.443380168083
2016-07-0110471.214125154946
2016-08-0110764.885206426778
2016-09-0110743.385505939848
2016-10-0110715.865889316574
2016-11-0111975.24420694277
2016-12-0112833.008119473096
2017-01-0112594.198342892048
2017-02-0113747.382967492453
2017-03-0113946.158819028864
2017-04-0114269.425350074433
2017-05-0114868.985273446535
2017-06-0114797.487648792754
2017-07-0115147.35449892353
2017-08-0115208.591576862169
2017-09-0115453.599198135309
2017-10-0115811.087321404211
2017-11-0116048.236431464884
2017-12-0116579.7979917797
2018-01-0117369.533886493442
2018-02-0117286.76745330858
2018-03-0117197.8921397095
2018-04-0117405.979585663703
2018-05-0117121.91664640258
2018-06-0116724.5725266448
2018-07-0117615.875971934733
2018-08-0117407.966454536287
2018-09-0117346.996269431278
2018-10-0115697.183390962415
2018-11-0116302.17013528501
2018-12-0114418.084658406826
2019-01-0115257.46262017591
2019-02-0115940.441381437306
2019-03-0115388.625620525838
2019-04-0116627.453189962456
2019-05-0116010.96039903444
2019-06-0116707.16518294021
2019-07-0116756.27346432829
2019-08-0116525.529782274756
2019-09-0117651.550647363394
2019-10-0117103.323112326296
2019-11-0118335.241122847805
2019-12-0118325.217814207
2020-01-0118256.240844093067
2020-02-0115509.142562289822
2020-03-0111760.247202073462
2020-04-0111180.644931705088
2020-05-0110167.905247113107
2020-06-0110711.417675422728
2020-07-0110335.95876802268
2020-08-0111370.079534064422
2020-09-0111392.172329737197
2020-10-0112835.943940643034
2020-11-0115314.399758017164
2020-12-0115360.601872994595
2021-01-0116596.612240298444
2021-02-0118810.903461896596
2021-03-0120115.505287443582
2021-04-0121751.736286156563
2021-05-0123557.592508021608
2021-06-0124528.845184363636
2021-07-0125374.925121732787
2021-08-0127671.893812237926
2021-09-0126028.901528406288
2021-10-0128259.799415208145
2021-11-0128538.613462074525
2021-12-0129769.40459174293
2022-01-0128359.320787393168
2022-02-0129471.670808448045
2022-03-0132170.431832604812
2022-04-0130711.091473070508
2022-05-0133200.5195513828
2022-06-0132615.46080530464
2022-07-0131538.874423956295
2022-08-0130123.304489137456
2022-09-0129002.651135480734
2022-10-0134408.80271874833
2022-11-0134183.39689336741
2022-12-0132996.04998606226
2023-01-0134426.328681490086
2023-02-0133339.68933674165
2023-03-0130204.855077191336
2023-04-0130668.59620300462
2023-05-0128054.76640946105
2023-06-0129674.03488585883
2023-07-0130552.73505844953
2023-08-0129123.197732004006
2023-09-0128055.448468924773
2023-10-0127652.52925442004
2023-11-0129330.751392290946
2023-12-0130484.588421595778
2024-01-0131057.63699016055
2024-02-0133616.27927666111
2024-03-0135935.99316754346
2024-04-0133823.41777031796
2024-05-0134395.30980327033
2024-06-0132571.09728540333
2024-07-0134869.756297188134
2024-08-0135578.030568125876
2024-09-0135838.96279513899
2024-10-0134532.463064997304
2024-11-0140474.89131530719
2024-12-0137738.142544496965
2025-01-0137866.87385458492
2025-02-0135016.33977237006
2025-03-0137000.92522848992
2025-04-0135906.01220589892
2025-05-0135146.25727282972
2025-06-0135778.437431423365
2025-07-0135629.09606362725
2025-08-0138755.56768105713
2025-09-0141568.232635655695
2025-10-0137799.40927719489
2025-11-0140096.20003914428
2025-12-0139793.4249467697
2026-01-0138182.044636343686
2026-02-0139434.89890692557
2026-03-0137872.09309222037
2026-04-0138708.35730426376
Annual Return Matrix
YearAnnual Return
20170.29196505117308713
2018-0.1303823686177995
20190.27098836276578675
2020-0.1617779374449796
20210.9380363372401692
20220.10838797209986195
2023-0.07611400654100542
20240.23794167802385835
20250.054461673619716544
2026-0.027267510749763302
Total Factor Risk
0.35081241380569345
VTI.US Exposure
0.1536320239625064
VEA.US Exposure
-0.0033732894774799915
VWO.US Exposure
-0.005707856284249826
QQQ.US Exposure
-0.008812791904452562
VTV.US Exposure
0.009708444439727385
IJR.US Exposure
0.0189456288603824
QUAL.US Exposure
0.06635996274405155
SHV.US Exposure
0.5788596979448557
TLT.US Exposure
-0.00011715865221266231
LQD.US Exposure
0.022075690242163794
HYG.US Exposure
0.028566749365598117
GLD.US Exposure
-0.0010919126799104736
USO.US Exposure
0.000021305287811659227
VNQ.US Exposure
0.006547299925449863
BTC-USD.CC Exposure
0.010266799021060063
CPER.US Exposure
-0.0026819523288871844
VIX.INDX Exposure
0.0005649751175211612
UUP.US Exposure
0.012792518404460386
TIP.US Exposure
0.003519189715304219
Idiosyncratic Exposure
0.10992467629630001
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →12.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.63%
Market Cap$10.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$706
Avg Yield on Cost
7.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$705.787.06%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
8.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Financial Group Inc a high-risk investment?

American Financial Group Inc (AFG.US) has an annualized volatility of 35.1% and experienced a maximum drawdown of 44.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AFG.US?

Over the past 10 years, AFG.US has generated a Compound Annual Growth Rate (CAGR) of 14.1%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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