Aflac Incorporated

10-Year Study

AFL.US · Financial Services · US · Common Stock

Executive Summary: Aflac Incorporated has compounded at 15.3% annually over the last 10 years, with a maximum drawdown of 37.2% and an annualized volatility of 21.4%.

1Y CAGR
+12.7%
3Y CAGR
+24.1%
5Y CAGR
+17.8%
10Y CAGR
+15.3%

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 →
37.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +34.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -13.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.62.3-2.93.6————————3.7%
20253.82.51.6-2.3-4.21.9-5.88.14.5-4.03.4-0.08.9%
20242.2-3.76.3-2.68.1-0.66.816.31.3-6.39.3-9.328.1%
20232.2-6.7-5.38.3-7.58.73.63.72.91.86.4-0.317.4%
20227.6-2.15.4-11.06.5-8.73.64.4-5.415.911.10.026.4%
20211.66.76.95.06.1-5.32.53.6-8.03.01.57.934.5%
2020-2.5-16.5-20.18.8-1.3-1.2-1.32.90.1-6.630.21.2-13.6%
20194.73.61.80.82.46.8-4.0-4.24.31.63.7-3.518.6%
20180.51.4-1.54.1-0.6-4.58.2-0.11.8-8.56.8-0.46.2%
20170.64.00.13.41.33.12.74.1-1.43.15.00.229.0%
2016———9.21.33.90.23.2-3.1-4.24.3-2.512.2%

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 21.4%. The dominant macroeconomic risk driver is VTV.US, accounting for 47.0% of variance. Idiosyncratic stock-specific factors contribute 19.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110923.353724361283
2016-05-0111066.810603334534
2016-06-0111497.021310623326
2016-07-0111516.13290152333
2016-08-0111885.730278677382
2016-09-0111515.573147814961
2016-10-0111034.904641957539
2016-11-0111504.61796809404
2016-12-0111217.704210147534
2017-01-0111280.596537523488
2017-02-0111733.037463516053
2017-03-0111744.392467314381
2017-04-0112143.336931750031
2017-05-0112295.989764503618
2017-06-0112671.184678741354
2017-07-0113008.836112110672
2017-08-0113538.483067450323
2017-09-0113348.246771420576
2017-10-0113758.266362800368
2017-11-0114450.32185838231
2017-12-0114473.391707648632
2018-01-0114542.641237855343
2018-02-0114740.2742793171
2018-03-0114514.733517252409
2018-04-0115115.069369477429
2018-05-0115031.346207668628
2018-06-0114350.805645515973
2018-07-0115525.048978449482
2018-08-0115511.175082963498
2018-09-0115789.612570468993
2018-10-0114447.802966694653
2018-11-0115431.8899684139
2018-12-0115371.156691055936
2019-01-0116093.159010035584
2019-02-0116670.30506577106
2019-03-0116962.056695054176
2019-04-0117090.95997760985
2019-05-0117493.622805965377
2019-06-0118690.576146495543
2019-07-0117950.581744032625
2019-08-0117199.87205629523
2019-09-0117933.389308704172
2019-10-0118221.30262684419
2019-11-0118890.92799168366
2019-12-0118222.622046299628
2020-01-0117764.5036184079
2020-02-0114839.350685698293
2020-03-0111857.622646035743
2020-04-0112896.565511175084
2020-05-0112732.517692215426
2020-06-0112578.865299268322
2020-07-0112418.295949782096
2020-08-0112775.618727759786
2020-09-0112786.174083403303
2020-10-0111941.985526368397
2020-11-0115553.196593498862
2020-12-0115744.392467314383
2021-01-0115995.761864779497
2021-02-0117075.286873775538
2021-03-0118248.37071688457
2021-04-0119157.570668905682
2021-05-0120328.295549958017
2021-06-0119245.172124265322
2021-07-0119725.760665307265
2021-08-0120445.603934268922
2021-09-0118804.326096517532
2021-10-0119359.84166966535
2021-11-0119641.95753868298
2021-12-0121183.879093198993
2022-01-0122791.051937147655
2022-02-0122302.346967334375
2022-03-0123507.056894966216
2022-04-0120911.398984446845
2022-05-0122271.04074207349
2022-06-0120344.328495462
2022-07-0121068.68977649834
2022-08-0121989.564591579707
2022-09-0120797.96889368678
2022-10-0124095.278077645835
2022-11-0126775.01899164368
2022-12-0126778.73735556355
2023-01-0127359.441845587942
2023-02-0125518.891687657433
2023-03-0124159.649754108195
2023-04-0126155.491583703173
2023-05-0124197.35316460757
2023-06-0126303.906281236257
2023-07-0127261.125104953822
2023-08-0128260.92519291512
2023-09-0129087.081684059016
2023-10-0129602.494902243012
2023-11-0131508.376314421654
2023-12-0131428.371516532727
2024-01-0132129.30310663308
2024-02-0130952.86074127384
2024-03-0132915.67710207509
2024-04-0132068.4498820519
2024-05-0134650.55375634721
2024-06-0134434.648754548
2024-07-0136774.97900923594
2024-08-0142754.70792851146
2024-09-0143312.58246371596
2024-10-0140596.817400343854
2024-11-0144364.47962896326
2024-12-0140254.92783175404
2025-01-0141788.253168605814
2025-02-0142839.91043940667
2025-03-0143513.01427371957
2025-04-0142530.766462756386
2025-05-0140742.99308304346
2025-06-0141498.54064211748
2025-07-0139098.15681100316
2025-08-0142278.83731158291
2025-09-0144193.75474791092
2025-10-0142409.41985526368
2025-11-0143871.49654152173
2025-12-0143855.58354324098
2026-01-0144126.02454919836
2026-02-0145152.133061452965
2026-03-0143864.69953220582
2026-04-0145463.99584182959
Annual Return Matrix
YearAnnual Return
20170.2902276113285287
20180.06202865240860356
20190.18550753287830868
2020-0.13599741972854484
20210.34548723535551296
20220.2641092425872449
20230.17363156818158076
20240.28084676008676235
20250.08944633378889488
20260.036675200023339016
Total Factor Risk
0.21403434619059336
VTI.US Exposure
-0.11921268602188852
VEA.US Exposure
-0.143415508582163
VWO.US Exposure
0.13937349966455215
QQQ.US Exposure
-0.018415981720859384
VTV.US Exposure
0.4695890870562521
IJR.US Exposure
-0.012606968437205792
QUAL.US Exposure
0.2178035126715978
SHV.US Exposure
0.005825885069510538
TLT.US Exposure
0.0032119606762461743
LQD.US Exposure
-0.007339806144533609
HYG.US Exposure
0.07457902531594224
GLD.US Exposure
-0.004317040539450252
USO.US Exposure
0.0022478787160870864
VNQ.US Exposure
0.06391566967820511
BTC-USD.CC Exposure
0.00429293329176461
CPER.US Exposure
-0.024899281998623818
VIX.INDX Exposure
0.008304265074374522
UUP.US Exposure
0.1481093035685618
TIP.US Exposure
-0.0009694797012211307
Idiosyncratic Exposure
0.19392373236285115
Value Score
43.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.4%

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 →16.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.12%
Market Cap$57.9B
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
$244
Avg Yield on Cost
2.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$243.892.44%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 →
+2.1%
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 →
+5.3%
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 →
2.7% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aflac Incorporated a high-risk investment?

Aflac Incorporated (AFL.US) has an annualized volatility of 21.4% and experienced a maximum drawdown of 37.2% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, AFL.US has generated a Compound Annual Growth Rate (CAGR) of 15.3%. It has had a positive return in 90% 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.

Run a Full Backtest on Aflac Incorporated

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest