AFL vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +15.31% against +3.39% for AFL. Over five years, AFL averaged +15.70% a year, compared with +11.69% for SPY. SPY had the higher Sharpe ratio over the past year (0.83 vs 0.02), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -14.18% for AFL.