PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AA vs. AAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AA and AAL is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

AA vs. AAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alcoa Corporation (AA) and American Airlines Group Inc. (AAL). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
70.74%
-56.00%
AA
AAL

Key characteristics

Sharpe Ratio

AA:

0.51

AAL:

0.47

Sortino Ratio

AA:

1.04

AAL:

1.02

Omega Ratio

AA:

1.12

AAL:

1.13

Calmar Ratio

AA:

0.34

AAL:

0.25

Martin Ratio

AA:

1.55

AAL:

1.01

Ulcer Index

AA:

16.12%

AAL:

20.45%

Daily Std Dev

AA:

48.50%

AAL:

44.35%

Max Drawdown

AA:

-90.90%

AAL:

-97.20%

Current Drawdown

AA:

-58.99%

AAL:

-71.56%

Fundamentals

Market Cap

AA:

$9.93B

AAL:

$10.99B

EPS

AA:

-$1.56

AAL:

$0.42

PEG Ratio

AA:

-0.29

AAL:

0.20

Total Revenue (TTM)

AA:

$10.93B

AAL:

$53.61B

Gross Profit (TTM)

AA:

-$10.37B

AAL:

$10.91B

EBITDA (TTM)

AA:

$641.00M

AAL:

$4.36B

Returns By Period

In the year-to-date period, AA achieves a 12.61% return, which is significantly lower than AAL's 22.85% return.


AA

YTD

12.61%

1M

-17.27%

6M

-5.80%

1Y

19.57%

5Y*

13.02%

10Y*

N/A

AAL

YTD

22.85%

1M

16.74%

6M

50.71%

1Y

17.63%

5Y*

-10.23%

10Y*

-9.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AA vs. AAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alcoa Corporation (AA) and American Airlines Group Inc. (AAL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AA, currently valued at 0.51, compared to the broader market-4.00-2.000.002.000.510.47
The chart of Sortino ratio for AA, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.041.02
The chart of Omega ratio for AA, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.13
The chart of Calmar ratio for AA, currently valued at 0.34, compared to the broader market0.002.004.006.000.340.25
The chart of Martin ratio for AA, currently valued at 1.55, compared to the broader market-5.000.005.0010.0015.0020.0025.001.551.01
AA
AAL

The current AA Sharpe Ratio is 0.51, which is comparable to the AAL Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of AA and AAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.51
0.47
AA
AAL

Dividends

AA vs. AAL - Dividend Comparison

AA's dividend yield for the trailing twelve months is around 1.06%, while AAL has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
AA
Alcoa Corporation
1.06%1.18%0.88%0.17%0.00%0.00%0.00%0.00%0.32%0.00%0.00%
AAL
American Airlines Group Inc.
0.00%0.00%0.00%0.00%0.63%1.39%1.25%0.77%0.86%0.94%0.37%

Drawdowns

AA vs. AAL - Drawdown Comparison

The maximum AA drawdown since its inception was -90.90%, smaller than the maximum AAL drawdown of -97.20%. Use the drawdown chart below to compare losses from any high point for AA and AAL. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-58.99%
-70.38%
AA
AAL

Volatility

AA vs. AAL - Volatility Comparison

The current volatility for Alcoa Corporation (AA) is 12.00%, while American Airlines Group Inc. (AAL) has a volatility of 17.37%. This indicates that AA experiences smaller price fluctuations and is considered to be less risky than AAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.00%
17.37%
AA
AAL

Financials

AA vs. AAL - Financials Comparison

This section allows you to compare key financial metrics between Alcoa Corporation and American Airlines Group Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab