AAGIY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about AIA Group Ltd ADR (AAGIY) and S&P 500 Index (^GSPC).

Performance

AAGIY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AIA Group Ltd ADR (AAGIY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

AAGIY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AAGIY AIA Group Ltd ADR	9.14%	46.33%	-12.94%	-20.35%	12.33%	-16.82%	18.71%	30.08%	-2.70%	56.35%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, AAGIY achieves a 9.14% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, AAGIY has underperformed ^GSPC with an annualized return of 9.69%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

AAGIY

• 1D: 0.56%
• 1M: 2.49%
• YTD: 9.14%
• 6M: 16.31%
• 1Y: 49.39%
• 3Y*: 5.42%
• 5Y*: 0.61%
• 10Y*: 9.69%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AAGIY vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAGIY

AAGIY Risk / Return Rank: 86
AAGIY Sharpe Ratio Rank: 88
AAGIY Sortino Ratio Rank: 84
AAGIY Omega Ratio Rank: 82
AAGIY Calmar Ratio Rank: 86
AAGIY Martin Ratio Rank: 88

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAGIY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AIA Group Ltd ADR (AAGIY) and S&P 500 Index (^GSPC). 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.

	AAGIY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.77	0.92	+0.85
Sortino ratio Return per unit of downside risk	2.42	1.41	+1.01
Omega ratio Gain probability vs. loss probability	1.31	1.21	+0.09
Calmar ratio Return relative to maximum drawdown	3.15	1.41	+1.73
Martin ratio Return relative to average drawdown	9.97	6.61	+3.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AAGIY vs. ^GSPC - Sharpe Ratio Comparison

The current AAGIY Sharpe Ratio is 1.77, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of AAGIY and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AAGIY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.77	0.92	+0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	0.61	-0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.68	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.46	-0.06

Correlation

The correlation between AAGIY and ^GSPC is 0.39, 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.

Drawdowns

AAGIY vs. ^GSPC - Drawdown Comparison

The maximum AAGIY drawdown since its inception was -55.79%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AAGIY and ^GSPC.

Drawdown Indicators

	AAGIY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-55.79%	-56.78%	+0.99%
Max Drawdown (1Y) Largest decline over 1 year	-16.57%	-12.14%	-4.43%
Max Drawdown (5Y) Largest decline over 5 years	-54.45%	-25.43%	-29.02%
Max Drawdown (10Y) Largest decline over 10 years	-55.79%	-33.92%	-21.87%
Current Drawdown Current decline from peak	-8.65%	-5.78%	-2.87%
Average Drawdown Average peak-to-trough decline	-14.62%	-10.75%	-3.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.23%	2.60%	+2.63%

Volatility

AAGIY vs. ^GSPC - Volatility Comparison

AIA Group Ltd ADR (AAGIY) has a higher volatility of 8.91% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that AAGIY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AAGIY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.91%	5.37%	+3.54%
Volatility (6M) Calculated over the trailing 6-month period	19.94%	9.55%	+10.39%
Volatility (1Y) Calculated over the trailing 1-year period	28.17%	18.33%	+9.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.52%	16.90%	+13.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.12%	18.05%	+11.07%