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AAL vs. AA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AAL and AA 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

AAL vs. AA - Performance Comparison

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

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

Key characteristics

Sharpe Ratio

AAL:

0.47

AA:

0.51

Sortino Ratio

AAL:

1.02

AA:

1.04

Omega Ratio

AAL:

1.13

AA:

1.12

Calmar Ratio

AAL:

0.25

AA:

0.34

Martin Ratio

AAL:

1.01

AA:

1.55

Ulcer Index

AAL:

20.45%

AA:

16.12%

Daily Std Dev

AAL:

44.35%

AA:

48.50%

Max Drawdown

AAL:

-97.20%

AA:

-90.90%

Current Drawdown

AAL:

-71.56%

AA:

-58.99%

Fundamentals

Market Cap

AAL:

$10.99B

AA:

$9.93B

EPS

AAL:

$0.42

AA:

-$1.56

PEG Ratio

AAL:

0.20

AA:

-0.29

Total Revenue (TTM)

AAL:

$53.61B

AA:

$10.93B

Gross Profit (TTM)

AAL:

$10.91B

AA:

-$10.37B

EBITDA (TTM)

AAL:

$4.36B

AA:

$641.00M

Returns By Period

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


AAL

YTD

22.85%

1M

16.74%

6M

50.71%

1Y

17.63%

5Y*

-10.23%

10Y*

-9.86%

AA

YTD

12.61%

1M

-17.27%

6M

-5.80%

1Y

19.57%

5Y*

13.02%

10Y*

N/A

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

AAL vs. AA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Airlines Group Inc. (AAL) and Alcoa Corporation (AA). 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 AAL, currently valued at 0.47, compared to the broader market-4.00-2.000.002.000.470.51
The chart of Sortino ratio for AAL, currently valued at 1.02, compared to the broader market-4.00-2.000.002.004.001.021.04
The chart of Omega ratio for AAL, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.12
The chart of Calmar ratio for AAL, currently valued at 0.25, compared to the broader market0.002.004.006.000.250.34
The chart of Martin ratio for AAL, currently valued at 1.01, compared to the broader market-5.000.005.0010.0015.0020.0025.001.011.55
AAL
AA

The current AAL Sharpe Ratio is 0.47, which is comparable to the AA Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of AAL and AA, 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
0.47
0.51
AAL
AA

Dividends

AAL vs. AA - Dividend Comparison

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


TTM2023202220212020201920182017201620152014
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%
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%

Drawdowns

AAL vs. AA - Drawdown Comparison

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


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

Volatility

AAL vs. AA - Volatility Comparison

American Airlines Group Inc. (AAL) has a higher volatility of 17.37% compared to Alcoa Corporation (AA) at 12.00%. This indicates that AAL's price experiences larger fluctuations and is considered to be riskier than AA 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
17.37%
12.00%
AAL
AA

Financials

AAL vs. AA - Financials Comparison

This section allows you to compare key financial metrics between American Airlines Group Inc. and Alcoa Corporation. 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
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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.

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