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AAL vs. ALK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AAL vs. ALK - Performance Comparison

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

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Returns By Period

In the year-to-date period, AAL achieves a -9.13% return, which is significantly higher than ALK's -12.70% return. Over the past 10 years, AAL has underperformed ALK with an annualized return of -7.26%, while ALK has yielded a comparatively higher -3.18% annualized return.


AAL

1D
-2.86%
1M
17.65%
YTD
-9.13%
6M
-2.18%
1Y
22.41%
3Y*
-2.15%
5Y*
-10.99%
10Y*
-7.26%

ALK

1D
-1.37%
1M
13.90%
YTD
-12.70%
6M
2.93%
1Y
-13.73%
3Y*
-1.61%
5Y*
-7.68%
10Y*
-3.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAL vs. ALK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAL
American Airlines Group Inc.
-9.13%-12.05%26.86%8.02%-29.18%13.89%-44.81%-9.57%-37.69%12.40%
ALK
Alaska Air Group, Inc.
-12.70%-22.32%65.73%-9.01%-17.58%0.19%-22.81%13.78%-15.55%-15.90%

Correlation

The correlation between AAL and ALK is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2005

0.67

The correlation between AAL and ALK has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

Fundamentals

Market Cap

AAL:

$9.21B

ALK:

$5.02B

EPS

AAL:

$0.31

ALK:

$0.61

PE Ratio

AAL:

45.58

ALK:

71.58

PEG Ratio

AAL:

0.52

ALK:

1.37

PS Ratio

AAL:

0.16

ALK:

0.36

Total Revenue (TTM)

AAL:

$55.99B

ALK:

$14.40B

Gross Profit (TTM)

AAL:

$12.21B

ALK:

$11.07B

EBITDA (TTM)

AAL:

$4.16B

ALK:

$1.02B

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Return for Risk

AAL vs. ALK — Risk / Return Rank

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

AAL
AAL Risk / Return Rank: 5454
Overall Rank
AAL Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AAL Sortino Ratio Rank: 5353
Sortino Ratio Rank
AAL Omega Ratio Rank: 5151
Omega Ratio Rank
AAL Calmar Ratio Rank: 5454
Calmar Ratio Rank
AAL Martin Ratio Rank: 5555
Martin Ratio Rank

ALK
ALK Risk / Return Rank: 2929
Overall Rank
ALK Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ALK Sortino Ratio Rank: 2828
Sortino Ratio Rank
ALK Omega Ratio Rank: 2828
Omega Ratio Rank
ALK Calmar Ratio Rank: 3030
Calmar Ratio Rank
ALK Martin Ratio Rank: 3030
Martin Ratio Rank
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.

AAL vs. ALK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Airlines Group Inc. (AAL) and Alaska Air Group, Inc. (ALK). 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.


AALALKDifference

Sharpe ratio

Return per unit of total volatility

0.46

-0.28

+0.74

Sortino ratio

Return per unit of downside risk

1.02

-0.08

+1.10

Omega ratio

Gain probability vs. loss probability

1.12

0.99

+0.13

Calmar ratio

Return relative to maximum drawdown

0.59

-0.30

+0.89

Martin ratio

Return relative to average drawdown

1.39

-0.55

+1.94

AAL vs. ALK - Sharpe Ratio Comparison

The current AAL Sharpe Ratio is 0.46, which is higher than the ALK Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of AAL and ALK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AALALKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

-0.28

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

-0.18

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

-0.07

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.17

-0.19

Drawdowns

AAL vs. ALK - Drawdown Comparison

The maximum AAL drawdown since its inception was -97.20%, which is greater than ALK's maximum drawdown of -75.76%. Use the drawdown chart below to compare losses from any high point for AAL and ALK.


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Drawdown Indicators


AALALKDifference

Max Drawdown

Largest peak-to-trough decline

-97.20%

-75.76%

-21.44%

Max Drawdown (1Y)

Largest decline over 1 year

-37.39%

-46.46%

+9.07%

Max Drawdown (3Y)

Largest decline over 3 years

-51.76%

-55.37%

+3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-62.67%

-55.37%

-7.30%

Max Drawdown (10Y)

Largest decline over 10 years

-84.14%

-75.06%

-9.08%

Current Drawdown

Current decline from peak

-76.53%

-53.52%

-23.01%

Average Drawdown

Average peak-to-trough decline

-60.42%

-27.81%

-32.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.84%

25.04%

-9.20%

Volatility

AAL vs. ALK - Volatility Comparison

The current volatility for American Airlines Group Inc. (AAL) is 14.89%, while Alaska Air Group, Inc. (ALK) has a volatility of 16.85%. This indicates that AAL experiences smaller price fluctuations and is considered to be less risky than ALK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AALALKDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.89%

16.85%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

33.78%

39.23%

-5.45%

Volatility (1Y)

Calculated over the trailing 1-year period

48.80%

49.54%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.05%

42.23%

+5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.00%

43.32%

+9.68%

Dividends

AAL vs. ALK - Dividend Comparison

Neither AAL nor ALK has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AAL
American Airlines Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.63%1.39%1.25%0.77%0.86%0.94%
ALK
Alaska Air Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.72%2.07%2.10%1.63%1.24%0.99%

Financials

AAL vs. ALK - Financials Comparison

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


0.005.00B10.00B15.00B20222023202420252026
13.91B
3.30B
(AAL) Total Revenue
(ALK) Total Revenue
Values in USD except per share items

AAL vs. ALK - Profitability Comparison

The chart below illustrates the profitability comparison between American Airlines Group Inc. and Alaska Air Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
26.0%
93.6%
Portfolio components
AAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Airlines Group Inc. reported a gross profit of 3.62B and revenue of 13.91B. Therefore, the gross margin over that period was 26.0%.

ALK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alaska Air Group, Inc. reported a gross profit of 3.09B and revenue of 3.30B. Therefore, the gross margin over that period was 93.6%.

AAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Airlines Group Inc. reported an operating income of -41.00M and revenue of 13.91B, resulting in an operating margin of -0.3%.

ALK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alaska Air Group, Inc. reported an operating income of -279.00M and revenue of 3.30B, resulting in an operating margin of -8.5%.

AAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Airlines Group Inc. reported a net income of -382.00M and revenue of 13.91B, resulting in a net margin of -2.8%.

ALK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alaska Air Group, Inc. reported a net income of -193.00M and revenue of 3.30B, resulting in a net margin of -5.9%.


Frequently Asked Questions


AAL and ALK have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALK has higher volatility (16.85%) compared to AAL (14.89%). In terms of maximum drawdown, AAL dropped -97.20% vs ALK's -75.76%.

AAL currently has the higher Sharpe Ratio (0.46 vs -0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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