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

Correlation

The correlation between AAL and DAL is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

AAL vs. DAL - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
77.87%
57.72%
AAL
DAL

Key characteristics

Sharpe Ratio

AAL:

0.82

DAL:

2.50

Sortino Ratio

AAL:

1.47

DAL:

3.52

Omega Ratio

AAL:

1.19

DAL:

1.41

Calmar Ratio

AAL:

0.41

DAL:

2.02

Martin Ratio

AAL:

1.71

DAL:

7.99

Ulcer Index

AAL:

20.38%

DAL:

10.19%

Daily Std Dev

AAL:

42.51%

DAL:

32.48%

Max Drawdown

AAL:

-97.20%

DAL:

-81.73%

Current Drawdown

AAL:

-68.59%

DAL:

0.00%

Fundamentals

Market Cap

AAL:

$12.01B

DAL:

$42.70B

EPS

AAL:

$0.42

DAL:

$5.30

PE Ratio

AAL:

43.50

DAL:

12.42

PEG Ratio

AAL:

0.22

DAL:

39.29

Total Revenue (TTM)

AAL:

$40.55B

DAL:

$61.64B

Gross Profit (TTM)

AAL:

$8.28B

DAL:

$13.81B

EBITDA (TTM)

AAL:

$3.25B

DAL:

$7.34B

Returns By Period

In the year-to-date period, AAL achieves a 6.94% return, which is significantly lower than DAL's 12.96% return. Over the past 10 years, AAL has underperformed DAL with an annualized return of -9.91%, while DAL has yielded a comparatively higher 4.32% annualized return.


AAL

YTD

6.94%

1M

10.43%

6M

77.86%

1Y

36.86%

5Y*

-8.30%

10Y*

-9.91%

DAL

YTD

12.96%

1M

12.16%

6M

57.72%

1Y

86.79%

5Y*

3.02%

10Y*

4.32%

*Annualized

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Risk-Adjusted Performance

AAL vs. DAL — Risk-Adjusted Performance Rank

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

AAL
The Risk-Adjusted Performance Rank of AAL is 6868
Overall Rank
The Sharpe Ratio Rank of AAL is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of AAL is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AAL is 7070
Omega Ratio Rank
The Calmar Ratio Rank of AAL is 6464
Calmar Ratio Rank
The Martin Ratio Rank of AAL is 6464
Martin Ratio Rank

DAL
The Risk-Adjusted Performance Rank of DAL is 9292
Overall Rank
The Sharpe Ratio Rank of DAL is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of DAL is 9494
Sortino Ratio Rank
The Omega Ratio Rank of DAL is 9191
Omega Ratio Rank
The Calmar Ratio Rank of DAL is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DAL is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AAL vs. DAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Airlines Group Inc. (AAL) and Delta Air Lines, Inc. (DAL). 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 0.82, compared to the broader market-2.000.002.004.000.822.50
The chart of Sortino ratio for AAL, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.006.001.473.52
The chart of Omega ratio for AAL, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.41
The chart of Calmar ratio for AAL, currently valued at 0.42, compared to the broader market0.002.004.006.000.422.02
The chart of Martin ratio for AAL, currently valued at 1.71, compared to the broader market0.0010.0020.0030.001.717.99
AAL
DAL

The current AAL Sharpe Ratio is 0.82, which is lower than the DAL Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of AAL and DAL, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.82
2.50
AAL
DAL

Dividends

AAL vs. DAL - Dividend Comparison

AAL has not paid dividends to shareholders, while DAL's dividend yield for the trailing twelve months is around 0.73%.


TTM20242023202220212020201920182017201620152014
AAL
American Airlines Group Inc.
0.00%0.00%0.00%0.00%0.00%0.63%1.39%1.25%0.77%0.86%0.94%0.37%
DAL
Delta Air Lines, Inc.
0.73%0.83%0.50%0.00%0.00%1.00%2.58%2.63%1.81%1.37%0.89%0.61%

Drawdowns

AAL vs. DAL - Drawdown Comparison

The maximum AAL drawdown since its inception was -97.20%, which is greater than DAL's maximum drawdown of -81.73%. Use the drawdown chart below to compare losses from any high point for AAL and DAL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-67.29%
0
AAL
DAL

Volatility

AAL vs. DAL - Volatility Comparison

The current volatility for American Airlines Group Inc. (AAL) is 9.24%, while Delta Air Lines, Inc. (DAL) has a volatility of 11.86%. This indicates that AAL experiences smaller price fluctuations and is considered to be less risky than DAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
9.24%
11.86%
AAL
DAL

Financials

AAL vs. DAL - Financials Comparison

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