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

Performance

AAL vs. UAL - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
-47.85%
187.59%
AAL
UAL

Returns By Period

In the year-to-date period, AAL achieves a 4.73% return, which is significantly lower than UAL's 120.96% return. Over the past 10 years, AAL has underperformed UAL with an annualized return of -10.15%, while UAL has yielded a comparatively higher 4.58% annualized return.


AAL

YTD

4.73%

1M

9.93%

6M

-2.31%

1Y

17.09%

5Y (annualized)

-13.23%

10Y (annualized)

-10.15%

UAL

YTD

120.96%

1M

26.59%

6M

65.85%

1Y

132.10%

5Y (annualized)

-0.29%

10Y (annualized)

4.58%

Fundamentals


AALUAL
Market Cap$9.14B$29.31B
EPS$0.42$8.39
PE Ratio33.1210.62
PEG Ratio0.180.76
Total Revenue (TTM)$53.61B$55.99B
Gross Profit (TTM)$10.91B$9.24B
EBITDA (TTM)$3.85B$6.85B

Key characteristics


AALUAL
Sharpe Ratio0.382.90
Sortino Ratio0.833.82
Omega Ratio1.111.47
Calmar Ratio0.192.11
Martin Ratio0.7812.51
Ulcer Index20.39%10.25%
Daily Std Dev41.45%44.21%
Max Drawdown-97.20%-93.50%
Current Drawdown-75.75%-5.72%

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Correlation

-0.50.00.51.00.8

The correlation between AAL and UAL 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.

Risk-Adjusted Performance

AAL vs. UAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Airlines Group Inc. (AAL) and United Airlines Holdings, Inc. (UAL). 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 0.38, compared to the broader market-4.00-2.000.002.000.382.90
The chart of Sortino ratio for AAL, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.833.82
The chart of Omega ratio for AAL, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.47
The chart of Calmar ratio for AAL, currently valued at 0.19, compared to the broader market0.002.004.006.000.192.11
The chart of Martin ratio for AAL, currently valued at 0.78, compared to the broader market0.0010.0020.0030.000.7812.51
AAL
UAL

The current AAL Sharpe Ratio is 0.38, which is lower than the UAL Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of AAL and UAL, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.38
2.90
AAL
UAL

Dividends

AAL vs. UAL - Dividend Comparison

Neither AAL nor UAL has paid dividends to shareholders.


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%
UAL
United Airlines Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AAL vs. UAL - Drawdown Comparison

The maximum AAL drawdown since its inception was -97.20%, roughly equal to the maximum UAL drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for AAL and UAL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-75.75%
-5.72%
AAL
UAL

Volatility

AAL vs. UAL - Volatility Comparison

The current volatility for American Airlines Group Inc. (AAL) is 11.14%, while United Airlines Holdings, Inc. (UAL) has a volatility of 12.67%. This indicates that AAL experiences smaller price fluctuations and is considered to be less risky than UAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
11.14%
12.67%
AAL
UAL

Financials

AAL vs. UAL - Financials Comparison

This section allows you to compare key financial metrics between American Airlines Group Inc. and United Airlines Holdings, 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