PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AIG vs. ALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AIG and ALL is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AIG vs. ALL - Performance Comparison

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

-500.00%0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
-56.51%
2,664.39%
AIG
ALL

Key characteristics

Sharpe Ratio

AIG:

0.37

ALL:

1.88

Sortino Ratio

AIG:

0.63

ALL:

2.60

Omega Ratio

AIG:

1.08

ALL:

1.33

Calmar Ratio

AIG:

0.08

ALL:

3.94

Martin Ratio

AIG:

1.47

ALL:

10.72

Ulcer Index

AIG:

5.15%

ALL:

3.66%

Daily Std Dev

AIG:

20.31%

ALL:

20.88%

Max Drawdown

AIG:

-99.64%

ALL:

-77.03%

Current Drawdown

AIG:

-94.40%

ALL:

-8.75%

Fundamentals

Market Cap

AIG:

$44.42B

ALL:

$51.21B

EPS

AIG:

$5.03

ALL:

$15.47

PE Ratio

AIG:

14.16

ALL:

12.50

PEG Ratio

AIG:

1.02

ALL:

3.40

Total Revenue (TTM)

AIG:

$21.41B

ALL:

$62.43B

Gross Profit (TTM)

AIG:

$11.54B

ALL:

$53.41B

EBITDA (TTM)

AIG:

$5.18B

ALL:

$16.31B

Returns By Period

In the year-to-date period, AIG achieves a 5.53% return, which is significantly lower than ALL's 38.03% return. Over the past 10 years, AIG has underperformed ALL with an annualized return of 4.82%, while ALL has yielded a comparatively higher 12.95% annualized return.


AIG

YTD

5.53%

1M

-7.76%

6M

-4.53%

1Y

6.02%

5Y*

9.25%

10Y*

4.82%

ALL

YTD

38.03%

1M

-4.94%

6M

19.34%

1Y

39.75%

5Y*

14.01%

10Y*

12.95%

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

AIG vs. ALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American International Group, Inc. (AIG) and The Allstate Corporation (ALL). 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 AIG, currently valued at 0.37, compared to the broader market-4.00-2.000.002.000.371.88
The chart of Sortino ratio for AIG, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.632.60
The chart of Omega ratio for AIG, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.33
The chart of Calmar ratio for AIG, currently valued at 0.08, compared to the broader market0.002.004.006.000.083.94
The chart of Martin ratio for AIG, currently valued at 1.47, compared to the broader market0.0010.0020.001.4710.72
AIG
ALL

The current AIG Sharpe Ratio is 0.37, which is lower than the ALL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of AIG and ALL, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.37
1.88
AIG
ALL

Dividends

AIG vs. ALL - Dividend Comparison

AIG's dividend yield for the trailing twelve months is around 2.23%, more than ALL's 1.94% yield.


TTM20232022202120202019201820172016201520142013
AIG
American International Group, Inc.
2.23%2.07%2.02%2.25%3.38%2.49%3.25%2.15%1.96%1.31%0.89%0.39%
ALL
The Allstate Corporation
1.94%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%1.83%

Drawdowns

AIG vs. ALL - Drawdown Comparison

The maximum AIG drawdown since its inception was -99.64%, which is greater than ALL's maximum drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for AIG and ALL. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-94.40%
-8.75%
AIG
ALL

Volatility

AIG vs. ALL - Volatility Comparison

The current volatility for American International Group, Inc. (AIG) is 4.94%, while The Allstate Corporation (ALL) has a volatility of 6.78%. This indicates that AIG experiences smaller price fluctuations and is considered to be less risky than ALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.94%
6.78%
AIG
ALL

Financials

AIG vs. ALL - Financials Comparison

This section allows you to compare key financial metrics between American International Group, Inc. and The Allstate 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab