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AIG vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AIG and COST is 0.30, 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.


-0.50.00.51.00.3

Performance

AIG vs. COST - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%JulyAugustSeptemberOctoberNovemberDecember
-59.84%
15,414.85%
AIG
COST

Key characteristics

Sharpe Ratio

AIG:

0.56

COST:

2.60

Sortino Ratio

AIG:

0.87

COST:

3.20

Omega Ratio

AIG:

1.11

COST:

1.46

Calmar Ratio

AIG:

0.12

COST:

4.72

Martin Ratio

AIG:

2.19

COST:

12.17

Ulcer Index

AIG:

5.21%

COST:

3.98%

Daily Std Dev

AIG:

20.40%

COST:

18.66%

Max Drawdown

AIG:

-99.64%

COST:

-53.39%

Current Drawdown

AIG:

-94.19%

COST:

-4.08%

Fundamentals

Market Cap

AIG:

$44.42B

COST:

$435.99B

EPS

AIG:

$5.03

COST:

$16.98

PE Ratio

AIG:

14.16

COST:

57.84

PEG Ratio

AIG:

1.02

COST:

5.99

Total Revenue (TTM)

AIG:

$21.41B

COST:

$258.81B

Gross Profit (TTM)

AIG:

$11.54B

COST:

$32.80B

EBITDA (TTM)

AIG:

$5.18B

COST:

$12.25B

Returns By Period

In the year-to-date period, AIG achieves a 9.59% return, which is significantly lower than COST's 45.38% return. Over the past 10 years, AIG has underperformed COST with an annualized return of 5.09%, while COST has yielded a comparatively higher 23.42% annualized return.


AIG

YTD

9.59%

1M

-2.10%

6M

-1.86%

1Y

11.53%

5Y*

10.06%

10Y*

5.09%

COST

YTD

45.38%

1M

2.80%

6M

12.78%

1Y

47.55%

5Y*

28.68%

10Y*

23.42%

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Risk-Adjusted Performance

AIG vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American International Group, Inc. (AIG) and Costco Wholesale Corporation (COST). 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 0.56, compared to the broader market-4.00-2.000.002.000.562.60
The chart of Sortino ratio for AIG, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.873.20
The chart of Omega ratio for AIG, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.46
The chart of Calmar ratio for AIG, currently valued at 0.12, compared to the broader market0.002.004.006.000.124.72
The chart of Martin ratio for AIG, currently valued at 2.19, compared to the broader market-5.000.005.0010.0015.0020.0025.002.1912.17
AIG
COST

The current AIG Sharpe Ratio is 0.56, which is lower than the COST Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of AIG and COST, 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
0.56
2.60
AIG
COST

Dividends

AIG vs. COST - Dividend Comparison

AIG's dividend yield for the trailing twelve months is around 2.15%, more than COST's 2.04% yield.


TTM20232022202120202019201820172016201520142013
AIG
American International Group, Inc.
2.15%2.07%2.02%2.25%3.38%2.49%3.25%2.15%1.96%1.31%0.89%0.39%
COST
Costco Wholesale Corporation
2.04%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

AIG vs. COST - Drawdown Comparison

The maximum AIG drawdown since its inception was -99.64%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for AIG and COST. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-94.19%
-4.08%
AIG
COST

Volatility

AIG vs. COST - Volatility Comparison

American International Group, Inc. (AIG) has a higher volatility of 5.70% compared to Costco Wholesale Corporation (COST) at 4.84%. This indicates that AIG's price experiences larger fluctuations and is considered to be riskier than COST 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
5.70%
4.84%
AIG
COST

Financials

AIG vs. COST - Financials Comparison

This section allows you to compare key financial metrics between American International Group, Inc. and Costco Wholesale 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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