AIG vs. CW
AIG (American International Group, Inc.) and CW (Curtiss-Wright Corporation) are both stocks. AIG operates in Insurance - Diversified (Financial Services), while CW operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, AIG returned 6.00%/yr vs 25.12%/yr for CW. At a 0.32 correlation, their price movements are largely independent.
Performance
AIG vs. CW - Performance Comparison
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Returns By Period
In the year-to-date period, AIG achieves a -10.94% return, which is significantly lower than CW's 37.55% return. Over the past 10 years, AIG has underperformed CW with an annualized return of 6.00%, while CW has yielded a comparatively higher 25.12% annualized return.
AIG
- 1D
- 0.56%
- 1M
- -0.05%
- YTD
- -10.94%
- 6M
- -9.79%
- 1Y
- -9.74%
- 3Y*
- 12.63%
- 5Y*
- 10.27%
- 10Y*
- 6.00%
CW
- 1D
- 0.10%
- 1M
- 0.93%
- YTD
- 37.55%
- 6M
- 38.99%
- 1Y
- 60.13%
- 3Y*
- 63.08%
- 5Y*
- 43.15%
- 10Y*
- 25.12%
AIG vs. CW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIG American International Group, Inc. | -10.94% | 20.03% | 9.75% | 9.79% | 13.76% | 53.92% | -23.08% | 33.58% | -32.09% | -6.86% |
CW Curtiss-Wright Corporation | 37.55% | 55.66% | 59.73% | 33.98% | 21.03% | 19.86% | -16.83% | 38.70% | -15.79% | 24.56% |
Correlation
The correlation between AIG and CW is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 1987 | 0.32 |
The correlation between AIG and CW shifts across timeframes, from -0.00 (1 year) to 0.44 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
AIG:
$41.07B
CW:
$28.09B
AIG:
$4.25
CW:
$13.64
AIG:
17.81
CW:
55.58
AIG:
2.14
CW:
7.88
AIG:
$20.00B
CW:
$3.61B
AIG:
$7.09B
CW:
$1.34B
AIG:
$5.81B
CW:
$745.31M
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Return for Risk
AIG vs. CW — Risk / Return Rank
AIG
CW
AIG vs. CW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American International Group, Inc. (AIG) and Curtiss-Wright Corporation (CW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AIG | CW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -2.81 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.31 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 4.66 | -5.24 |
| Martin ratioReturn relative to average drawdown | -1.02 | 13.53 | -14.55 |
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Drawdowns
AIG vs. CW - Drawdown Comparison
The maximum AIG drawdown since its inception was -99.64%, which is greater than CW's maximum drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for AIG and CW.
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Drawdown Indicators
| AIG | CW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.64% | -59.19% | -40.45% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -12.97% | -4.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -27.21% | +10.23% |
Max Drawdown (5Y)Largest decline over 5 years | -26.45% | -27.21% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -69.58% | -48.73% | -20.85% |
Current DrawdownCurrent decline from peak | -93.84% | 0.00% | -93.84% |
Average DrawdownAverage peak-to-trough decline | -51.23% | -13.89% | -37.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.53% | 4.46% | +5.07% |
Volatility
AIG vs. CW - Volatility Comparison
The current volatility for American International Group, Inc. (AIG) is 6.64%, while Curtiss-Wright Corporation (CW) has a volatility of 10.40%. This indicates that AIG experiences smaller price fluctuations and is considered to be less risky than CW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIG | CW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 10.40% | -3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 17.67% | 26.00% | -8.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.69% | 32.95% | -9.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.60% | 27.89% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.60% | 30.31% | +2.29% |
Dividends
AIG vs. CW - Dividend Comparison
AIG's dividend yield for the trailing twelve months is around 2.38%, more than CW's 0.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIG American International Group, Inc. | 2.38% | 2.05% | 2.14% | 2.07% | 2.02% | 2.25% | 3.38% | 2.49% | 3.25% | 2.15% | 1.96% | 1.31% |
CW Curtiss-Wright Corporation | 0.13% | 0.17% | 0.23% | 0.35% | 0.45% | 0.51% | 0.58% | 0.47% | 0.59% | 0.46% | 0.53% | 0.76% |
Financials
AIG vs. CW - Financials Comparison
This section allows you to compare key financial metrics between American International Group, Inc. and Curtiss-Wright 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AIG and CW have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CW has higher volatility (10.40%) compared to AIG (6.64%). In terms of maximum drawdown, AIG dropped -99.64% vs CW's -59.19%.
CW currently has the higher Sharpe Ratio (1.83 vs -0.41), 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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