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AIG vs. ESLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AIG vs. ESLT - Performance Comparison

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

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Returns By Period

In the year-to-date period, AIG achieves a -10.94% return, which is significantly lower than ESLT's 48.00% return. Over the past 10 years, AIG has underperformed ESLT with an annualized return of 6.00%, while ESLT has yielded a comparatively higher 26.53% 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%

ESLT

1D
-6.48%
1M
9.58%
YTD
48.00%
6M
66.16%
1Y
98.98%
3Y*
60.86%
5Y*
46.38%
10Y*
26.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIG vs. ESLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ESLT
Elbit Systems Ltd
48.00%125.14%22.17%31.30%-4.82%34.77%-14.56%37.62%-13.22%32.65%

Correlation

The correlation between AIG and ESLT is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Nov 27, 1996

0.20

The correlation between AIG and ESLT shifts across timeframes, from 0.05 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AIG:

$41.07B

ESLT:

$41.10B

EPS

AIG:

$4.25

ESLT:

$12.36

PE Ratio

AIG:

17.81

ESLT:

69.08

PS Ratio

AIG:

2.14

ESLT:

4.93

Total Revenue (TTM)

AIG:

$20.00B

ESLT:

$8.23B

Gross Profit (TTM)

AIG:

$7.09B

ESLT:

$2.03B

EBITDA (TTM)

AIG:

$5.81B

ESLT:

$861.06M

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Return for Risk

AIG vs. ESLT — Risk / Return Rank

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

AIG
AIG Risk / Return Rank: 2323
Overall Rank
AIG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AIG Sortino Ratio Rank: 2222
Sortino Ratio Rank
AIG Omega Ratio Rank: 2222
Omega Ratio Rank
AIG Calmar Ratio Rank: 2222
Calmar Ratio Rank
AIG Martin Ratio Rank: 2222
Martin Ratio Rank

ESLT
ESLT Risk / Return Rank: 9090
Overall Rank
ESLT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ESLT Sortino Ratio Rank: 9191
Sortino Ratio Rank
ESLT Omega Ratio Rank: 8888
Omega Ratio Rank
ESLT Calmar Ratio Rank: 8888
Calmar Ratio Rank
ESLT Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AIG vs. ESLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American International Group, Inc. (AIG) and Elbit Systems Ltd (ESLT). 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.


AIGESLTDifference
Sharpe ratioReturn per unit of total volatility

-2.67

Sortino ratioReturn per unit of downside risk

-3.62

Omega ratioGain probability vs. loss probability

0.94

1.38

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.58

3.83

-4.41

Martin ratioReturn relative to average drawdown

-1.02

10.61

-11.64

AIG vs. ESLT - Sharpe Ratio Comparison

The current AIG Sharpe Ratio is -0.41, which is lower than the ESLT Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of AIG and ESLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AIG vs. ESLT - Drawdown Comparison

The maximum AIG drawdown since its inception was -99.64%, which is greater than ESLT's maximum drawdown of -53.79%. Use the drawdown chart below to compare losses from any high point for AIG and ESLT.


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Drawdown Indicators


AIGESLTDifference

Max Drawdown

Largest peak-to-trough decline

-99.64%

-53.79%

-45.85%

Max Drawdown (1Y)

Largest decline over 1 year

-16.98%

-25.98%

+9.00%

Max Drawdown (3Y)

Largest decline over 3 years

-16.98%

-25.98%

+9.00%

Max Drawdown (5Y)

Largest decline over 5 years

-26.45%

-32.89%

+6.44%

Max Drawdown (10Y)

Largest decline over 10 years

-69.58%

-32.89%

-36.69%

Current Drawdown

Current decline from peak

-93.84%

-15.71%

-78.13%

Average Drawdown

Average peak-to-trough decline

-51.23%

-13.91%

-37.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.53%

9.36%

+0.17%

Volatility

AIG vs. ESLT - Volatility Comparison

The current volatility for American International Group, Inc. (AIG) is 6.64%, while Elbit Systems Ltd (ESLT) has a volatility of 19.89%. This indicates that AIG experiences smaller price fluctuations and is considered to be less risky than ESLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGESLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

19.89%

-13.25%

Volatility (6M)

Calculated over the trailing 6-month period

17.67%

35.93%

-18.26%

Volatility (1Y)

Calculated over the trailing 1-year period

23.69%

44.11%

-20.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.60%

33.66%

-7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.60%

29.42%

+3.18%

Dividends

AIG vs. ESLT - Dividend Comparison

AIG's dividend yield for the trailing twelve months is around 2.38%, more than ESLT's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ESLT
Elbit Systems Ltd
0.36%0.47%0.77%0.94%1.22%1.03%1.28%1.14%1.54%1.32%1.57%1.63%

Financials

AIG vs. ESLT - Financials Comparison

This section allows you to compare key financial metrics between American International Group, Inc. and Elbit Systems Ltd. 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


0.005.00B10.00B15.00B202220232024202520260
2.19B
(AIG) Total Revenue
(ESLT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AIG and ESLT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESLT has higher volatility (19.89%) compared to AIG (6.64%). In terms of maximum drawdown, AIG dropped -99.64% vs ESLT's -53.79%.

ESLT currently has the higher Sharpe Ratio (2.26 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.

Portfolio Optimizer

Find the right allocation for AIG and ESLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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