AIG vs. IGM
AIG (American International Group, Inc.) is a stock, while IGM (iShares Expanded Tech Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Over the past 10 years, AIG returned 4.99%/yr vs 25.19%/yr for IGM. At a 0.43 correlation, their price movements are largely independent.
Performance
AIG vs. IGM - Performance Comparison
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Returns By Period
In the year-to-date period, AIG achieves a -14.70% return, which is significantly lower than IGM's 31.32% return. Over the past 10 years, AIG has underperformed IGM with an annualized return of 4.99%, while IGM has yielded a comparatively higher 25.19% annualized return.
AIG
- 1D
- -1.69%
- 1M
- -6.46%
- YTD
- -14.70%
- 6M
- -4.81%
- 1Y
- -13.29%
- 3Y*
- 11.98%
- 5Y*
- 8.75%
- 10Y*
- 4.99%
IGM
- 1D
- -0.84%
- 1M
- 16.93%
- YTD
- 31.32%
- 6M
- 29.19%
- 1Y
- 62.26%
- 3Y*
- 39.18%
- 5Y*
- 22.04%
- 10Y*
- 25.19%
AIG vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIG American International Group, Inc. | -14.70% | 20.03% | 9.75% | 9.79% | 13.76% | 53.92% | -23.08% | 33.58% | -32.09% | -6.86% |
IGM iShares Expanded Tech Sector ETF | 31.32% | 26.76% | 36.99% | 60.68% | -35.83% | 25.72% | 45.11% | 41.81% | 2.26% | 37.20% |
Correlation
The correlation between AIG and IGM is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2001 | 0.43 |
The correlation between AIG and IGM shifts across timeframes, from -0.03 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AIG vs. IGM — Risk / Return Rank
AIG
IGM
AIG vs. IGM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American International Group, Inc. (AIG) and iShares Expanded Tech Sector ETF (IGM). 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.
| AIG | IGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.63 | ||
| Sortino ratioReturn per unit of downside risk | -4.43 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.50 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 3.81 | -4.59 |
| Martin ratioReturn relative to average drawdown | -1.37 | 13.36 | -14.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIG | IGM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | 3.07 | -3.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.86 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 1.03 | -0.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.48 | -0.44 |
Drawdowns
AIG vs. IGM - Drawdown Comparison
The maximum AIG drawdown since its inception was -99.64%, which is greater than IGM's maximum drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for AIG and IGM.
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Drawdown Indicators
| AIG | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.64% | -65.59% | -34.05% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -16.44% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -16.98% | -26.39% | +9.41% |
Max Drawdown (5Y)Largest decline over 5 years | -26.45% | -40.68% | +14.23% |
Max Drawdown (10Y)Largest decline over 10 years | -69.58% | -40.68% | -28.90% |
Current DrawdownCurrent decline from peak | -94.10% | -0.84% | -93.26% |
Average DrawdownAverage peak-to-trough decline | -51.21% | -15.23% | -35.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.70% | 4.67% | +5.03% |
Volatility
AIG vs. IGM - Volatility Comparison
The current volatility for American International Group, Inc. (AIG) is 5.70%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 6.10%. This indicates that AIG experiences smaller price fluctuations and is considered to be less risky than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIG | IGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 6.10% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 18.27% | 16.08% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.63% | 20.43% | +3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.58% | 25.68% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.59% | 24.54% | +8.05% |
Dividends
AIG vs. IGM - Dividend Comparison
AIG's dividend yield for the trailing twelve months is around 2.48%, more than IGM's 0.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIG American International Group, Inc. | 2.48% | 2.05% | 2.14% | 2.07% | 2.02% | 2.25% | 3.38% | 2.49% | 3.25% | 2.15% | 1.96% | 1.31% |
IGM iShares Expanded Tech Sector ETF | 0.12% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
Frequently Asked Questions
AIG and IGM have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGM has higher volatility (6.10%) compared to AIG (5.70%). In terms of maximum drawdown, AIG dropped -99.64% vs IGM's -65.59%.
IGM currently has the higher Sharpe Ratio (3.07 vs -0.56), 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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