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AIG vs. IGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIG vs. IGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American International Group, Inc. (AIG) and iShares Expanded Tech Sector ETF (IGM). 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 -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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIG vs. IGM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

AIG
AIG Risk / Return Rank: 1414
Overall Rank
AIG Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
AIG Sortino Ratio Rank: 1717
Sortino Ratio Rank
AIG Omega Ratio Rank: 1616
Omega Ratio Rank
AIG Calmar Ratio Rank: 1111
Calmar Ratio Rank
AIG Martin Ratio Rank: 88
Martin Ratio Rank

IGM
IGM Risk / Return Rank: 7979
Overall Rank
IGM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 8383
Sortino Ratio Rank
IGM Omega Ratio Rank: 8181
Omega Ratio Rank
IGM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGM Martin Ratio Rank: 7070
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. 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.


AIGIGMDifference
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

AIG vs. IGM - Sharpe Ratio Comparison

The current AIG Sharpe Ratio is -0.56, which is lower than the IGM Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of AIG and IGM, 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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Sharpe Ratios by Period


AIGIGMDifference

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


AIGIGMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-94.10%

-0.84%

-93.26%

Average Drawdown

Average peak-to-trough decline

-51.21%

-15.23%

-35.98%

Ulcer Index

Depth 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


AIGIGMDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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