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

Correlation

The correlation between AIG and KDP is 0.26, 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. KDP - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-87.24%
84.43%
AIG
KDP

Key characteristics

Sharpe Ratio

AIG:

0.56

KDP:

0.17

Sortino Ratio

AIG:

0.87

KDP:

0.34

Omega Ratio

AIG:

1.11

KDP:

1.05

Calmar Ratio

AIG:

0.12

KDP:

0.04

Martin Ratio

AIG:

2.19

KDP:

0.42

Ulcer Index

AIG:

5.21%

KDP:

6.97%

Daily Std Dev

AIG:

20.40%

KDP:

17.26%

Max Drawdown

AIG:

-99.64%

KDP:

-83.62%

Current Drawdown

AIG:

-94.19%

KDP:

-69.86%

Fundamentals

Market Cap

AIG:

$44.42B

KDP:

$44.82B

EPS

AIG:

$5.03

KDP:

$1.66

PE Ratio

AIG:

14.16

KDP:

19.90

PEG Ratio

AIG:

1.02

KDP:

2.33

Total Revenue (TTM)

AIG:

$21.41B

KDP:

$15.15B

Gross Profit (TTM)

AIG:

$11.54B

KDP:

$8.31B

EBITDA (TTM)

AIG:

$5.18B

KDP:

$4.20B

Returns By Period

In the year-to-date period, AIG achieves a 9.59% return, which is significantly higher than KDP's -0.28% return. Over the past 10 years, AIG has outperformed KDP with an annualized return of 5.09%, while KDP has yielded a comparatively lower -5.83% annualized return.


AIG

YTD

9.59%

1M

-2.10%

6M

-1.86%

1Y

11.53%

5Y*

10.06%

10Y*

5.09%

KDP

YTD

-0.28%

1M

1.03%

6M

-4.67%

1Y

2.17%

5Y*

4.67%

10Y*

-5.83%

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Risk-Adjusted Performance

AIG vs. KDP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American International Group, Inc. (AIG) and Keurig Dr Pepper Inc. (KDP). 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-4.00-2.000.002.000.560.17
The chart of Sortino ratio for AIG, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.870.34
The chart of Omega ratio for AIG, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.05
The chart of Calmar ratio for AIG, currently valued at 0.13, compared to the broader market0.002.004.006.000.130.04
The chart of Martin ratio for AIG, currently valued at 2.19, compared to the broader market-5.000.005.0010.0015.0020.0025.002.190.42
AIG
KDP

The current AIG Sharpe Ratio is 0.56, which is higher than the KDP Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of AIG and KDP, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.56
0.17
AIG
KDP

Dividends

AIG vs. KDP - Dividend Comparison

AIG's dividend yield for the trailing twelve months is around 2.15%, less than KDP's 2.70% 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%
KDP
Keurig Dr Pepper Inc.
2.70%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%3.12%

Drawdowns

AIG vs. KDP - Drawdown Comparison

The maximum AIG drawdown since its inception was -99.64%, which is greater than KDP's maximum drawdown of -83.62%. Use the drawdown chart below to compare losses from any high point for AIG and KDP. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%JulyAugustSeptemberOctoberNovemberDecember
-87.24%
-69.86%
AIG
KDP

Volatility

AIG vs. KDP - Volatility Comparison

American International Group, Inc. (AIG) has a higher volatility of 5.70% compared to Keurig Dr Pepper Inc. (KDP) at 4.68%. This indicates that AIG's price experiences larger fluctuations and is considered to be riskier than KDP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.70%
4.68%
AIG
KDP

Financials

AIG vs. KDP - Financials Comparison

This section allows you to compare key financial metrics between American International Group, Inc. and Keurig Dr Pepper Inc.. 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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