PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AIG vs. KDP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.56%
-4.52%
AIG
KDP

Returns By Period

In the year-to-date period, AIG achieves a 13.92% return, which is significantly higher than KDP's -0.68% return. Over the past 10 years, AIG has outperformed KDP with an annualized return of 5.78%, while KDP has yielded a comparatively lower -5.72% annualized return.


AIG

YTD

13.92%

1M

-1.36%

6M

-0.99%

1Y

19.43%

5Y (annualized)

10.32%

10Y (annualized)

5.78%

KDP

YTD

-0.68%

1M

-12.68%

6M

-3.93%

1Y

2.11%

5Y (annualized)

3.58%

10Y (annualized)

-5.72%

Fundamentals


AIGKDP
Market Cap$47.39B$43.46B
EPS$5.03$1.66
PE Ratio15.1119.30
PEG Ratio1.042.46
Total Revenue (TTM)$21.41B$15.15B
Gross Profit (TTM)$11.54B$8.31B
EBITDA (TTM)$5.18B$4.27B

Key characteristics


AIGKDP
Sharpe Ratio0.970.21
Sortino Ratio1.370.39
Omega Ratio1.181.05
Calmar Ratio0.200.05
Martin Ratio4.040.62
Ulcer Index4.81%5.96%
Daily Std Dev20.01%17.58%
Max Drawdown-99.64%-83.62%
Current Drawdown-93.96%-69.98%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

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.

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 0.97, compared to the broader market-4.00-2.000.002.004.000.970.21
The chart of Sortino ratio for AIG, currently valued at 1.37, compared to the broader market-4.00-2.000.002.004.001.370.39
The chart of Omega ratio for AIG, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.05
The chart of Calmar ratio for AIG, currently valued at 0.22, compared to the broader market0.002.004.006.000.220.05
The chart of Martin ratio for AIG, currently valued at 4.04, compared to the broader market0.0010.0020.0030.004.040.62
AIG
KDP

The current AIG Sharpe Ratio is 0.97, which is higher than the KDP Sharpe Ratio of 0.21. 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.97
0.21
AIG
KDP

Dividends

AIG vs. KDP - Dividend Comparison

AIG's dividend yield for the trailing twelve months is around 2.00%, less than KDP's 2.71% yield.


TTM20232022202120202019201820172016201520142013
AIG
American International Group, Inc.
2.00%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.
2.71%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%JuneJulyAugustSeptemberOctoberNovember
-86.74%
-69.98%
AIG
KDP

Volatility

AIG vs. KDP - Volatility Comparison

The current volatility for American International Group, Inc. (AIG) is 4.92%, while Keurig Dr Pepper Inc. (KDP) has a volatility of 8.42%. This indicates that AIG experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
4.92%
8.42%
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