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

Performance

AIG vs. MET - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-1.49%
19.23%
AIG
MET

Returns By Period

In the year-to-date period, AIG achieves a 13.92% return, which is significantly lower than MET's 32.86% return. Over the past 10 years, AIG has underperformed MET with an annualized return of 5.78%, while MET has yielded a comparatively higher 8.17% annualized return.


AIG

YTD

13.92%

1M

-1.36%

6M

-0.99%

1Y

19.43%

5Y (annualized)

10.32%

10Y (annualized)

5.78%

MET

YTD

32.86%

1M

1.23%

6M

20.71%

1Y

39.53%

5Y (annualized)

15.39%

10Y (annualized)

8.17%

Fundamentals


AIGMET
Market Cap$47.39B$57.19B
EPS$5.03$4.93
PE Ratio15.1116.75
PEG Ratio1.040.14
Total Revenue (TTM)$21.41B$71.35B
Gross Profit (TTM)$11.54B$71.35B
EBITDA (TTM)$5.18B$3.06B

Key characteristics


AIGMET
Sharpe Ratio0.971.96
Sortino Ratio1.372.42
Omega Ratio1.181.36
Calmar Ratio0.202.68
Martin Ratio4.0411.66
Ulcer Index4.81%3.53%
Daily Std Dev20.01%21.00%
Max Drawdown-99.64%-82.93%
Current Drawdown-93.96%-0.10%

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Correlation

-0.50.00.51.00.6

The correlation between AIG and MET is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

AIG vs. MET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American International Group, Inc. (AIG) and MetLife, Inc. (MET). 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-4.00-2.000.002.004.000.971.96
The chart of Sortino ratio for AIG, currently valued at 1.37, compared to the broader market-4.00-2.000.002.004.001.372.42
The chart of Omega ratio for AIG, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.36
The chart of Calmar ratio for AIG, currently valued at 0.20, compared to the broader market0.002.004.006.000.202.68
The chart of Martin ratio for AIG, currently valued at 4.04, compared to the broader market0.0010.0020.0030.004.0411.66
AIG
MET

The current AIG Sharpe Ratio is 0.97, which is lower than the MET Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of AIG and MET, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.97
1.96
AIG
MET

Dividends

AIG vs. MET - Dividend Comparison

AIG's dividend yield for the trailing twelve months is around 2.00%, less than MET's 2.55% 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%
MET
MetLife, Inc.
2.55%3.12%2.74%3.04%3.88%3.41%4.04%0.79%0.00%0.00%0.00%0.00%

Drawdowns

AIG vs. MET - Drawdown Comparison

The maximum AIG drawdown since its inception was -99.64%, which is greater than MET's maximum drawdown of -82.93%. Use the drawdown chart below to compare losses from any high point for AIG and MET. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-93.96%
-0.10%
AIG
MET

Volatility

AIG vs. MET - Volatility Comparison

The current volatility for American International Group, Inc. (AIG) is 4.92%, while MetLife, Inc. (MET) has a volatility of 10.32%. This indicates that AIG experiences smaller price fluctuations and is considered to be less risky than MET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.92%
10.32%
AIG
MET

Financials

AIG vs. MET - Financials Comparison

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