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

Correlation

The correlation between AIG and VOO is 0.59, 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.


-0.50.00.51.00.6

Performance

AIG vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American International Group, Inc. (AIG) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
212.00%
602.93%
AIG
VOO

Key characteristics

Sharpe Ratio

AIG:

0.56

VOO:

2.25

Sortino Ratio

AIG:

0.87

VOO:

2.98

Omega Ratio

AIG:

1.11

VOO:

1.42

Calmar Ratio

AIG:

0.12

VOO:

3.31

Martin Ratio

AIG:

2.19

VOO:

14.77

Ulcer Index

AIG:

5.21%

VOO:

1.90%

Daily Std Dev

AIG:

20.40%

VOO:

12.46%

Max Drawdown

AIG:

-99.64%

VOO:

-33.99%

Current Drawdown

AIG:

-94.19%

VOO:

-2.47%

Returns By Period

In the year-to-date period, AIG achieves a 9.59% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, AIG has underperformed VOO with an annualized return of 5.09%, while VOO has yielded a comparatively higher 13.08% annualized return.


AIG

YTD

9.59%

1M

-2.10%

6M

-1.86%

1Y

11.53%

5Y*

10.06%

10Y*

5.09%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AIG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American International Group, Inc. (AIG) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.000.562.25
The chart of Sortino ratio for AIG, currently valued at 0.87, compared to the broader market-4.00-2.000.002.004.000.872.98
The chart of Omega ratio for AIG, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.42
The chart of Calmar ratio for AIG, currently valued at 0.92, compared to the broader market0.002.004.006.000.923.31
The chart of Martin ratio for AIG, currently valued at 2.19, compared to the broader market-5.000.005.0010.0015.0020.0025.002.1914.77
AIG
VOO

The current AIG Sharpe Ratio is 0.56, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of AIG and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.56
2.25
AIG
VOO

Dividends

AIG vs. VOO - Dividend Comparison

AIG's dividend yield for the trailing twelve months is around 2.15%, more than VOO's 0.91% 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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AIG vs. VOO - Drawdown Comparison

The maximum AIG drawdown since its inception was -99.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AIG and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.25%
-2.47%
AIG
VOO

Volatility

AIG vs. VOO - Volatility Comparison

American International Group, Inc. (AIG) has a higher volatility of 5.70% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that AIG's price experiences larger fluctuations and is considered to be riskier than VOO 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%
3.75%
AIG
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab