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ALK vs. AAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ALK vs. AAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alaska Air Group, Inc. (ALK) and American Airlines Group Inc. (AAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALK achieves a -2.98% return, which is significantly lower than AAL's 4.89% return. Over the past 10 years, ALK has outperformed AAL with an annualized return of -0.76%, while AAL has yielded a comparatively lower -4.69% annualized return.


ALK

1D
-0.93%
1M
18.05%
YTD
-2.98%
6M
-8.75%
1Y
3.87%
3Y*
-0.31%
5Y*
-5.21%
10Y*
-0.76%

AAL

1D
0.56%
1M
16.10%
YTD
4.89%
6M
-1.11%
1Y
51.41%
3Y*
-0.37%
5Y*
-6.25%
10Y*
-4.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALK vs. AAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALK
Alaska Air Group, Inc.
-2.98%-22.32%65.73%-9.01%-17.58%0.19%-22.81%13.78%-15.55%-15.90%
AAL
American Airlines Group Inc.
4.89%-12.05%26.86%8.02%-29.18%13.89%-44.81%-9.57%-37.69%12.40%

Correlation

The correlation between ALK and AAL is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2005

0.67

The correlation between ALK and AAL has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

Fundamentals

Market Cap

ALK:

$5.58B

AAL:

$10.63B

EPS

ALK:

$0.61

AAL:

$0.31

PE Ratio

ALK:

79.56

AAL:

52.61

PEG Ratio

ALK:

1.52

AAL:

0.60

PS Ratio

ALK:

0.40

AAL:

0.19

Total Revenue (TTM)

ALK:

$14.40B

AAL:

$55.99B

Gross Profit (TTM)

ALK:

$11.07B

AAL:

$12.21B

EBITDA (TTM)

ALK:

$1.02B

AAL:

$4.16B

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Return for Risk

ALK vs. AAL — Risk / Return Rank

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

ALK
ALK Risk / Return Rank: 4343
Overall Rank
ALK Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ALK Sortino Ratio Rank: 4343
Sortino Ratio Rank
ALK Omega Ratio Rank: 4141
Omega Ratio Rank
ALK Calmar Ratio Rank: 4444
Calmar Ratio Rank
ALK Martin Ratio Rank: 4444
Martin Ratio Rank

AAL
AAL Risk / Return Rank: 7070
Overall Rank
AAL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AAL Sortino Ratio Rank: 7171
Sortino Ratio Rank
AAL Omega Ratio Rank: 6868
Omega Ratio Rank
AAL Calmar Ratio Rank: 6868
Calmar Ratio Rank
AAL Martin Ratio Rank: 6969
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.

ALK vs. AAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alaska Air Group, Inc. (ALK) and American Airlines Group Inc. (AAL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ALKAALDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.06

1.20

-0.15

Calmar ratioReturn relative to maximum drawdown

0.08

1.38

-1.30

Martin ratioReturn relative to average drawdown

0.15

3.23

-3.08

ALK vs. AAL - Sharpe Ratio Comparison

The current ALK Sharpe Ratio is 0.08, which is lower than the AAL Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ALK and AAL, 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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Drawdowns

ALK vs. AAL - Drawdown Comparison

The maximum ALK drawdown since its inception was -75.76%, smaller than the maximum AAL drawdown of -97.20%. Use the drawdown chart below to compare losses from any high point for ALK and AAL.


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Drawdown Indicators


ALKAALDifference

Max Drawdown

Largest peak-to-trough decline

-75.76%

-97.20%

+21.44%

Max Drawdown (1Y)

Largest decline over 1 year

-46.46%

-37.39%

-9.07%

Max Drawdown (3Y)

Largest decline over 3 years

-55.37%

-51.76%

-3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-55.37%

-59.42%

+4.05%

Max Drawdown (10Y)

Largest decline over 10 years

-75.06%

-84.14%

+9.08%

Current Drawdown

Current decline from peak

-48.34%

-72.90%

+24.56%

Average Drawdown

Average peak-to-trough decline

-27.86%

-60.45%

+32.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.80%

15.96%

+9.84%

Volatility

ALK vs. AAL - Volatility Comparison

Alaska Air Group, Inc. (ALK) has a higher volatility of 19.15% compared to American Airlines Group Inc. (AAL) at 15.55%. This indicates that ALK's price experiences larger fluctuations and is considered to be riskier than AAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALKAALDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.15%

15.55%

+3.60%

Volatility (6M)

Calculated over the trailing 6-month period

41.37%

35.28%

+6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

51.76%

49.23%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.87%

48.34%

-5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.62%

53.09%

-9.47%

Dividends

ALK vs. AAL - Dividend Comparison

Neither ALK nor AAL has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AAL
American Airlines Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.63%1.39%1.25%0.77%0.86%0.94%
ALK
Alaska Air Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.72%2.07%2.10%1.63%1.24%0.99%

Financials

ALK vs. AAL - Financials Comparison

This section allows you to compare key financial metrics between Alaska Air Group, Inc. and American Airlines Group 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


0.005.00B10.00B15.00B20222023202420252026
3.30B
13.91B
(ALK) Total Revenue
(AAL) Total Revenue
Values in USD except per share items

ALK vs. AAL - Profitability Comparison

The chart below illustrates the profitability comparison between Alaska Air Group, Inc. and American Airlines Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
93.6%
26.0%
Portfolio components
ALK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alaska Air Group, Inc. reported a gross profit of 3.09B and revenue of 3.30B. Therefore, the gross margin over that period was 93.6%.

AAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Airlines Group Inc. reported a gross profit of 3.62B and revenue of 13.91B. Therefore, the gross margin over that period was 26.0%.

ALK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alaska Air Group, Inc. reported an operating income of -279.00M and revenue of 3.30B, resulting in an operating margin of -8.5%.

AAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Airlines Group Inc. reported an operating income of -41.00M and revenue of 13.91B, resulting in an operating margin of -0.3%.

ALK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alaska Air Group, Inc. reported a net income of -193.00M and revenue of 3.30B, resulting in a net margin of -5.9%.

AAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Airlines Group Inc. reported a net income of -382.00M and revenue of 13.91B, resulting in a net margin of -2.8%.


Frequently Asked Questions


ALK and AAL have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALK has higher volatility (19.15%) compared to AAL (15.55%). In terms of maximum drawdown, ALK dropped -75.76% vs AAL's -97.20%.

AAL currently has the higher Sharpe Ratio (1.05 vs 0.08), 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.

Portfolio Optimizer

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