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AXA.DE vs. AIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


AXA.DEAIG
YTD Return30.25%10.35%
1Y Return32.31%21.86%
3Y Return (Ann)23.08%13.63%
5Y Return (Ann)17.96%7.83%
10Y Return (Ann)12.97%5.42%
Sharpe Ratio1.921.14
Daily Std Dev16.64%20.10%
Max Drawdown-82.28%-99.64%
Current Drawdown-0.11%-94.15%

Fundamentals


AXA.DEAIG
Market Cap€81.48B$47.39B
EPS€2.88$5.25
PE Ratio12.5614.02
PEG Ratio1.210.85
Total Revenue (TTM)€128.95B$33.33B
Gross Profit (TTM)€140.84B$22.69B
EBITDA (TTM)-€1.03B$3.92B

Correlation

-0.50.00.51.00.3

The correlation between AXA.DE and AIG is 0.31, 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.

Performance

AXA.DE vs. AIG - Performance Comparison

In the year-to-date period, AXA.DE achieves a 30.25% return, which is significantly higher than AIG's 10.35% return. Over the past 10 years, AXA.DE has outperformed AIG with an annualized return of 12.97%, while AIG has yielded a comparatively lower 5.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
12.91%
-3.04%
AXA.DE
AIG

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Risk-Adjusted Performance

AXA.DE vs. AIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA SA (AXA.DE) and American International Group, Inc. (AIG). 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.


AXA.DE
Sharpe ratio
The chart of Sharpe ratio for AXA.DE, currently valued at 2.23, compared to the broader market-4.00-2.000.002.002.23
Sortino ratio
The chart of Sortino ratio for AXA.DE, currently valued at 2.83, compared to the broader market-6.00-4.00-2.000.002.004.002.83
Omega ratio
The chart of Omega ratio for AXA.DE, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for AXA.DE, currently valued at 2.81, compared to the broader market0.001.002.003.004.005.002.81
Martin ratio
The chart of Martin ratio for AXA.DE, currently valued at 11.12, compared to the broader market-10.000.0010.0020.0011.12
AIG
Sharpe ratio
The chart of Sharpe ratio for AIG, currently valued at 1.14, compared to the broader market-4.00-2.000.002.001.14
Sortino ratio
The chart of Sortino ratio for AIG, currently valued at 1.54, compared to the broader market-6.00-4.00-2.000.002.004.001.54
Omega ratio
The chart of Omega ratio for AIG, currently valued at 1.21, compared to the broader market0.501.001.501.21
Calmar ratio
The chart of Calmar ratio for AIG, currently valued at 0.24, compared to the broader market0.001.002.003.004.005.000.24
Martin ratio
The chart of Martin ratio for AIG, currently valued at 5.22, compared to the broader market-10.000.0010.0020.005.22

AXA.DE vs. AIG - Sharpe Ratio Comparison

The current AXA.DE Sharpe Ratio is 1.92, which is higher than the AIG Sharpe Ratio of 1.14. The chart below compares the 12-month rolling Sharpe Ratio of AXA.DE and AIG.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.23
1.14
AXA.DE
AIG

Dividends

AXA.DE vs. AIG - Dividend Comparison

AXA.DE's dividend yield for the trailing twelve months is around 5.47%, more than AIG's 2.07% yield.


TTM20232022202120202019201820172016201520142013
AXA.DE
AXA SA
5.47%5.76%5.87%5.44%10.95%5.31%6.66%4.67%4.58%3.74%4.21%3.57%
AIG
American International Group, Inc.
2.07%2.07%2.02%2.25%3.38%2.49%3.25%2.15%1.96%1.31%0.89%0.39%

Drawdowns

AXA.DE vs. AIG - Drawdown Comparison

The maximum AXA.DE drawdown since its inception was -82.28%, smaller than the maximum AIG drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for AXA.DE and AIG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-0.28%
-94.15%
AXA.DE
AIG

Volatility

AXA.DE vs. AIG - Volatility Comparison

The current volatility for AXA SA (AXA.DE) is 3.21%, while American International Group, Inc. (AIG) has a volatility of 6.13%. This indicates that AXA.DE experiences smaller price fluctuations and is considered to be less risky than AIG 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%AprilMayJuneJulyAugustSeptember
3.21%
6.13%
AXA.DE
AIG

Financials

AXA.DE vs. AIG - Financials Comparison

This section allows you to compare key financial metrics between AXA SA and American International 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



Please note, different currencies. AXA.DE values in EUR, AIG values in USD