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CW vs. AIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CW vs. AIG - Performance Comparison

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

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Returns By Period

In the year-to-date period, CW achieves a 37.55% return, which is significantly higher than AIG's -10.94% return. Over the past 10 years, CW has outperformed AIG with an annualized return of 25.12%, while AIG has yielded a comparatively lower 6.00% annualized return.


CW

1D
0.10%
1M
0.93%
YTD
37.55%
6M
38.99%
1Y
60.13%
3Y*
63.08%
5Y*
43.15%
10Y*
25.12%

AIG

1D
0.56%
1M
-0.05%
YTD
-10.94%
6M
-9.79%
1Y
-9.74%
3Y*
12.63%
5Y*
10.27%
10Y*
6.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CW vs. AIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CW
Curtiss-Wright Corporation
37.55%55.66%59.73%33.98%21.03%19.86%-16.83%38.70%-15.79%24.56%
AIG
American International Group, Inc.
-10.94%20.03%9.75%9.79%13.76%53.92%-23.08%33.58%-32.09%-6.86%

Correlation

The correlation between CW and AIG is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

0.22

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

0.33

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

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1987

0.32

The correlation between CW and AIG shifts across timeframes, from -0.00 (1 year) to 0.44 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CW:

$28.09B

AIG:

$41.07B

EPS

CW:

$13.64

AIG:

$4.25

PE Ratio

CW:

55.58

AIG:

17.81

PS Ratio

CW:

7.88

AIG:

2.14

Total Revenue (TTM)

CW:

$3.61B

AIG:

$20.00B

Gross Profit (TTM)

CW:

$1.34B

AIG:

$7.09B

EBITDA (TTM)

CW:

$745.31M

AIG:

$5.81B

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Return for Risk

CW vs. AIG — Risk / Return Rank

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

CW
CW Risk / Return Rank: 8787
Overall Rank
CW Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CW Sortino Ratio Rank: 8383
Sortino Ratio Rank
CW Omega Ratio Rank: 8282
Omega Ratio Rank
CW Calmar Ratio Rank: 9292
Calmar Ratio Rank
CW Martin Ratio Rank: 9292
Martin Ratio Rank

AIG
AIG Risk / Return Rank: 2323
Overall Rank
AIG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AIG Sortino Ratio Rank: 2222
Sortino Ratio Rank
AIG Omega Ratio Rank: 2222
Omega Ratio Rank
AIG Calmar Ratio Rank: 2222
Calmar Ratio Rank
AIG Martin Ratio Rank: 2222
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.

CW vs. AIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) 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.

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.


CWAIGDifference
Sharpe ratioReturn per unit of total volatility

+2.25

Sortino ratioReturn per unit of downside risk

+2.81

Omega ratioGain probability vs. loss probability

1.31

0.94

+0.36

Calmar ratioReturn relative to maximum drawdown

4.66

-0.58

+5.24

Martin ratioReturn relative to average drawdown

13.53

-1.02

+14.55

CW vs. AIG - Sharpe Ratio Comparison

The current CW Sharpe Ratio is 1.83, which is higher than the AIG Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of CW and AIG, 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

CW vs. AIG - Drawdown Comparison

The maximum CW drawdown since its inception was -59.19%, smaller than the maximum AIG drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for CW and AIG.


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Drawdown Indicators


CWAIGDifference

Max Drawdown

Largest peak-to-trough decline

-59.19%

-99.64%

+40.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-16.98%

+4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-27.21%

-16.98%

-10.23%

Max Drawdown (5Y)

Largest decline over 5 years

-27.21%

-26.45%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

-69.58%

+20.85%

Current Drawdown

Current decline from peak

0.00%

-93.84%

+93.84%

Average Drawdown

Average peak-to-trough decline

-13.89%

-51.23%

+37.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

9.53%

-5.07%

Volatility

CW vs. AIG - Volatility Comparison

Curtiss-Wright Corporation (CW) has a higher volatility of 10.40% compared to American International Group, Inc. (AIG) at 6.64%. This indicates that CW's price experiences larger fluctuations and is considered to be riskier than AIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWAIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

6.64%

+3.76%

Volatility (6M)

Calculated over the trailing 6-month period

26.00%

17.67%

+8.33%

Volatility (1Y)

Calculated over the trailing 1-year period

32.95%

23.69%

+9.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.89%

26.60%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.31%

32.60%

-2.29%

Dividends

CW vs. AIG - Dividend Comparison

CW's dividend yield for the trailing twelve months is around 0.13%, less than AIG's 2.38% yield.


PositionTTM20252024202320222021202020192018201720162015
AIG
American International Group, Inc.
2.38%2.05%2.14%2.07%2.02%2.25%3.38%2.49%3.25%2.15%1.96%1.31%
CW
Curtiss-Wright Corporation
0.13%0.17%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%

Financials

CW vs. AIG - Financials Comparison

This section allows you to compare key financial metrics between Curtiss-Wright Corporation 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


0.005.00B10.00B15.00B20222023202420252026
913.69M
0
(CW) Total Revenue
(AIG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CW and AIG have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CW has higher volatility (10.40%) compared to AIG (6.64%). In terms of maximum drawdown, CW dropped -59.19% vs AIG's -99.64%.

CW currently has the higher Sharpe Ratio (1.83 vs -0.41), 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

Find the right allocation for CW and AIG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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