HCI vs. AIG
HCI (HCI Group, Inc.) and AIG (American International Group, Inc.) are both stocks. Both are in the Financial Services sector — HCI in Insurance - Property & Casualty, AIG in Insurance - Diversified. Over the past 10 years, HCI returned 21.75%/yr vs 6.00%/yr for AIG. At a 0.24 correlation, their price movements are largely independent.
Performance
HCI vs. AIG - Performance Comparison
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Returns By Period
In the year-to-date period, HCI achieves a -15.87% return, which is significantly lower than AIG's -10.94% return. Over the past 10 years, HCI has outperformed AIG with an annualized return of 21.75%, while AIG has yielded a comparatively lower 6.00% annualized return.
HCI
- 1D
- -1.03%
- 1M
- 4.62%
- YTD
- -15.87%
- 6M
- -13.97%
- 1Y
- 2.02%
- 3Y*
- 42.68%
- 5Y*
- 14.15%
- 10Y*
- 21.75%
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%
HCI vs. AIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HCI HCI Group, Inc. | -15.87% | 66.27% | 35.46% | 126.76% | -51.20% | 62.74% | 18.45% | -6.80% | 75.98% | -21.53% |
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 HCI and AIG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2008 | 0.24 |
The correlation between HCI and AIG shifts across timeframes, from 0.24 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
HCI:
$2.07B
AIG:
$41.07B
HCI:
$24.40
AIG:
$4.25
HCI:
6.58
AIG:
17.81
HCI:
2.23
AIG:
2.14
HCI:
$927.48M
AIG:
$20.00B
HCI:
$617.14M
AIG:
$7.09B
HCI:
$459.34M
AIG:
$5.81B
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Return for Risk
HCI vs. AIG — Risk / Return Rank
HCI
AIG
HCI vs. AIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HCI Group, Inc. (HCI) 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.
| HCI | AIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.94 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | -0.58 | +0.65 |
| Martin ratioReturn relative to average drawdown | 0.13 | -1.02 | +1.15 |
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Drawdowns
HCI vs. AIG - Drawdown Comparison
The maximum HCI drawdown since its inception was -78.79%, smaller than the maximum AIG drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for HCI and AIG.
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Drawdown Indicators
| HCI | AIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.79% | -99.64% | +20.85% |
Max Drawdown (1Y)Largest decline over 1 year | -27.46% | -16.98% | -10.48% |
Max Drawdown (3Y)Largest decline over 3 years | -28.30% | -16.98% | -11.32% |
Max Drawdown (5Y)Largest decline over 5 years | -78.79% | -26.45% | -52.34% |
Max Drawdown (10Y)Largest decline over 10 years | -78.79% | -69.58% | -9.21% |
Current DrawdownCurrent decline from peak | -21.68% | -93.84% | +72.16% |
Average DrawdownAverage peak-to-trough decline | -20.67% | -51.23% | +30.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.31% | 9.53% | +6.78% |
Volatility
HCI vs. AIG - Volatility Comparison
HCI Group, Inc. (HCI) has a higher volatility of 7.53% compared to American International Group, Inc. (AIG) at 6.64%. This indicates that HCI'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
| HCI | AIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 6.64% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 21.38% | 17.67% | +3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.83% | 23.69% | +8.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.03% | 26.60% | +16.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.57% | 32.60% | +8.97% |
Dividends
HCI vs. AIG - Dividend Comparison
HCI's dividend yield for the trailing twelve months is around 1.00%, less than AIG's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HCI HCI Group, Inc. | 1.00% | 0.83% | 1.37% | 1.83% | 4.04% | 1.92% | 3.06% | 3.50% | 2.90% | 4.68% | 3.04% | 3.44% |
Financials
HCI vs. AIG - Financials Comparison
This section allows you to compare key financial metrics between HCI Group, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
HCI and AIG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HCI has higher volatility (7.53%) compared to AIG (6.64%). In terms of maximum drawdown, HCI dropped -78.79% vs AIG's -99.64%.
HCI currently has the higher Sharpe Ratio (0.06 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.
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