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

Performance

HCI vs. AIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HCI Group, Inc. (HCI) 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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HCI vs. AIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Market Cap

HCI:

$2.07B

AIG:

$41.07B

EPS

HCI:

$24.40

AIG:

$4.25

PE Ratio

HCI:

6.58

AIG:

17.81

PS Ratio

HCI:

2.23

AIG:

2.14

Total Revenue (TTM)

HCI:

$927.48M

AIG:

$20.00B

Gross Profit (TTM)

HCI:

$617.14M

AIG:

$7.09B

EBITDA (TTM)

HCI:

$459.34M

AIG:

$5.81B

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Return for Risk

HCI vs. AIG — Risk / Return Rank

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

HCI
HCI Risk / Return Rank: 4242
Overall Rank
HCI Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HCI Sortino Ratio Rank: 4040
Sortino Ratio Rank
HCI Omega Ratio Rank: 3939
Omega Ratio Rank
HCI Calmar Ratio Rank: 4444
Calmar Ratio Rank
HCI Martin Ratio Rank: 4444
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.

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.


HCIAIGDifference
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

HCI vs. AIG - Sharpe Ratio Comparison

The current HCI Sharpe Ratio is 0.06, which is higher than the AIG Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of HCI 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

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


HCIAIGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-21.68%

-93.84%

+72.16%

Average Drawdown

Average peak-to-trough decline

-20.67%

-51.23%

+30.56%

Ulcer Index

Depth 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


HCIAIGDifference

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.


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%
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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20222023202420252026
242.88M
0
(HCI) Total Revenue
(AIG) Total Revenue
Values in USD except per share items

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.

Portfolio Optimizer

Find the right allocation for HCI 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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