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PFG vs. AIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PFG vs. AIG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.88%
-0.93%
PFG
AIG

Returns By Period

In the year-to-date period, PFG achieves a 10.53% return, which is significantly lower than AIG's 13.92% return. Over the past 10 years, PFG has outperformed AIG with an annualized return of 8.50%, while AIG has yielded a comparatively lower 5.78% annualized return.


PFG

YTD

10.53%

1M

-5.81%

6M

5.88%

1Y

21.45%

5Y (annualized)

13.52%

10Y (annualized)

8.50%

AIG

YTD

13.92%

1M

-1.36%

6M

-0.99%

1Y

19.43%

5Y (annualized)

10.32%

10Y (annualized)

5.78%

Fundamentals


PFGAIG
Market Cap$19.25B$47.39B
EPS-$0.74$5.03
PEG Ratio1.501.04
Total Revenue (TTM)$14.07B$21.41B
Gross Profit (TTM)$14.07B$11.54B
EBITDA (TTM)-$756.70M$5.18B

Key characteristics


PFGAIG
Sharpe Ratio1.050.97
Sortino Ratio1.471.37
Omega Ratio1.201.18
Calmar Ratio1.000.20
Martin Ratio3.744.04
Ulcer Index5.75%4.81%
Daily Std Dev20.45%20.01%
Max Drawdown-91.53%-99.64%
Current Drawdown-7.19%-93.96%

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Correlation

-0.50.00.51.00.6

The correlation between PFG and AIG is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

PFG vs. AIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Financial Group, Inc. (PFG) 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.


Sharpe ratio
The chart of Sharpe ratio for PFG, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.050.97
The chart of Sortino ratio for PFG, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.001.471.37
The chart of Omega ratio for PFG, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.18
The chart of Calmar ratio for PFG, currently valued at 1.00, compared to the broader market0.002.004.006.001.000.21
The chart of Martin ratio for PFG, currently valued at 3.74, compared to the broader market0.0010.0020.0030.003.744.04
PFG
AIG

The current PFG Sharpe Ratio is 1.05, which is comparable to the AIG Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PFG and AIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.05
0.97
PFG
AIG

Dividends

PFG vs. AIG - Dividend Comparison

PFG's dividend yield for the trailing twelve months is around 3.29%, more than AIG's 2.00% yield.


TTM20232022202120202019201820172016201520142013
PFG
Principal Financial Group, Inc.
3.29%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%2.46%1.99%
AIG
American International Group, Inc.
2.00%2.07%2.02%2.25%3.38%2.49%3.25%2.15%1.96%1.31%0.89%0.39%

Drawdowns

PFG vs. AIG - Drawdown Comparison

The maximum PFG drawdown since its inception was -91.53%, smaller than the maximum AIG drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for PFG and AIG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.19%
-92.54%
PFG
AIG

Volatility

PFG vs. AIG - Volatility Comparison

Principal Financial Group, Inc. (PFG) has a higher volatility of 9.38% compared to American International Group, Inc. (AIG) at 4.92%. This indicates that PFG'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.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.38%
4.92%
PFG
AIG

Financials

PFG vs. AIG - Financials Comparison

This section allows you to compare key financial metrics between Principal Financial 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


Values in USD except per share items