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

Correlation

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.


-0.50.00.51.00.6

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.

0.00%200.00%400.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
575.27%
-92.82%
PFG
AIG

Key characteristics

Sharpe Ratio

PFG:

0.10

AIG:

0.56

Sortino Ratio

PFG:

0.28

AIG:

0.87

Omega Ratio

PFG:

1.04

AIG:

1.11

Calmar Ratio

PFG:

0.12

AIG:

0.12

Martin Ratio

PFG:

0.33

AIG:

2.19

Ulcer Index

PFG:

6.45%

AIG:

5.21%

Daily Std Dev

PFG:

20.77%

AIG:

20.40%

Max Drawdown

PFG:

-91.53%

AIG:

-99.64%

Current Drawdown

PFG:

-14.58%

AIG:

-94.19%

Fundamentals

Market Cap

PFG:

$17.74B

AIG:

$44.42B

EPS

PFG:

-$0.74

AIG:

$5.03

PEG Ratio

PFG:

1.50

AIG:

1.02

Total Revenue (TTM)

PFG:

$14.07B

AIG:

$21.41B

Gross Profit (TTM)

PFG:

$14.07B

AIG:

$11.54B

EBITDA (TTM)

PFG:

-$746.90M

AIG:

$5.18B

Returns By Period

In the year-to-date period, PFG achieves a 1.73% return, which is significantly lower than AIG's 9.59% return. Over the past 10 years, PFG has outperformed AIG with an annualized return of 7.65%, while AIG has yielded a comparatively lower 5.09% annualized return.


PFG

YTD

1.73%

1M

-7.36%

6M

-1.70%

1Y

1.68%

5Y*

11.24%

10Y*

7.65%

AIG

YTD

9.59%

1M

-2.10%

6M

-1.86%

1Y

11.53%

5Y*

10.06%

10Y*

5.09%

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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 0.10, compared to the broader market-4.00-2.000.002.000.100.56
The chart of Sortino ratio for PFG, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.280.87
The chart of Omega ratio for PFG, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.11
The chart of Calmar ratio for PFG, currently valued at 0.12, compared to the broader market0.002.004.006.000.120.12
The chart of Martin ratio for PFG, currently valued at 0.33, compared to the broader market-5.000.005.0010.0015.0020.0025.000.332.19
PFG
AIG

The current PFG Sharpe Ratio is 0.10, which is lower than the AIG Sharpe Ratio of 0.56. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.10
0.56
PFG
AIG

Dividends

PFG vs. AIG - Dividend Comparison

PFG's dividend yield for the trailing twelve months is around 3.69%, more than AIG's 2.15% yield.


TTM20232022202120202019201820172016201520142013
PFG
Principal Financial Group, Inc.
3.69%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.
2.15%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%JulyAugustSeptemberOctoberNovemberDecember
-14.58%
-92.82%
PFG
AIG

Volatility

PFG vs. AIG - Volatility Comparison

Principal Financial Group, Inc. (PFG) has a higher volatility of 6.45% compared to American International Group, Inc. (AIG) at 5.70%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.45%
5.70%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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