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The Allstate Corporation (ALL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0200021014
CUSIP020002101
SectorFinancial Services
IndustryInsurance - Property & Casualty

Highlights

Market Cap$45.48B
EPS (TTM)$4.57
PE Ratio37.71
PEG Ratio3.40
Total Revenue (TTM)$44.59B
Gross Profit (TTM)$35.68B
EBITDA (TTM)$1.38B
Year Range$101.58 - $179.93
Target Price$189.50
Short %1.09%
Short Ratio1.66

Share Price Chart


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Compare to other instruments

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The Allstate Corporation

Popular comparisons: ALL vs. PGR, ALL vs. MFC, ALL vs. A, ALL vs. AFL, ALL vs. SPY, ALL vs. CSCO, ALL vs. MS, ALL vs. BRK-B, ALL vs. VOO, ALL vs. BLK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in The Allstate Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%2,500.00%FebruaryMarchAprilMayJuneJuly
2,293.53%
1,093.22%
ALL (The Allstate Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

The Allstate Corporation had a return of 19.51% year-to-date (YTD) and 50.33% in the last 12 months. Over the past 10 years, The Allstate Corporation had an annualized return of 13.54%, outperforming the S&P 500 benchmark which had an annualized return of 10.58%.


PeriodReturnBenchmark
Year-To-Date19.51%13.20%
1 month2.52%-1.28%
6 months5.18%10.32%
1 year50.33%18.23%
5 years (annualized)12.77%12.31%
10 years (annualized)13.54%10.58%

Monthly Returns

The table below presents the monthly returns of ALL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202410.91%2.75%9.09%-1.71%-0.94%-4.69%19.51%
2023-5.26%0.92%-13.95%4.47%-6.31%1.38%3.34%-3.52%3.34%15.01%8.31%1.53%6.37%
20222.57%2.12%13.20%-8.64%8.02%-6.70%-7.70%3.73%3.34%1.38%6.74%1.27%18.37%
2021-2.50%-0.54%8.58%10.36%7.74%-3.95%-0.30%4.64%-5.89%-2.86%-11.47%8.21%9.86%
20205.42%-10.77%-12.85%10.89%-3.31%-0.84%-2.68%-0.90%1.23%-5.73%15.93%7.41%-0.12%
20196.34%7.98%-0.21%5.18%-3.08%6.47%5.62%-4.20%6.14%-2.08%5.10%0.99%38.82%
2018-5.67%-6.59%3.27%3.19%-3.97%-2.36%4.22%6.22%-1.86%-3.02%-6.34%-7.36%-19.52%
20171.47%9.74%-0.82%-0.25%6.21%2.87%2.89%-0.14%1.56%2.12%9.78%2.00%43.64%
2016-2.40%5.26%6.16%-3.44%3.78%4.12%-2.32%1.41%0.32%-1.85%3.45%6.01%21.72%
2015-0.65%1.59%0.81%-2.12%-2.93%-3.64%6.29%-15.03%-0.07%6.25%1.91%-1.07%-9.95%
2014-6.12%6.53%4.28%0.65%2.79%0.79%-0.46%5.68%-0.20%5.67%5.52%3.08%31.23%
20139.29%5.41%6.63%0.39%-1.57%-0.25%5.94%-5.51%5.49%4.97%2.75%0.50%38.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ALL is 95, placing it in the top 5% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ALL is 9595
ALL (The Allstate Corporation)
The Sharpe Ratio Rank of ALL is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of ALL is 9595Sortino Ratio Rank
The Omega Ratio Rank of ALL is 9393Omega Ratio Rank
The Calmar Ratio Rank of ALL is 9393Calmar Ratio Rank
The Martin Ratio Rank of ALL is 9696Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for The Allstate Corporation (ALL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ALL
Sharpe ratio
The chart of Sharpe ratio for ALL, currently valued at 2.43, compared to the broader market-2.00-1.000.001.002.003.002.43
Sortino ratio
The chart of Sortino ratio for ALL, currently valued at 3.32, compared to the broader market-4.00-2.000.002.004.003.32
Omega ratio
The chart of Omega ratio for ALL, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for ALL, currently valued at 2.19, compared to the broader market0.001.002.003.004.005.002.19
Martin ratio
The chart of Martin ratio for ALL, currently valued at 14.34, compared to the broader market-30.00-20.00-10.000.0010.0020.0014.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-2.00-1.000.001.002.003.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.001.002.003.004.005.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market-30.00-20.00-10.000.0010.0020.005.98

Sharpe Ratio

The current The Allstate Corporation Sharpe ratio is 2.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of The Allstate Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.43
1.58
ALL (The Allstate Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

The Allstate Corporation granted a 2.19% dividend yield in the last twelve months. The annual payout for that period amounted to $3.62 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.62$3.56$3.40$3.24$2.16$2.00$1.84$1.48$1.32$1.20$1.12$1.00

Dividend yield

2.19%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%1.83%

Monthly Dividends

The table displays the monthly dividend distributions for The Allstate Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.92$0.00$0.92$0.00$0.00$1.84
2023$0.00$0.89$0.00$0.00$0.00$0.89$0.00$0.89$0.00$0.00$0.89$0.00$3.56
2022$0.00$0.85$0.00$0.00$0.00$0.85$0.00$0.85$0.00$0.00$0.85$0.00$3.40
2021$0.00$0.00$0.81$0.00$0.00$0.81$0.00$0.81$0.00$0.00$0.81$0.00$3.24
2020$0.00$0.54$0.00$0.00$0.54$0.00$0.00$0.54$0.00$0.00$0.54$0.00$2.16
2019$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$2.00
2018$0.00$0.00$0.46$0.00$0.46$0.00$0.00$0.46$0.00$0.00$0.46$0.00$1.84
2017$0.00$0.37$0.00$0.00$0.00$0.37$0.00$0.37$0.00$0.00$0.37$0.00$1.48
2016$0.00$0.33$0.00$0.00$0.00$0.33$0.00$0.33$0.00$0.00$0.33$0.00$1.32
2015$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.30$0.00$1.20
2014$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.28$0.00$1.12
2013$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$1.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.2%
The Allstate Corporation has a dividend yield of 2.19%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%49.3%
The Allstate Corporation has a payout ratio of 49.32%, which is quite average when compared to the overall market. This suggests that The Allstate Corporation strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-6.39%
-4.73%
ALL (The Allstate Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the The Allstate Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the The Allstate Corporation was 77.03%, occurring on Mar 9, 2009. Recovery took 1162 trading sessions.

The current The Allstate Corporation drawdown is 6.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.03%Dec 29, 2006550Mar 9, 20091162Oct 17, 20131712
-64.41%Jul 9, 1998424Mar 13, 2000976Feb 2, 20041400
-41.39%Feb 18, 202025Mar 23, 2020269Apr 16, 2021294
-31.81%Oct 15, 1993131Apr 21, 1994308Jul 12, 1995439
-27.35%Jan 9, 2023129Jul 14, 202397Nov 30, 2023226

Volatility

Volatility Chart

The current The Allstate Corporation volatility is 7.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
7.09%
3.80%
ALL (The Allstate Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of The Allstate Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

P/E Ratio

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for The Allstate Corporation.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items