PortfoliosLab logo
A vs. ALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between A and ALL is 0.55, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

A vs. ALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agilent Technologies, Inc. (A) and The Allstate Corporation (ALL). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
301.75%
1,169.16%
A
ALL

Key characteristics

Sharpe Ratio

A:

-0.78

ALL:

0.47

Sortino Ratio

A:

-0.98

ALL:

0.80

Omega Ratio

A:

0.88

ALL:

1.11

Calmar Ratio

A:

-0.53

ALL:

0.87

Martin Ratio

A:

-1.60

ALL:

2.32

Ulcer Index

A:

14.44%

ALL:

5.30%

Daily Std Dev

A:

29.53%

ALL:

25.84%

Max Drawdown

A:

-93.18%

ALL:

-77.03%

Current Drawdown

A:

-39.19%

ALL:

-8.22%

Fundamentals

Market Cap

A:

$30.51B

ALL:

$51.15B

EPS

A:

$4.36

ALL:

$16.99

PE Ratio

A:

24.55

ALL:

11.35

PEG Ratio

A:

1.72

ALL:

1.99

PS Ratio

A:

4.67

ALL:

0.80

PB Ratio

A:

4.97

ALL:

2.66

Total Revenue (TTM)

A:

$6.53B

ALL:

$48.85B

Gross Profit (TTM)

A:

$3.53B

ALL:

$48.85B

EBITDA (TTM)

A:

$1.74B

ALL:

$4.87B

Returns By Period

In the year-to-date period, A achieves a -20.72% return, which is significantly lower than ALL's 0.56% return. Over the past 10 years, A has underperformed ALL with an annualized return of 10.61%, while ALL has yielded a comparatively higher 13.06% annualized return.


A

YTD

-20.72%

1M

-11.17%

6M

-18.04%

1Y

-21.49%

5Y*

7.75%

10Y*

10.61%

ALL

YTD

0.56%

1M

-7.82%

6M

3.52%

1Y

14.19%

5Y*

16.64%

10Y*

13.06%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

A vs. ALL — Risk-Adjusted Performance Rank

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

A
The Risk-Adjusted Performance Rank of A is 1212
Overall Rank
The Sharpe Ratio Rank of A is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of A is 1313
Sortino Ratio Rank
The Omega Ratio Rank of A is 1414
Omega Ratio Rank
The Calmar Ratio Rank of A is 1818
Calmar Ratio Rank
The Martin Ratio Rank of A is 66
Martin Ratio Rank

ALL
The Risk-Adjusted Performance Rank of ALL is 7070
Overall Rank
The Sharpe Ratio Rank of ALL is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ALL is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ALL is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ALL is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ALL is 7575
Martin 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.

A vs. ALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agilent Technologies, Inc. (A) and The Allstate Corporation (ALL). 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.


The chart of Sharpe ratio for A, currently valued at -0.78, compared to the broader market-2.00-1.000.001.002.003.00
A: -0.78
ALL: 0.47
The chart of Sortino ratio for A, currently valued at -0.98, compared to the broader market-6.00-4.00-2.000.002.004.00
A: -0.98
ALL: 0.80
The chart of Omega ratio for A, currently valued at 0.88, compared to the broader market0.501.001.502.00
A: 0.88
ALL: 1.11
The chart of Calmar ratio for A, currently valued at -0.53, compared to the broader market0.001.002.003.004.005.00
A: -0.53
ALL: 0.87
The chart of Martin ratio for A, currently valued at -1.60, compared to the broader market-5.000.005.0010.0015.0020.00
A: -1.60
ALL: 2.32

The current A Sharpe Ratio is -0.78, which is lower than the ALL Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of A and ALL, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.78
0.47
A
ALL

Dividends

A vs. ALL - Dividend Comparison

A's dividend yield for the trailing twelve months is around 0.91%, less than ALL's 1.95% yield.


TTM20242023202220212020201920182017201620152014
A
Agilent Technologies, Inc.
0.91%0.71%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%
ALL
The Allstate Corporation
1.95%1.91%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%

Drawdowns

A vs. ALL - Drawdown Comparison

The maximum A drawdown since its inception was -93.18%, which is greater than ALL's maximum drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for A and ALL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-39.19%
-8.22%
A
ALL

Volatility

A vs. ALL - Volatility Comparison

Agilent Technologies, Inc. (A) has a higher volatility of 15.73% compared to The Allstate Corporation (ALL) at 13.21%. This indicates that A's price experiences larger fluctuations and is considered to be riskier than ALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.73%
13.21%
A
ALL

Financials

A vs. ALL - Financials Comparison

This section allows you to compare key financial metrics between Agilent Technologies, Inc. and The Allstate Corporation. 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