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

Key characteristics


AALL
YTD Return-0.08%23.27%
1Y Return3.85%57.13%
3Y Return (Ann)1.90%13.66%
5Y Return (Ann)12.66%14.58%
10Y Return (Ann)14.51%14.10%
Sharpe Ratio0.102.26
Daily Std Dev26.09%23.19%
Max Drawdown-93.18%-77.03%
Current Drawdown-21.24%-2.19%

Fundamentals


AALL
Market Cap$40.37B$44.86B
EPS$4.17-$1.21
PE Ratio33.0344.26
PEG Ratio2.703.40
Revenue (TTM)$6.74B$57.09B
Gross Profit (TTM)$3.47B$6.44B
EBITDA (TTM)$1.64B$904.00M

Correlation

-0.50.00.51.00.4

The correlation between A and ALL is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

A vs. ALL - Performance Comparison

In the year-to-date period, A achieves a -0.08% return, which is significantly lower than ALL's 23.27% return. Both investments have delivered pretty close results over the past 10 years, with A having a 14.51% annualized return and ALL not far behind at 14.10%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%December2024FebruaryMarchAprilMay
420.39%
1,006.42%
A
ALL

Compare stocks, funds, or ETFs

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


Agilent Technologies, Inc.

The Allstate Corporation

Risk-Adjusted Performance

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.


A
Sharpe ratio
The chart of Sharpe ratio for A, currently valued at 0.10, compared to the broader market-2.00-1.000.001.002.003.004.000.10
Sortino ratio
The chart of Sortino ratio for A, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.006.000.34
Omega ratio
The chart of Omega ratio for A, currently valued at 1.04, compared to the broader market0.501.001.501.04
Calmar ratio
The chart of Calmar ratio for A, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for A, currently valued at 0.25, compared to the broader market-10.000.0010.0020.0030.000.25
ALL
Sharpe ratio
The chart of Sharpe ratio for ALL, currently valued at 2.26, compared to the broader market-2.00-1.000.001.002.003.004.002.26
Sortino ratio
The chart of Sortino ratio for ALL, currently valued at 3.14, compared to the broader market-4.00-2.000.002.004.006.003.14
Omega ratio
The chart of Omega ratio for ALL, currently valued at 1.40, compared to the broader market0.501.001.501.40
Calmar ratio
The chart of Calmar ratio for ALL, currently valued at 1.92, compared to the broader market0.002.004.006.001.92
Martin ratio
The chart of Martin ratio for ALL, currently valued at 10.91, compared to the broader market-10.000.0010.0020.0030.0010.91

A vs. ALL - Sharpe Ratio Comparison

The current A Sharpe Ratio is 0.10, which is lower than the ALL Sharpe Ratio of 2.26. The chart below compares the 12-month rolling Sharpe Ratio of A and ALL.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.10
2.26
A
ALL

Dividends

A vs. ALL - Dividend Comparison

A's dividend yield for the trailing twelve months is around 0.66%, less than ALL's 2.09% yield.


TTM20232022202120202019201820172016201520142013
A
Agilent Technologies, Inc.
0.66%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%0.86%
ALL
The Allstate Corporation
2.09%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%1.83%

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%December2024FebruaryMarchAprilMay
-21.24%
-2.19%
A
ALL

Volatility

A vs. ALL - Volatility Comparison

Agilent Technologies, Inc. (A) has a higher volatility of 8.03% compared to The Allstate Corporation (ALL) at 6.82%. 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%December2024FebruaryMarchAprilMay
8.03%
6.82%
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