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

Correlation

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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
1.29%
21.72%
A
ALL

Key characteristics

Sharpe Ratio

A:

-0.08

ALL:

2.19

Sortino Ratio

A:

0.07

ALL:

2.97

Omega Ratio

A:

1.01

ALL:

1.38

Calmar Ratio

A:

-0.07

ALL:

4.59

Martin Ratio

A:

-0.21

ALL:

12.29

Ulcer Index

A:

9.67%

ALL:

3.72%

Daily Std Dev

A:

25.91%

ALL:

20.85%

Max Drawdown

A:

-93.18%

ALL:

-77.03%

Current Drawdown

A:

-23.35%

ALL:

-6.67%

Fundamentals

Market Cap

A:

$38.92B

ALL:

$51.21B

EPS

A:

$4.43

ALL:

$15.47

PE Ratio

A:

30.80

ALL:

12.50

PEG Ratio

A:

2.33

ALL:

3.40

Total Revenue (TTM)

A:

$6.51B

ALL:

$62.43B

Gross Profit (TTM)

A:

$3.54B

ALL:

$53.41B

EBITDA (TTM)

A:

$1.73B

ALL:

$16.31B

Returns By Period

In the year-to-date period, A achieves a -2.76% return, which is significantly lower than ALL's 41.17% return. Both investments have delivered pretty close results over the past 10 years, with A having a 13.49% annualized return and ALL not far behind at 13.07%.


A

YTD

-2.76%

1M

4.62%

6M

1.29%

1Y

-2.53%

5Y*

10.35%

10Y*

13.49%

ALL

YTD

41.17%

1M

-1.46%

6M

21.72%

1Y

45.94%

5Y*

14.50%

10Y*

13.07%

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 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.


Sharpe ratio
The chart of Sharpe ratio for A, currently valued at -0.08, compared to the broader market-4.00-2.000.002.00-0.082.19
The chart of Sortino ratio for A, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.072.97
The chart of Omega ratio for A, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.38
The chart of Calmar ratio for A, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.074.59
The chart of Martin ratio for A, currently valued at -0.21, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.2112.29
A
ALL

The current A Sharpe Ratio is -0.08, which is lower than the ALL Sharpe Ratio of 2.19. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.08
2.19
A
ALL

Dividends

A vs. ALL - Dividend Comparison

A's dividend yield for the trailing twelve months is around 0.70%, less than ALL's 1.90% yield.


TTM20232022202120202019201820172016201520142013
A
Agilent Technologies, Inc.
0.70%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
1.90%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.35%
-6.67%
A
ALL

Volatility

A vs. ALL - Volatility Comparison

Agilent Technologies, Inc. (A) and The Allstate Corporation (ALL) have volatilities of 6.77% and 6.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.77%
6.94%
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
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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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