A vs. ALL
Compare and contrast key facts about Agilent Technologies, Inc. (A) and The Allstate Corporation (ALL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: A or ALL.
Performance
A vs. ALL - Performance Comparison
Returns By Period
In the year-to-date period, A achieves a -4.53% return, which is significantly lower than ALL's 47.75% return. Over the past 10 years, A has underperformed ALL with an annualized return of 13.04%, while ALL has yielded a comparatively higher 14.10% annualized return.
A
-4.53%
-1.05%
-11.98%
7.23%
11.59%
13.04%
ALL
47.75%
5.55%
25.38%
52.97%
15.99%
14.10%
Fundamentals
| A | ALL | |
|---|---|---|
| Market Cap | $37.94B | $53.88B |
| EPS | $4.81 | $15.47 |
| PE Ratio | 27.46 | 13.15 |
| PEG Ratio | 2.77 | 3.40 |
| Total Revenue (TTM) | $4.81B | $62.43B |
| Gross Profit (TTM) | $2.62B | $53.41B |
| EBITDA (TTM) | $1.35B | $16.31B |
Key characteristics
| A | ALL | |
|---|---|---|
| Sharpe Ratio | 0.28 | 2.63 |
| Sortino Ratio | 0.56 | 3.41 |
| Omega Ratio | 1.07 | 1.46 |
| Calmar Ratio | 0.24 | 5.45 |
| Martin Ratio | 0.79 | 15.14 |
| Ulcer Index | 9.19% | 3.58% |
| Daily Std Dev | 26.07% | 20.65% |
| Max Drawdown | -93.18% | -77.03% |
| Current Drawdown | -24.74% | 0.00% |
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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.
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.
Dividends
A vs. ALL - Dividend Comparison
A's dividend yield for the trailing twelve months is around 0.71%, less than ALL's 1.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
A Agilent Technologies, Inc. | 0.71% | 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 | 1.79% | 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.
Volatility
A vs. ALL - Volatility Comparison
Agilent Technologies, Inc. (A) has a higher volatility of 8.98% compared to The Allstate Corporation (ALL) at 6.99%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities