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A vs. ALL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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A vs. ALL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
A
Agilent Technologies, Inc.
-15.89%1.92%-2.70%-6.42%-5.52%35.51%39.79%27.54%1.67%48.32%
ALL
The Allstate Corporation
0.11%10.09%40.61%6.37%18.37%9.86%-0.12%38.82%-19.52%43.64%

Fundamentals

Market Cap

A:

$32.37B

ALL:

$54.88B

EPS

A:

$4.53

ALL:

$38.61

PE Ratio

A:

25.14

ALL:

5.37

PEG Ratio

A:

6.89

ALL:

0.15

PS Ratio

A:

4.59

ALL:

0.83

PB Ratio

A:

4.69

ALL:

1.92

Total Revenue (TTM)

A:

$7.07B

ALL:

$66.46B

Gross Profit (TTM)

A:

$2.74B

ALL:

$22.09B

EBITDA (TTM)

A:

$1.72B

ALL:

$13.93B

Returns By Period

In the year-to-date period, A achieves a -15.89% return, which is significantly lower than ALL's 0.11% return. Over the past 10 years, A has underperformed ALL with an annualized return of 11.84%, while ALL has yielded a comparatively higher 14.24% annualized return.


A

1D
1.99%
1M
-5.88%
YTD
-15.89%
6M
-10.83%
1Y
-1.56%
3Y*
-5.49%
5Y*
-1.53%
10Y*
11.84%

ALL

1D
0.03%
1M
-2.86%
YTD
0.11%
6M
-2.46%
1Y
2.10%
3Y*
26.07%
5Y*
15.05%
10Y*
14.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

A vs. ALL — Risk / Return Rank

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

A
A Risk / Return Rank: 3838
Overall Rank
A Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
A Sortino Ratio Rank: 3434
Sortino Ratio Rank
A Omega Ratio Rank: 3333
Omega Ratio Rank
A Calmar Ratio Rank: 4141
Calmar Ratio Rank
A Martin Ratio Rank: 4040
Martin Ratio Rank

ALL
ALL Risk / Return Rank: 4343
Overall Rank
ALL Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ALL Sortino Ratio Rank: 3737
Sortino Ratio Rank
ALL Omega Ratio Rank: 3737
Omega Ratio Rank
ALL Calmar Ratio Rank: 4747
Calmar Ratio Rank
ALL Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

A vs. ALL - Risk-Adjusted Trends 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.


AALLDifference

Sharpe ratio

Return per unit of total volatility

-0.05

0.08

-0.13

Sortino ratio

Return per unit of downside risk

0.16

0.28

-0.12

Omega ratio

Gain probability vs. loss probability

1.02

1.04

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.04

0.19

-0.23

Martin ratio

Return relative to average drawdown

-0.11

0.44

-0.55

A vs. ALL - Sharpe Ratio Comparison

The current A Sharpe Ratio is -0.05, which is lower than the ALL Sharpe Ratio of 0.08. 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.


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Sharpe Ratios by Period


AALLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

0.08

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.60

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.58

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.37

-0.23

Correlation

The correlation between A and ALL is 0.35, 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.


Dividends

A vs. ALL - Dividend Comparison

A's dividend yield for the trailing twelve months is around 1.10%, less than ALL's 1.97% yield.


TTM20252024202320222021202020192018201720162015
A
Agilent Technologies, Inc.
1.10%0.55%0.71%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%
ALL
The Allstate Corporation
1.97%1.92%1.91%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%

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.


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Drawdown Indicators


AALLDifference

Max Drawdown

Largest peak-to-trough decline

-93.18%

-77.03%

-16.15%

Max Drawdown (1Y)

Largest decline over 1 year

-29.75%

-13.00%

-16.75%

Max Drawdown (5Y)

Largest decline over 5 years

-43.19%

-27.35%

-15.84%

Max Drawdown (10Y)

Largest decline over 10 years

-43.19%

-41.39%

-1.80%

Current Drawdown

Current decline from peak

-34.25%

-3.19%

-31.06%

Average Drawdown

Average peak-to-trough decline

-57.45%

-16.52%

-40.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.44%

5.48%

+5.96%

Volatility

A vs. ALL - Volatility Comparison

Agilent Technologies, Inc. (A) has a higher volatility of 7.18% compared to The Allstate Corporation (ALL) at 5.09%. 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.


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Volatility by Period


AALLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

5.09%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

19.54%

16.29%

+3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

31.80%

25.63%

+6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.60%

25.26%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.45%

24.80%

+2.65%

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


0.005.00B10.00B15.00B20222023202420252026
1.80B
16.59B
(A) Total Revenue
(ALL) Total Revenue
Values in USD except per share items

A vs. ALL - Profitability Comparison

The chart below illustrates the profitability comparison between Agilent Technologies, Inc. and The Allstate Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%202220232024202520260
53.0%
Portfolio components
A - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Agilent Technologies, Inc. reported a gross profit of 0.00 and revenue of 1.80B. Therefore, the gross margin over that period was 0.0%.

ALL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Allstate Corporation reported a gross profit of 8.79B and revenue of 16.59B. Therefore, the gross margin over that period was 53.0%.

A - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Agilent Technologies, Inc. reported an operating income of 353.00M and revenue of 1.80B, resulting in an operating margin of 19.6%.

ALL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Allstate Corporation reported an operating income of 4.92B and revenue of 16.59B, resulting in an operating margin of 29.6%.

A - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Agilent Technologies, Inc. reported a net income of 305.00M and revenue of 1.80B, resulting in a net margin of 17.0%.

ALL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Allstate Corporation reported a net income of 3.83B and revenue of 16.59B, resulting in a net margin of 23.1%.