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

Correlation

The correlation between AFL and ALL is 0.47, 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.


-0.50.00.51.00.5

Performance

AFL vs. ALL - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.85%
17.82%
AFL
ALL

Key characteristics

Sharpe Ratio

AFL:

1.26

ALL:

1.92

Sortino Ratio

AFL:

1.62

ALL:

2.65

Omega Ratio

AFL:

1.27

ALL:

1.34

Calmar Ratio

AFL:

2.07

ALL:

4.03

Martin Ratio

AFL:

6.69

ALL:

10.86

Ulcer Index

AFL:

3.88%

ALL:

3.70%

Daily Std Dev

AFL:

20.66%

ALL:

20.87%

Max Drawdown

AFL:

-82.71%

ALL:

-77.03%

Current Drawdown

AFL:

-11.76%

ALL:

-8.49%

Fundamentals

Market Cap

AFL:

$57.08B

ALL:

$51.21B

EPS

AFL:

$6.73

ALL:

$15.47

PE Ratio

AFL:

15.27

ALL:

12.50

PEG Ratio

AFL:

0.93

ALL:

3.40

Total Revenue (TTM)

AFL:

$17.30B

ALL:

$62.43B

Gross Profit (TTM)

AFL:

$17.30B

ALL:

$53.41B

EBITDA (TTM)

AFL:

$382.00M

ALL:

$16.31B

Returns By Period

In the year-to-date period, AFL achieves a 25.37% return, which is significantly lower than ALL's 38.42% return. Over the past 10 years, AFL has outperformed ALL with an annualized return of 15.37%, while ALL has yielded a comparatively lower 12.90% annualized return.


AFL

YTD

25.37%

1M

-8.48%

6M

13.85%

1Y

28.14%

5Y*

16.61%

10Y*

15.37%

ALL

YTD

38.42%

1M

-3.04%

6M

17.82%

1Y

42.87%

5Y*

14.06%

10Y*

12.90%

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

AFL vs. ALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aflac Incorporated (AFL) 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 AFL, currently valued at 1.26, compared to the broader market-4.00-2.000.002.001.261.92
The chart of Sortino ratio for AFL, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.001.622.65
The chart of Omega ratio for AFL, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.34
The chart of Calmar ratio for AFL, currently valued at 2.07, compared to the broader market0.002.004.006.002.074.03
The chart of Martin ratio for AFL, currently valued at 6.69, compared to the broader market0.0010.0020.006.6910.86
AFL
ALL

The current AFL Sharpe Ratio is 1.26, which is lower than the ALL Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of AFL 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.26
1.92
AFL
ALL

Dividends

AFL vs. ALL - Dividend Comparison

AFL's dividend yield for the trailing twelve months is around 1.98%, more than ALL's 1.94% yield.


TTM20232022202120202019201820172016201520142013
AFL
Aflac Incorporated
1.98%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%
ALL
The Allstate Corporation
1.94%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%1.83%

Drawdowns

AFL vs. ALL - Drawdown Comparison

The maximum AFL drawdown since its inception was -82.71%, which is greater than ALL's maximum drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for AFL and ALL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.76%
-8.49%
AFL
ALL

Volatility

AFL vs. ALL - Volatility Comparison

The current volatility for Aflac Incorporated (AFL) is 6.22%, while The Allstate Corporation (ALL) has a volatility of 6.62%. This indicates that AFL experiences smaller price fluctuations and is considered to be less risky than ALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.22%
6.62%
AFL
ALL

Financials

AFL vs. ALL - Financials Comparison

This section allows you to compare key financial metrics between Aflac Incorporated 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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