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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.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
13.39%
9.17%
AFL
ALL

Key characteristics

Sharpe Ratio

AFL:

1.51

ALL:

1.31

Sortino Ratio

AFL:

1.88

ALL:

1.86

Omega Ratio

AFL:

1.31

ALL:

1.24

Calmar Ratio

AFL:

2.48

ALL:

2.26

Martin Ratio

AFL:

6.64

ALL:

6.68

Ulcer Index

AFL:

4.68%

ALL:

4.31%

Daily Std Dev

AFL:

20.62%

ALL:

21.89%

Max Drawdown

AFL:

-82.71%

ALL:

-77.03%

Current Drawdown

AFL:

-7.68%

ALL:

-7.85%

Fundamentals

Market Cap

AFL:

$58.21B

ALL:

$49.79B

EPS

AFL:

$6.73

ALL:

$15.47

PE Ratio

AFL:

15.57

ALL:

12.15

PEG Ratio

AFL:

0.93

ALL:

3.40

Total Revenue (TTM)

AFL:

$13.52B

ALL:

$47.60B

Gross Profit (TTM)

AFL:

$13.52B

ALL:

$45.72B

EBITDA (TTM)

AFL:

$45.00M

ALL:

$14.21B

Returns By Period

In the year-to-date period, AFL achieves a 2.41% return, which is significantly higher than ALL's -0.88% return. Over the past 10 years, AFL has outperformed ALL with an annualized return of 16.57%, while ALL has yielded a comparatively lower 12.91% annualized return.


AFL

YTD

2.41%

1M

3.09%

6M

13.39%

1Y

30.65%

5Y*

17.57%

10Y*

16.57%

ALL

YTD

-0.88%

1M

-1.19%

6M

9.17%

1Y

27.89%

5Y*

13.04%

10Y*

12.91%

*Annualized

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 Rank

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

AFL
The Risk-Adjusted Performance Rank of AFL is 8787
Overall Rank
The Sharpe Ratio Rank of AFL is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of AFL is 8080
Sortino Ratio Rank
The Omega Ratio Rank of AFL is 8686
Omega Ratio Rank
The Calmar Ratio Rank of AFL is 9393
Calmar Ratio Rank
The Martin Ratio Rank of AFL is 8686
Martin Ratio Rank

ALL
The Risk-Adjusted Performance Rank of ALL is 8484
Overall Rank
The Sharpe Ratio Rank of ALL is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of ALL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ALL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ALL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ALL is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.51, compared to the broader market-2.000.002.001.511.31
The chart of Sortino ratio for AFL, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.881.86
The chart of Omega ratio for AFL, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.24
The chart of Calmar ratio for AFL, currently valued at 2.48, compared to the broader market0.002.004.006.002.482.26
The chart of Martin ratio for AFL, currently valued at 6.64, compared to the broader market-10.000.0010.0020.0030.006.646.68
AFL
ALL

The current AFL Sharpe Ratio is 1.51, which is comparable to the ALL Sharpe Ratio of 1.31. 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 Ratio1.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.51
1.31
AFL
ALL

Dividends

AFL vs. ALL - Dividend Comparison

AFL's dividend yield for the trailing twelve months is around 1.89%, less than ALL's 1.93% yield.


TTM20242023202220212020201920182017201620152014
AFL
Aflac Incorporated
1.89%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%
ALL
The Allstate Corporation
1.93%1.91%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%

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%AugustSeptemberOctoberNovemberDecember2025
-7.68%
-7.85%
AFL
ALL

Volatility

AFL vs. ALL - Volatility Comparison

The current volatility for Aflac Incorporated (AFL) is 5.40%, while The Allstate Corporation (ALL) has a volatility of 8.73%. 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.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.40%
8.73%
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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