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

Correlation

The correlation between ALL and A 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

ALL vs. A - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%AugustSeptemberOctoberNovemberDecember2025
1,136.59%
455.86%
ALL
A

Key characteristics

Sharpe Ratio

ALL:

1.21

A:

0.62

Sortino Ratio

ALL:

1.73

A:

1.00

Omega Ratio

ALL:

1.22

A:

1.13

Calmar Ratio

ALL:

2.08

A:

0.55

Martin Ratio

ALL:

6.08

A:

1.61

Ulcer Index

ALL:

4.34%

A:

9.83%

Daily Std Dev

ALL:

21.92%

A:

25.50%

Max Drawdown

ALL:

-77.03%

A:

-93.18%

Current Drawdown

ALL:

-8.92%

A:

-15.87%

Fundamentals

Market Cap

ALL:

$50.60B

A:

$42.09B

EPS

ALL:

$15.30

A:

$4.43

PE Ratio

ALL:

12.35

A:

32.67

PEG Ratio

ALL:

3.40

A:

2.49

Total Revenue (TTM)

ALL:

$47.60B

A:

$6.51B

Gross Profit (TTM)

ALL:

$45.72B

A:

$3.54B

EBITDA (TTM)

ALL:

$14.21B

A:

$1.73B

Returns By Period

In the year-to-date period, ALL achieves a -2.02% return, which is significantly lower than A's 9.69% return. Over the past 10 years, ALL has underperformed A with an annualized return of 12.87%, while A has yielded a comparatively higher 15.45% annualized return.


ALL

YTD

-2.02%

1M

-0.47%

6M

9.34%

1Y

24.52%

5Y*

12.77%

10Y*

12.87%

A

YTD

9.69%

1M

10.84%

6M

12.21%

1Y

13.08%

5Y*

11.12%

10Y*

15.45%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ALL vs. A — Risk-Adjusted Performance Rank

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

ALL
The Risk-Adjusted Performance Rank of ALL is 8181
Overall Rank
The Sharpe Ratio Rank of ALL is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ALL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ALL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ALL is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ALL is 8484
Martin Ratio Rank

A
The Risk-Adjusted Performance Rank of A is 6363
Overall Rank
The Sharpe Ratio Rank of A is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of A is 5959
Sortino Ratio Rank
The Omega Ratio Rank of A is 5858
Omega Ratio Rank
The Calmar Ratio Rank of A is 6969
Calmar Ratio Rank
The Martin Ratio Rank of A is 6363
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.

ALL vs. A - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and Agilent Technologies, Inc. (A). 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 ALL, currently valued at 1.21, compared to the broader market-2.000.002.004.001.210.62
The chart of Sortino ratio for ALL, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.731.00
The chart of Omega ratio for ALL, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.13
The chart of Calmar ratio for ALL, currently valued at 2.08, compared to the broader market0.002.004.006.002.080.55
The chart of Martin ratio for ALL, currently valued at 6.08, compared to the broader market-10.000.0010.0020.006.081.61
ALL
A

The current ALL Sharpe Ratio is 1.21, which is higher than the A Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ALL and A, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.21
0.62
ALL
A

Dividends

ALL vs. A - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 1.95%, more than A's 0.65% yield.


TTM20242023202220212020201920182017201620152014
ALL
The Allstate Corporation
1.95%1.91%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%
A
Agilent Technologies, Inc.
0.65%0.71%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%

Drawdowns

ALL vs. A - Drawdown Comparison

The maximum ALL drawdown since its inception was -77.03%, smaller than the maximum A drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for ALL and A. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.92%
-15.87%
ALL
A

Volatility

ALL vs. A - Volatility Comparison

The Allstate Corporation (ALL) has a higher volatility of 8.78% compared to Agilent Technologies, Inc. (A) at 5.67%. This indicates that ALL's price experiences larger fluctuations and is considered to be riskier than A 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
8.78%
5.67%
ALL
A

Financials

ALL vs. A - Financials Comparison

This section allows you to compare key financial metrics between The Allstate Corporation and Agilent Technologies, Inc.. 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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