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

Key characteristics


ALLA
YTD Return22.20%-0.77%
1Y Return51.90%4.12%
3Y Return (Ann)13.62%0.95%
5Y Return (Ann)14.63%13.02%
10Y Return (Ann)14.06%14.69%
Sharpe Ratio2.310.16
Daily Std Dev23.19%26.02%
Max Drawdown-77.03%-93.18%
Current Drawdown-3.04%-21.78%

Fundamentals


ALLA
Market Cap$45.62B$38.90B
EPS-$1.19$4.18
PE Ratio44.2631.75
PEG Ratio3.402.70
Revenue (TTM)$57.09B$6.74B
Gross Profit (TTM)$6.44B$3.47B
EBITDA (TTM)$904.00M$1.64B

Correlation

-0.50.00.51.00.4

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.

Performance

ALL vs. A - Performance Comparison

In the year-to-date period, ALL achieves a 22.20% return, which is significantly higher than A's -0.77% return. Both investments have delivered pretty close results over the past 10 years, with ALL having a 14.06% annualized return and A not far ahead at 14.69%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
39.64%
34.47%
ALL
A

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The Allstate Corporation

Agilent Technologies, Inc.

Risk-Adjusted Performance

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.


ALL
Sharpe ratio
The chart of Sharpe ratio for ALL, currently valued at 2.31, compared to the broader market-2.00-1.000.001.002.003.004.002.31
Sortino ratio
The chart of Sortino ratio for ALL, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.006.003.19
Omega ratio
The chart of Omega ratio for ALL, currently valued at 1.40, compared to the broader market0.501.001.501.40
Calmar ratio
The chart of Calmar ratio for ALL, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Martin ratio
The chart of Martin ratio for ALL, currently valued at 11.13, compared to the broader market0.0010.0020.0030.0011.13
A
Sharpe ratio
The chart of Sharpe ratio for A, currently valued at 0.16, compared to the broader market-2.00-1.000.001.002.003.004.000.16
Sortino ratio
The chart of Sortino ratio for A, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.006.000.42
Omega ratio
The chart of Omega ratio for A, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for A, currently valued at 0.10, compared to the broader market0.002.004.006.000.10
Martin ratio
The chart of Martin ratio for A, currently valued at 0.38, compared to the broader market0.0010.0020.0030.000.38

ALL vs. A - Sharpe Ratio Comparison

The current ALL Sharpe Ratio is 2.31, which is higher than the A Sharpe Ratio of 0.16. The chart below compares the 12-month rolling Sharpe Ratio of ALL and A.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
2.31
0.16
ALL
A

Dividends

ALL vs. A - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 2.11%, more than A's 0.67% yield.


TTM20232022202120202019201820172016201520142013
ALL
The Allstate Corporation
2.11%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%1.83%
A
Agilent Technologies, Inc.
0.67%0.66%0.71%0.49%0.46%0.79%0.91%0.81%1.05%1.23%0.69%0.86%

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.04%
-21.78%
ALL
A

Volatility

ALL vs. A - Volatility Comparison

The current volatility for The Allstate Corporation (ALL) is 7.01%, while Agilent Technologies, Inc. (A) has a volatility of 7.67%. This indicates that ALL experiences smaller price fluctuations and is considered to be less risky 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%12.00%NovemberDecember2024FebruaryMarchApril
7.01%
7.67%
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