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

Correlation

The correlation between ALL and AFL 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

ALL vs. AFL - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.72%
15.59%
ALL
AFL

Key characteristics

Sharpe Ratio

ALL:

2.19

AFL:

1.45

Sortino Ratio

ALL:

2.97

AFL:

1.83

Omega Ratio

ALL:

1.38

AFL:

1.30

Calmar Ratio

ALL:

4.59

AFL:

2.39

Martin Ratio

ALL:

12.29

AFL:

7.61

Ulcer Index

ALL:

3.72%

AFL:

3.94%

Daily Std Dev

ALL:

20.85%

AFL:

20.63%

Max Drawdown

ALL:

-77.03%

AFL:

-82.71%

Current Drawdown

ALL:

-6.67%

AFL:

-10.50%

Fundamentals

Market Cap

ALL:

$51.21B

AFL:

$57.08B

EPS

ALL:

$15.47

AFL:

$6.73

PE Ratio

ALL:

12.50

AFL:

15.27

PEG Ratio

ALL:

3.40

AFL:

0.93

Total Revenue (TTM)

ALL:

$62.43B

AFL:

$17.30B

Gross Profit (TTM)

ALL:

$53.41B

AFL:

$17.30B

EBITDA (TTM)

ALL:

$16.31B

AFL:

$382.00M

Returns By Period

In the year-to-date period, ALL achieves a 41.17% return, which is significantly higher than AFL's 27.16% return. Over the past 10 years, ALL has underperformed AFL with an annualized return of 13.07%, while AFL has yielded a comparatively higher 15.48% annualized return.


ALL

YTD

41.17%

1M

-1.46%

6M

21.72%

1Y

45.94%

5Y*

14.50%

10Y*

13.07%

AFL

YTD

27.16%

1M

-6.85%

6M

15.59%

1Y

29.18%

5Y*

16.93%

10Y*

15.48%

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Risk-Adjusted Performance

ALL vs. AFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and Aflac Incorporated (AFL). 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 2.19, compared to the broader market-4.00-2.000.002.002.191.45
The chart of Sortino ratio for ALL, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.002.971.83
The chart of Omega ratio for ALL, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.30
The chart of Calmar ratio for ALL, currently valued at 4.59, compared to the broader market0.002.004.006.004.592.39
The chart of Martin ratio for ALL, currently valued at 12.29, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.297.61
ALL
AFL

The current ALL Sharpe Ratio is 2.19, which is higher than the AFL Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of ALL and AFL, 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
2.19
1.45
ALL
AFL

Dividends

ALL vs. AFL - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 1.90%, less than AFL's 1.95% yield.


TTM20232022202120202019201820172016201520142013
ALL
The Allstate Corporation
1.90%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%1.83%
AFL
Aflac Incorporated
1.95%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%

Drawdowns

ALL vs. AFL - Drawdown Comparison

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.67%
-10.50%
ALL
AFL

Volatility

ALL vs. AFL - Volatility Comparison

The Allstate Corporation (ALL) has a higher volatility of 6.94% compared to Aflac Incorporated (AFL) at 6.48%. This indicates that ALL's price experiences larger fluctuations and is considered to be riskier than AFL 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
6.94%
6.48%
ALL
AFL

Financials

ALL vs. AFL - Financials Comparison

This section allows you to compare key financial metrics between The Allstate Corporation and Aflac Incorporated. 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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