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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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
9.34%
15.69%
ALL
AFL

Key characteristics

Sharpe Ratio

ALL:

1.21

AFL:

1.52

Sortino Ratio

ALL:

1.73

AFL:

1.89

Omega Ratio

ALL:

1.22

AFL:

1.31

Calmar Ratio

ALL:

2.08

AFL:

2.50

Martin Ratio

ALL:

6.08

AFL:

6.66

Ulcer Index

ALL:

4.34%

AFL:

4.71%

Daily Std Dev

ALL:

21.92%

AFL:

20.63%

Max Drawdown

ALL:

-77.03%

AFL:

-82.71%

Current Drawdown

ALL:

-8.92%

AFL:

-7.19%

Fundamentals

Market Cap

ALL:

$50.60B

AFL:

$59.16B

EPS

ALL:

$15.30

AFL:

$6.76

PE Ratio

ALL:

12.35

AFL:

15.75

PEG Ratio

ALL:

3.40

AFL:

0.93

Total Revenue (TTM)

ALL:

$47.60B

AFL:

$13.52B

Gross Profit (TTM)

ALL:

$45.72B

AFL:

$13.52B

EBITDA (TTM)

ALL:

$14.21B

AFL:

$45.00M

Returns By Period

In the year-to-date period, ALL achieves a -2.02% return, which is significantly lower than AFL's 2.95% return. Over the past 10 years, ALL has underperformed AFL with an annualized return of 12.87%, while AFL has yielded a comparatively higher 16.66% annualized return.


ALL

YTD

-2.02%

1M

-0.47%

6M

9.34%

1Y

24.52%

5Y*

12.77%

10Y*

12.87%

AFL

YTD

2.95%

1M

5.18%

6M

15.69%

1Y

28.94%

5Y*

17.68%

10Y*

16.66%

*Annualized

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Risk-Adjusted Performance

ALL vs. AFL — 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

AFL
The Risk-Adjusted Performance Rank of AFL is 8686
Overall Rank
The Sharpe Ratio Rank of AFL is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AFL is 7878
Sortino Ratio Rank
The Omega Ratio Rank of AFL is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AFL is 9393
Calmar Ratio Rank
The Martin Ratio Rank of AFL is 8585
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. 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 1.21, compared to the broader market-2.000.002.004.001.211.52
The chart of Sortino ratio for ALL, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.731.89
The chart of Omega ratio for ALL, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.31
The chart of Calmar ratio for ALL, currently valued at 2.08, compared to the broader market0.002.004.006.002.082.50
The chart of Martin ratio for ALL, currently valued at 6.08, compared to the broader market-10.000.0010.0020.0030.006.086.66
ALL
AFL

The current ALL Sharpe Ratio is 1.21, which is comparable to the AFL Sharpe Ratio of 1.52. 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 Ratio1.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.21
1.52
ALL
AFL

Dividends

ALL vs. AFL - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 1.95%, more than AFL's 1.88% 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%
AFL
Aflac Incorporated
1.88%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%

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%AugustSeptemberOctoberNovemberDecember2025
-8.92%
-7.19%
ALL
AFL

Volatility

ALL vs. AFL - Volatility Comparison

The Allstate Corporation (ALL) has a higher volatility of 8.78% compared to Aflac Incorporated (AFL) at 5.36%. 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.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.78%
5.36%
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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