PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ALL vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALL and BRK-B is 0.43, 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.


-0.50.00.51.00.4

Performance

ALL vs. BRK-B - Performance Comparison

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

1,500.00%1,600.00%1,700.00%1,800.00%1,900.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,879.47%
1,867.72%
ALL
BRK-B

Key characteristics

Sharpe Ratio

ALL:

2.06

BRK-B:

1.92

Sortino Ratio

ALL:

2.82

BRK-B:

2.71

Omega Ratio

ALL:

1.36

BRK-B:

1.34

Calmar Ratio

ALL:

4.32

BRK-B:

3.68

Martin Ratio

ALL:

11.31

BRK-B:

8.80

Ulcer Index

ALL:

3.80%

BRK-B:

3.17%

Daily Std Dev

ALL:

20.85%

BRK-B:

14.52%

Max Drawdown

ALL:

-77.03%

BRK-B:

-53.86%

Current Drawdown

ALL:

-6.55%

BRK-B:

-5.50%

Fundamentals

Market Cap

ALL:

$51.32B

BRK-B:

$984.50B

EPS

ALL:

$15.47

BRK-B:

$49.49

PE Ratio

ALL:

12.53

BRK-B:

9.22

PEG Ratio

ALL:

3.40

BRK-B:

10.06

Total Revenue (TTM)

ALL:

$62.43B

BRK-B:

$369.89B

Gross Profit (TTM)

ALL:

$53.41B

BRK-B:

$66.19B

EBITDA (TTM)

ALL:

$16.31B

BRK-B:

$149.77B

Returns By Period

In the year-to-date period, ALL achieves a 41.34% return, which is significantly higher than BRK-B's 28.00% return. Over the past 10 years, ALL has outperformed BRK-B with an annualized return of 13.05%, while BRK-B has yielded a comparatively lower 11.64% annualized return.


ALL

YTD

41.34%

1M

-6.50%

6M

22.52%

1Y

41.51%

5Y*

14.47%

10Y*

13.05%

BRK-B

YTD

28.00%

1M

-5.50%

6M

12.22%

1Y

27.67%

5Y*

15.11%

10Y*

11.64%

*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

ALL vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and Berkshire Hathaway Inc. (BRK-B). 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 2.06, compared to the broader market-4.00-2.000.002.002.061.92
The chart of Sortino ratio for ALL, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.002.822.71
The chart of Omega ratio for ALL, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.34
The chart of Calmar ratio for ALL, currently valued at 4.32, compared to the broader market0.002.004.006.004.323.68
The chart of Martin ratio for ALL, currently valued at 11.31, compared to the broader market0.005.0010.0015.0020.0025.0011.318.80
ALL
BRK-B

The current ALL Sharpe Ratio is 2.06, which is comparable to the BRK-B Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ALL and BRK-B, 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
2.06
1.92
ALL
BRK-B

Dividends

ALL vs. BRK-B - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 1.90%, while BRK-B has not paid dividends to shareholders.


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%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ALL vs. BRK-B - Drawdown Comparison

The maximum ALL drawdown since its inception was -77.03%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ALL and BRK-B. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.55%
-5.50%
ALL
BRK-B

Volatility

ALL vs. BRK-B - Volatility Comparison

The Allstate Corporation (ALL) has a higher volatility of 5.35% compared to Berkshire Hathaway Inc. (BRK-B) at 3.73%. This indicates that ALL's price experiences larger fluctuations and is considered to be riskier than BRK-B 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
5.35%
3.73%
ALL
BRK-B

Financials

ALL vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between The Allstate Corporation and Berkshire Hathaway 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab