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

Key characteristics


ALLCSCO
YTD Return22.19%-5.52%
1Y Return51.09%2.33%
3Y Return (Ann)13.35%0.35%
5Y Return (Ann)14.44%-0.06%
10Y Return (Ann)14.00%10.86%
Sharpe Ratio2.210.14
Daily Std Dev23.17%18.57%
Max Drawdown-77.03%-89.26%
Current Drawdown-3.05%-20.67%

Fundamentals


ALLCSCO
Market Cap$44.86B$193.79B
EPS-$1.21$3.29
PE Ratio44.2614.55
PEG Ratio3.403.43
Revenue (TTM)$57.09B$57.23B
Gross Profit (TTM)$6.44B$35.75B
EBITDA (TTM)$904.00M$17.67B

Correlation

-0.50.00.51.00.3

The correlation between ALL and CSCO is 0.33, 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. CSCO - Performance Comparison

In the year-to-date period, ALL achieves a 22.19% return, which is significantly higher than CSCO's -5.52% return. Over the past 10 years, ALL has outperformed CSCO with an annualized return of 14.00%, while CSCO has yielded a comparatively lower 10.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,000.00%3,000.00%4,000.00%5,000.00%December2024FebruaryMarchApril
2,280.83%
4,496.87%
ALL
CSCO

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The Allstate Corporation

Cisco Systems, Inc.

Risk-Adjusted Performance

ALL vs. CSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and Cisco Systems, Inc. (CSCO). 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 2.21, compared to the broader market-2.00-1.000.001.002.003.002.21
Sortino ratio
The chart of Sortino ratio for ALL, currently valued at 3.08, compared to the broader market-4.00-2.000.002.004.006.003.08
Omega ratio
The chart of Omega ratio for ALL, currently valued at 1.39, compared to the broader market0.501.001.501.39
Calmar ratio
The chart of Calmar ratio for ALL, currently valued at 1.87, compared to the broader market0.002.004.006.001.87
Martin ratio
The chart of Martin ratio for ALL, currently valued at 10.64, compared to the broader market-10.000.0010.0020.0030.0010.64
CSCO
Sharpe ratio
The chart of Sharpe ratio for CSCO, currently valued at 0.14, compared to the broader market-2.00-1.000.001.002.003.000.14
Sortino ratio
The chart of Sortino ratio for CSCO, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.006.000.29
Omega ratio
The chart of Omega ratio for CSCO, currently valued at 1.04, compared to the broader market0.501.001.501.04
Calmar ratio
The chart of Calmar ratio for CSCO, currently valued at 0.10, compared to the broader market0.002.004.006.000.10
Martin ratio
The chart of Martin ratio for CSCO, currently valued at 0.26, compared to the broader market-10.000.0010.0020.0030.000.26

ALL vs. CSCO - Sharpe Ratio Comparison

The current ALL Sharpe Ratio is 2.21, which is higher than the CSCO Sharpe Ratio of 0.14. The chart below compares the 12-month rolling Sharpe Ratio of ALL and CSCO.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchApril
2.21
0.14
ALL
CSCO

Dividends

ALL vs. CSCO - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 2.11%, less than CSCO's 3.34% 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%
CSCO
Cisco Systems, Inc.
3.34%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%

Drawdowns

ALL vs. CSCO - Drawdown Comparison

The maximum ALL drawdown since its inception was -77.03%, smaller than the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for ALL and CSCO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchApril
-3.05%
-20.67%
ALL
CSCO

Volatility

ALL vs. CSCO - Volatility Comparison

The Allstate Corporation (ALL) has a higher volatility of 6.75% compared to Cisco Systems, Inc. (CSCO) at 5.53%. This indicates that ALL's price experiences larger fluctuations and is considered to be riskier than CSCO 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%12.00%December2024FebruaryMarchApril
6.75%
5.53%
ALL
CSCO

Financials

ALL vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between The Allstate Corporation and Cisco Systems, 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