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

Performance

ALL vs. CSCO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.38%
23.58%
ALL
CSCO

Returns By Period

In the year-to-date period, ALL achieves a 45.20% return, which is significantly higher than CSCO's 17.13% return. Over the past 10 years, ALL has outperformed CSCO with an annualized return of 14.00%, while CSCO has yielded a comparatively lower 11.33% annualized return.


ALL

YTD

45.20%

1M

2.35%

6M

20.39%

1Y

52.46%

5Y (annualized)

15.52%

10Y (annualized)

14.00%

CSCO

YTD

17.13%

1M

0.97%

6M

23.58%

1Y

23.91%

5Y (annualized)

8.26%

10Y (annualized)

11.33%

Fundamentals


ALLCSCO
Market Cap$52.95B$228.44B
EPS$15.47$2.33
PE Ratio12.9324.60
PEG Ratio3.402.59
Total Revenue (TTM)$62.43B$52.98B
Gross Profit (TTM)$53.41B$34.39B
EBITDA (TTM)$16.31B$12.98B

Key characteristics


ALLCSCO
Sharpe Ratio2.551.30
Sortino Ratio3.311.95
Omega Ratio1.451.25
Calmar Ratio5.210.97
Martin Ratio14.483.77
Ulcer Index3.58%6.15%
Daily Std Dev20.39%17.91%
Max Drawdown-77.03%-89.26%
Current Drawdown0.00%-3.16%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for ALL, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.002.551.30
The chart of Sortino ratio for ALL, currently valued at 3.31, compared to the broader market-4.00-2.000.002.004.003.311.95
The chart of Omega ratio for ALL, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.25
The chart of Calmar ratio for ALL, currently valued at 5.21, compared to the broader market0.002.004.006.005.210.97
The chart of Martin ratio for ALL, currently valued at 14.48, compared to the broader market-10.000.0010.0020.0030.0014.483.77
ALL
CSCO

The current ALL Sharpe Ratio is 2.55, which is higher than the CSCO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ALL and CSCO, 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 Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.55
1.30
ALL
CSCO

Dividends

ALL vs. CSCO - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 1.83%, less than CSCO's 2.77% yield.


TTM20232022202120202019201820172016201520142013
ALL
The Allstate Corporation
1.83%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.
2.77%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%JuneJulyAugustSeptemberOctoberNovember0
-3.16%
ALL
CSCO

Volatility

ALL vs. CSCO - Volatility Comparison

The Allstate Corporation (ALL) has a higher volatility of 6.24% compared to Cisco Systems, Inc. (CSCO) at 4.89%. 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.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.24%
4.89%
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