ALL vs. EBAY
ALL (The Allstate Corporation) and EBAY (eBay Inc.) are both stocks. ALL operates in Insurance - Property & Casualty (Financial Services), while EBAY operates in Internet Retail (Consumer Cyclical). Over the past 10 years, ALL returned 14.79%/yr vs 17.68%/yr for EBAY. At a 0.30 correlation, their price movements are largely independent.
Performance
ALL vs. EBAY - Performance Comparison
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Returns By Period
In the year-to-date period, ALL achieves a 4.37% return, which is significantly lower than EBAY's 25.26% return. Over the past 10 years, ALL has underperformed EBAY with an annualized return of 14.79%, while EBAY has yielded a comparatively higher 17.68% annualized return.
ALL
- 1D
- -2.71%
- 1M
- 1.41%
- YTD
- 4.37%
- 6M
- 8.15%
- 1Y
- 5.93%
- 3Y*
- 27.04%
- 5Y*
- 12.75%
- 10Y*
- 14.79%
EBAY
- 1D
- -0.83%
- 1M
- 0.98%
- YTD
- 25.26%
- 6M
- 30.12%
- 1Y
- 39.72%
- 3Y*
- 35.62%
- 5Y*
- 12.40%
- 10Y*
- 17.68%
ALL vs. EBAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 4.37% | 10.09% | 40.61% | 6.37% | 18.37% | 9.86% | -0.12% | 38.82% | -19.52% | 43.64% |
EBAY eBay Inc. | 25.26% | 42.75% | 44.78% | 7.65% | -36.46% | 33.81% | 41.16% | 30.59% | -25.62% | 27.11% |
Correlation
The correlation between ALL and EBAY is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 1998 | 0.30 |
Over the past year, the correlation between ALL and EBAY has dropped to 0.10 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
Fundamentals
ALL:
$56.46B
EBAY:
$49.56B
ALL:
$45.76
EBAY:
$4.40
ALL:
4.70
EBAY:
24.64
ALL:
0.13
EBAY:
1.33
ALL:
0.85
EBAY:
4.33
ALL:
1.91
EBAY:
11.23
ALL:
$67.14B
EBAY:
$11.60B
ALL:
$19.06B
EBAY:
$8.36B
ALL:
$13.09B
EBAY:
$2.69B
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Return for Risk
ALL vs. EBAY — Risk / Return Rank
ALL
EBAY
ALL vs. EBAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and eBay Inc. (EBAY). 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 | EBAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.23 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 1.93 | -1.41 |
| Martin ratioReturn relative to average drawdown | 1.33 | 4.05 | -2.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALL | EBAY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 1.04 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.38 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.57 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.41 | -0.04 |
Drawdowns
ALL vs. EBAY - Drawdown Comparison
The maximum ALL drawdown since its inception was -77.03%, smaller than the maximum EBAY drawdown of -82.56%. Use the drawdown chart below to compare losses from any high point for ALL and EBAY.
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Drawdown Indicators
| ALL | EBAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.03% | -82.56% | +5.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -20.67% | +9.19% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -22.08% | +7.97% |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | -53.58% | +26.23% |
Max Drawdown (10Y)Largest decline over 10 years | -41.39% | -53.58% | +12.19% |
Current DrawdownCurrent decline from peak | -3.75% | -8.59% | +4.84% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -29.13% | +12.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.81% | 9.84% | -5.03% |
Volatility
ALL vs. EBAY - Volatility Comparison
The current volatility for The Allstate Corporation (ALL) is 8.09%, while eBay Inc. (EBAY) has a volatility of 8.62%. This indicates that ALL experiences smaller price fluctuations and is considered to be less risky than EBAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALL | EBAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 8.62% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 17.07% | 24.39% | -7.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.82% | 38.54% | -14.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.44% | 32.66% | -7.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.94% | 31.15% | -6.21% |
Dividends
ALL vs. EBAY - Dividend Comparison
ALL's dividend yield for the trailing twelve months is around 2.40%, more than EBAY's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 2.40% | 1.92% | 1.91% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% |
EBAY eBay Inc. | 1.11% | 1.33% | 1.74% | 2.29% | 2.12% | 1.08% | 1.27% | 1.55% | 0.00% | 0.00% | 0.00% | 139.70% |
Financials
ALL vs. EBAY - Financials Comparison
This section allows you to compare key financial metrics between The Allstate Corporation and eBay 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.
Total Revenue: Total amount of money received from sales and other business activities
ALL vs. EBAY - Profitability Comparison
ALL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Allstate Corporation reported a gross profit of 0.00 and revenue of 16.94B. Therefore, the gross margin over that period was 0.0%.
EBAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, eBay Inc. reported a gross profit of 2.29B and revenue of 3.09B. Therefore, the gross margin over that period was 74.0%.
ALL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Allstate Corporation reported an operating income of 0.00 and revenue of 16.94B, resulting in an operating margin of 0.0%.
EBAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, eBay Inc. reported an operating income of 611.00M and revenue of 3.09B, resulting in an operating margin of 19.8%.
ALL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Allstate Corporation reported a net income of 2.46B and revenue of 16.94B, resulting in a net margin of 14.5%.
EBAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, eBay Inc. reported a net income of 512.00M and revenue of 3.09B, resulting in a net margin of 16.6%.
Frequently Asked Questions
ALL and EBAY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EBAY has higher volatility (8.62%) compared to ALL (8.09%). In terms of maximum drawdown, ALL dropped -77.03% vs EBAY's -82.56%.
EBAY currently has the higher Sharpe Ratio (1.04 vs 0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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