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ALL vs. EBAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ALL vs. EBAY - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with ALL having a 26.43% return and EBAY slightly lower at 26.36%. Over the past 10 years, ALL has outperformed EBAY with an annualized return of 16.74%, while EBAY has yielded a comparatively lower 14.69% annualized return.


ALL

1D
2.14%
1M
11.53%
6M
35.89%
YTD
26.43%
1Y
37.00%
3Y*
36.03%
5Y*
17.75%
10Y*
16.74%
ALL TIME*
11.59%

EBAY

1D
0.06%
1M
-0.05%
6M
17.57%
YTD
26.36%
1Y
34.38%
3Y*
33.62%
5Y*
10.17%
10Y*
14.69%
ALL TIME*
19.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$397.47M$417.38M$400.60M
$441.47M$363.89M$537.06M

ALL vs. EBAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALL
The Allstate Corporation
26.43%10.09%40.61%6.37%18.37%9.86%-0.12%38.82%-19.52%43.64%
EBAY
eBay Inc.
26.36%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 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

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 0.08 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

ALL:

$66.92B

EBAY:

$48.57B

EPS

ALL:

$45.90

EBAY:

$4.42

PE Ratio

ALL:

5.66

EBAY:

24.74

PEG Ratio

ALL:

0.16

EBAY:

1.33

PS Ratio

ALL:

1.02

EBAY:

4.35

PB Ratio

ALL:

2.31

EBAY:

11.33

Total Revenue (TTM)

ALL:

$67.14B

EBAY:

$11.60B

Gross Profit (TTM)

ALL:

$19.06B

EBAY:

$8.36B

EBITDA (TTM)

ALL:

$13.09B

EBAY:

$2.69B

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Return for Risk

ALL vs. EBAY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALL
ALL Risk / Return Rank: 8686
Overall Rank
ALL Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ALL Sortino Ratio Rank: 8282
Sortino Ratio Rank
ALL Omega Ratio Rank: 8282
Omega Ratio Rank
ALL Calmar Ratio Rank: 8989
Calmar Ratio Rank
ALL Martin Ratio Rank: 8989
Martin Ratio Rank

EBAY
EBAY Risk / Return Rank: 7474
Overall Rank
EBAY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EBAY Sortino Ratio Rank: 7070
Sortino Ratio Rank
EBAY Omega Ratio Rank: 7373
Omega Ratio Rank
EBAY Calmar Ratio Rank: 7777
Calmar Ratio Rank
EBAY Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ALLEBAYDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratioReturn relative to maximum drawdown

3.24

1.67

+1.57

Martin ratioReturn relative to average drawdown

8.49

3.43

+5.06

ALL vs. EBAY - Sharpe Ratio Comparison

The current ALL Sharpe Ratio is 1.52, which is higher than the EBAY Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ALL and EBAY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


ALLEBAYDifference

Max Drawdown

Largest 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%

-21.71%

+7.60%

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 Drawdown

Current decline from peak

0.00%

-7.79%

+7.79%

Average Drawdown

Average peak-to-trough decline

-16.38%

-29.04%

+12.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

10.05%

-5.68%

Volatility

ALL vs. EBAY - Volatility Comparison

The Allstate Corporation (ALL) has a higher volatility of 9.00% compared to eBay Inc. (EBAY) at 7.06%. This indicates that ALL's price experiences larger fluctuations and is considered to be riskier 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


ALLEBAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.00%

7.06%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

18.01%

24.41%

-6.40%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

39.04%

-14.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.64%

32.74%

-7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.11%

30.92%

-5.81%

Dividends

ALL vs. EBAY - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 1.77%, more than EBAY's 1.10% yield.


PositionTTM20252024202320222021202020192018201720162015
ALL
The Allstate Corporation
1.77%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.
1.10%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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
16.94B
3.09B
(ALL) Total Revenue
(EBAY) Total Revenue
Values in USD except per share items

ALL vs. EBAY - Profitability Comparison

The chart below illustrates the profitability comparison between The Allstate Corporation and eBay Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
74.0%
Portfolio components
ALL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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 Jul 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 Jul 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 Jul 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 Jul 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 Jul 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 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALL has higher volatility (9.00%) compared to EBAY (7.06%). In terms of maximum drawdown, ALL dropped -77.03% vs EBAY's -82.56%.

ALL currently has the higher Sharpe Ratio (1.52 vs 0.88), 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.

Portfolio Optimizer

Find the right allocation for ALL and EBAY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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