ALL vs. JPM
ALL (The Allstate Corporation) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — ALL in Insurance - Property & Casualty, JPM in Banks - Diversified. Over the past 10 years, ALL returned 16.74%/yr vs 21.76%/yr for JPM. At a 0.46 correlation, their price movements are largely independent.
Performance
ALL vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, ALL achieves a 26.43% return, which is significantly higher than JPM's 11.17% return. Over the past 10 years, ALL has underperformed JPM with an annualized return of 16.74%, while JPM has yielded a comparatively higher 21.76% 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%
JPM
- 1D
- 0.95%
- 1M
- 6.40%
- 6M
- 19.78%
- YTD
- 11.17%
- 1Y
- 21.38%
- 3Y*
- 34.00%
- 5Y*
- 21.59%
- 10Y*
- 21.76%
- ALL TIME*
- 12.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $397.47M | $417.38M | $400.60M | |
| $3.24B | $3.50B | $3.02B |
ALL vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 26.43% | 10.09% | 40.61% | 6.37% | 18.37% | 9.86% | -0.12% | 38.82% | -19.52% | 43.64% |
JPM JPMorgan Chase & Co. | 11.17% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between ALL and JPM 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 | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 1993 | 0.46 |
Over the past year, the correlation between ALL and JPM has dropped to 0.10 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
Fundamentals
ALL:
$66.92B
JPM:
$946.43B
ALL:
$45.90
JPM:
$23.29
ALL:
5.66
JPM:
15.17
ALL:
0.16
JPM:
1.67
ALL:
1.02
JPM:
3.32
ALL:
2.31
JPM:
2.79
ALL:
$67.14B
JPM:
$297.63B
ALL:
$19.06B
JPM:
$186.33B
ALL:
$13.09B
JPM:
$90.84B
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Return for Risk
ALL vs. JPM — Risk / Return Rank
ALL
JPM
ALL vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and JPMorgan Chase & Co. (JPM). 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.
| ALL | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.18 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 1.39 | +1.85 |
| Martin ratioReturn relative to average drawdown | 8.49 | 3.28 | +5.20 |
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Drawdowns
ALL vs. JPM - Drawdown Comparison
The maximum ALL drawdown since its inception was -77.03%, roughly equal to the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for ALL and JPM.
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Drawdown Indicators
| ALL | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.03% | -76.16% | -0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -15.47% | +3.99% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -24.42% | +10.31% |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | -38.77% | +11.42% |
Max Drawdown (10Y)Largest decline over 10 years | -41.39% | -43.63% | +2.24% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -16.38% | -17.57% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 6.53% | -2.16% |
Volatility
ALL vs. JPM - Volatility Comparison
The Allstate Corporation (ALL) has a higher volatility of 9.00% compared to JPMorgan Chase & Co. (JPM) at 5.83%. This indicates that ALL's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALL | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.00% | 5.83% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 18.01% | 16.44% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.51% | 22.16% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.64% | 24.40% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.11% | 27.30% | -2.19% |
Dividends
ALL vs. JPM - Dividend Comparison
ALL's dividend yield for the trailing twelve months is around 1.77%, more than JPM's 1.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JPM JPMorgan Chase & Co. | 1.70% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
ALL vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between The Allstate Corporation and JPMorgan Chase & Co.. 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. JPM - Profitability Comparison
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%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported a gross profit of 54.83B and revenue of 82.46B. Therefore, the gross margin over that period was 66.5%.
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%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.
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%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported a net income of 21.16B and revenue of 82.46B, resulting in a net margin of 25.7%.
Frequently Asked Questions
ALL and JPM 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.
ALL has higher volatility (9.00%) compared to JPM (5.83%). In terms of maximum drawdown, ALL dropped -77.03% vs JPM's -76.16%.
ALL currently has the higher Sharpe Ratio (1.52 vs 0.97), 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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