ALL vs. MDGL
ALL (The Allstate Corporation) and MDGL (Madrigal Pharmaceuticals, Inc.) are both stocks. ALL operates in Insurance - Property & Casualty (Financial Services), while MDGL operates in Biotechnology (Healthcare). Over the past 10 years, ALL returned 15.27%/yr vs 46.09%/yr for MDGL. At a 0.20 correlation, their price movements are largely independent.
Performance
ALL vs. MDGL - Performance Comparison
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Returns By Period
In the year-to-date period, ALL achieves a 7.58% return, which is significantly higher than MDGL's -17.44% return. Over the past 10 years, ALL has underperformed MDGL with an annualized return of 15.27%, while MDGL has yielded a comparatively higher 46.09% annualized return.
ALL
- 1D
- 0.94%
- 1M
- 2.50%
- YTD
- 7.58%
- 6M
- 8.08%
- 1Y
- 13.66%
- 3Y*
- 27.76%
- 5Y*
- 13.66%
- 10Y*
- 15.27%
MDGL
- 1D
- 1.37%
- 1M
- -10.95%
- YTD
- -17.44%
- 6M
- -15.87%
- 1Y
- 62.66%
- 3Y*
- 21.44%
- 5Y*
- 34.82%
- 10Y*
- 46.09%
ALL vs. MDGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 7.58% | 10.09% | 40.61% | 6.37% | 18.37% | 9.86% | -0.12% | 38.82% | -19.52% | 43.64% |
MDGL Madrigal Pharmaceuticals, Inc. | -17.44% | 88.72% | 33.36% | -20.28% | 242.52% | -23.77% | 22.02% | -19.17% | 22.80% | 516.04% |
Correlation
The correlation between ALL and MDGL is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2007 | 0.20 |
The correlation between ALL and MDGL shifts across timeframes, from 0.06 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ALL:
$58.20B
MDGL:
$13.96B
ALL:
$45.76
MDGL:
-$12.87
ALL:
0.88
MDGL:
10.21
ALL:
1.97
MDGL:
25.68
ALL:
$67.14B
MDGL:
$1.13B
ALL:
$19.06B
MDGL:
$1.05B
ALL:
$13.09B
MDGL:
-$287.63M
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Return for Risk
ALL vs. MDGL — Risk / Return Rank
ALL
MDGL
ALL vs. MDGL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and Madrigal Pharmaceuticals, Inc. (MDGL). 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 | MDGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.26 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.11 | -0.99 |
| Martin ratioReturn relative to average drawdown | 2.90 | 4.63 | -1.73 |
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Drawdowns
ALL vs. MDGL - Drawdown Comparison
The maximum ALL drawdown since its inception was -77.03%, smaller than the maximum MDGL drawdown of -98.40%. Use the drawdown chart below to compare losses from any high point for ALL and MDGL.
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Drawdown Indicators
| ALL | MDGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.03% | -98.40% | +21.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -29.36% | +17.88% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -52.88% | +38.77% |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | -61.41% | +34.06% |
Max Drawdown (10Y)Largest decline over 10 years | -41.39% | -82.19% | +40.80% |
Current DrawdownCurrent decline from peak | -0.79% | -20.25% | +19.46% |
Average DrawdownAverage peak-to-trough decline | -16.43% | -58.52% | +42.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 13.38% | -8.92% |
Volatility
ALL vs. MDGL - Volatility Comparison
The current volatility for The Allstate Corporation (ALL) is 8.80%, while Madrigal Pharmaceuticals, Inc. (MDGL) has a volatility of 13.71%. This indicates that ALL experiences smaller price fluctuations and is considered to be less risky than MDGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALL | MDGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 13.71% | -4.91% |
Volatility (6M)Calculated over the trailing 6-month period | 17.29% | 31.76% | -14.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.73% | 45.97% | -22.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.46% | 133.37% | -107.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.95% | 117.49% | -92.54% |
Dividends
ALL vs. MDGL - Dividend Comparison
ALL's dividend yield for the trailing twelve months is around 1.88%, while MDGL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 1.88% | 1.92% | 1.91% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% |
MDGL Madrigal Pharmaceuticals, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ALL vs. MDGL - Financials Comparison
This section allows you to compare key financial metrics between The Allstate Corporation and Madrigal Pharmaceuticals, 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. MDGL - 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%.
MDGL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Madrigal Pharmaceuticals, Inc. reported a gross profit of 284.49M and revenue of 311.34M. Therefore, the gross margin over that period was 91.4%.
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%.
MDGL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Madrigal Pharmaceuticals, Inc. reported an operating income of -92.72M and revenue of 311.34M, resulting in an operating margin of -29.8%.
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%.
MDGL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Madrigal Pharmaceuticals, Inc. reported a net income of -94.39M and revenue of 311.34M, resulting in a net margin of -30.3%.
Frequently Asked Questions
ALL and MDGL 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.
MDGL has higher volatility (13.71%) compared to ALL (8.80%). In terms of maximum drawdown, ALL dropped -77.03% vs MDGL's -98.40%.
MDGL currently has the higher Sharpe Ratio (1.35 vs 0.55), 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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