ALL vs. MFC
Compare and contrast key facts about The Allstate Corporation (ALL) and Manulife Financial Corporation (MFC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALL or MFC.
Performance
ALL vs. MFC - Performance Comparison
Returns By Period
In the year-to-date period, ALL achieves a 42.96% return, which is significantly lower than MFC's 53.26% return. Over the past 10 years, ALL has outperformed MFC with an annualized return of 13.84%, while MFC has yielded a comparatively lower 10.39% annualized return.
ALL
42.96%
0.77%
17.37%
50.10%
15.03%
13.84%
MFC
53.26%
6.82%
24.81%
79.07%
17.01%
10.39%
Fundamentals
ALL | MFC | |
---|---|---|
Market Cap | $52.46B | $56.97B |
EPS | $15.47 | $2.04 |
PE Ratio | 12.81 | 15.94 |
PEG Ratio | 3.40 | 1.01 |
Total Revenue (TTM) | $62.43B | $38.21B |
Gross Profit (TTM) | $53.41B | $25.54B |
EBITDA (TTM) | $2.01B | $741.00M |
Key characteristics
ALL | MFC | |
---|---|---|
Sharpe Ratio | 2.60 | 3.87 |
Sortino Ratio | 3.37 | 5.40 |
Omega Ratio | 1.45 | 1.70 |
Calmar Ratio | 5.33 | 4.18 |
Martin Ratio | 14.83 | 26.95 |
Ulcer Index | 3.58% | 3.06% |
Daily Std Dev | 20.43% | 21.33% |
Max Drawdown | -77.03% | -83.74% |
Current Drawdown | -0.62% | -0.91% |
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Correlation
The correlation between ALL and MFC is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ALL vs. MFC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and Manulife Financial Corporation (MFC). 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.
Dividends
ALL vs. MFC - Dividend Comparison
ALL's dividend yield for the trailing twelve months is around 1.85%, less than MFC's 3.85% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
The Allstate Corporation | 1.85% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% | 1.59% | 1.83% |
Manulife Financial Corporation | 3.85% | 4.86% | 5.71% | 4.91% | 6.27% | 3.71% | 4.97% | 3.02% | 3.13% | 3.50% | 3.36% | 2.58% |
Drawdowns
ALL vs. MFC - Drawdown Comparison
The maximum ALL drawdown since its inception was -77.03%, smaller than the maximum MFC drawdown of -83.74%. Use the drawdown chart below to compare losses from any high point for ALL and MFC. For additional features, visit the drawdowns tool.
Volatility
ALL vs. MFC - Volatility Comparison
The current volatility for The Allstate Corporation (ALL) is 6.05%, while Manulife Financial Corporation (MFC) has a volatility of 7.13%. This indicates that ALL experiences smaller price fluctuations and is considered to be less risky than MFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ALL vs. MFC - Financials Comparison
This section allows you to compare key financial metrics between The Allstate Corporation and Manulife Financial Corporation. 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