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ALL vs. MFC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ALL vs. MFC - Performance Comparison

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

900.00%1,000.00%1,100.00%1,200.00%JuneJulyAugustSeptemberOctoberNovember
1,183.11%
1,216.39%
ALL
MFC

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

YTD

42.96%

1M

0.77%

6M

17.37%

1Y

50.10%

5Y (annualized)

15.03%

10Y (annualized)

13.84%

MFC

YTD

53.26%

1M

6.82%

6M

24.81%

1Y

79.07%

5Y (annualized)

17.01%

10Y (annualized)

10.39%

Fundamentals


ALLMFC
Market Cap$52.46B$56.97B
EPS$15.47$2.04
PE Ratio12.8115.94
PEG Ratio3.401.01
Total Revenue (TTM)$62.43B$38.21B
Gross Profit (TTM)$53.41B$25.54B
EBITDA (TTM)$2.01B$741.00M

Key characteristics


ALLMFC
Sharpe Ratio2.603.87
Sortino Ratio3.375.40
Omega Ratio1.451.70
Calmar Ratio5.334.18
Martin Ratio14.8326.95
Ulcer Index3.58%3.06%
Daily Std Dev20.43%21.33%
Max Drawdown-77.03%-83.74%
Current Drawdown-0.62%-0.91%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for ALL, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.443.87
The chart of Sortino ratio for ALL, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.003.195.40
The chart of Omega ratio for ALL, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.70
The chart of Calmar ratio for ALL, currently valued at 4.97, compared to the broader market0.002.004.006.004.974.18
The chart of Martin ratio for ALL, currently valued at 13.82, compared to the broader market0.0010.0020.0030.0013.8226.95
ALL
MFC

The current ALL Sharpe Ratio is 2.60, which is lower than the MFC Sharpe Ratio of 3.87. The chart below compares the historical Sharpe Ratios of ALL and MFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.44
3.87
ALL
MFC

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.


TTM20232022202120202019201820172016201520142013
ALL
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%
MFC
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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.62%
-0.91%
ALL
MFC

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.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.05%
7.13%
ALL
MFC

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.


Quarterly
Annual

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


Values in USD except per share items