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

Correlation

The correlation between ALL and MS is 0.53, 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.


Performance

ALL vs. MS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ALL:

0.76

MS:

0.99

Sortino Ratio

ALL:

1.22

MS:

1.63

Omega Ratio

ALL:

1.17

MS:

1.24

Calmar Ratio

ALL:

1.51

MS:

1.27

Martin Ratio

ALL:

3.96

MS:

4.00

Ulcer Index

ALL:

5.39%

MS:

9.26%

Daily Std Dev

ALL:

25.86%

MS:

34.12%

Max Drawdown

ALL:

-77.03%

MS:

-88.12%

Current Drawdown

ALL:

-3.66%

MS:

-9.21%

Fundamentals

Market Cap

ALL:

$53.62B

MS:

$203.84B

EPS

ALL:

$14.63

MS:

$8.53

PE Ratio

ALL:

13.84

MS:

14.90

PEG Ratio

ALL:

2.11

MS:

143.18

PS Ratio

ALL:

0.82

MS:

3.19

PB Ratio

ALL:

2.68

MS:

2.01

Total Revenue (TTM)

ALL:

$65.30B

MS:

$73.37B

Gross Profit (TTM)

ALL:

$65.30B

MS:

$28.72B

EBITDA (TTM)

ALL:

$5.82B

MS:

$10.46B

Returns By Period

In the year-to-date period, ALL achieves a 5.56% return, which is significantly higher than MS's 2.55% return. Over the past 10 years, ALL has underperformed MS with an annualized return of 14.13%, while MS has yielded a comparatively higher 16.12% annualized return.


ALL

YTD

5.56%

1M

5.16%

6M

3.49%

1Y

19.60%

5Y*

20.12%

10Y*

14.13%

MS

YTD

2.55%

1M

18.46%

6M

-3.44%

1Y

33.41%

5Y*

32.33%

10Y*

16.12%

*Annualized

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Risk-Adjusted Performance

ALL vs. MS — Risk-Adjusted Performance Rank

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

ALL
The Risk-Adjusted Performance Rank of ALL is 7979
Overall Rank
The Sharpe Ratio Rank of ALL is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ALL is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ALL is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ALL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ALL is 8383
Martin Ratio Rank

MS
The Risk-Adjusted Performance Rank of MS is 8383
Overall Rank
The Sharpe Ratio Rank of MS is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MS is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MS is 8282
Omega Ratio Rank
The Calmar Ratio Rank of MS is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MS is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ALL vs. MS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and Morgan Stanley (MS). 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.


The current ALL Sharpe Ratio is 0.76, which is comparable to the MS Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ALL and MS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ALL vs. MS - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 1.86%, less than MS's 2.91% yield.


TTM20242023202220212020201920182017201620152014
ALL
The Allstate Corporation
1.86%1.91%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%
MS
Morgan Stanley
2.91%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%

Drawdowns

ALL vs. MS - Drawdown Comparison

The maximum ALL drawdown since its inception was -77.03%, smaller than the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for ALL and MS. For additional features, visit the drawdowns tool.


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Volatility

ALL vs. MS - Volatility Comparison

The current volatility for The Allstate Corporation (ALL) is 6.58%, while Morgan Stanley (MS) has a volatility of 8.19%. This indicates that ALL experiences smaller price fluctuations and is considered to be less risky than MS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ALL vs. MS - Financials Comparison

This section allows you to compare key financial metrics between The Allstate Corporation and Morgan Stanley. 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


10.00B15.00B20.00B25.00B30.00B20212022202320242025
16.46B
29.13B
(ALL) Total Revenue
(MS) Total Revenue
Values in USD except per share items