ALL vs. SPY
Compare and contrast key facts about The Allstate Corporation (ALL) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALL or SPY.
Correlation
The correlation between ALL and SPY 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. SPY - Performance Comparison
Key characteristics
ALL:
0.47
SPY:
0.51
ALL:
0.80
SPY:
0.86
ALL:
1.11
SPY:
1.13
ALL:
0.87
SPY:
0.55
ALL:
2.32
SPY:
2.26
ALL:
5.30%
SPY:
4.55%
ALL:
25.84%
SPY:
20.08%
ALL:
-77.03%
SPY:
-55.19%
ALL:
-8.22%
SPY:
-9.89%
Returns By Period
In the year-to-date period, ALL achieves a 0.56% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, ALL has outperformed SPY with an annualized return of 13.06%, while SPY has yielded a comparatively lower 11.99% annualized return.
ALL
0.56%
-7.82%
3.52%
14.19%
16.64%
13.06%
SPY
-5.76%
-3.16%
-4.30%
10.76%
15.96%
11.99%
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Risk-Adjusted Performance
ALL vs. SPY — Risk-Adjusted Performance Rank
ALL
SPY
ALL vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
ALL's dividend yield for the trailing twelve months is around 1.95%, more than SPY's 1.30% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 1.95% | 1.91% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% | 1.59% |
SPY SPDR S&P 500 ETF | 1.30% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
ALL vs. SPY - Drawdown Comparison
The maximum ALL drawdown since its inception was -77.03%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ALL and SPY. For additional features, visit the drawdowns tool.
Volatility
ALL vs. SPY - Volatility Comparison
The current volatility for The Allstate Corporation (ALL) is 13.21%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that ALL experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.