ALL vs. TRV

Last updated Jun 9, 2026

ALL (The Allstate Corporation) and TRV (The Travelers Companies, Inc.) are both stocks. Both operate in the Insurance - Property & Casualty industry within the Financial Services sector. Over the past 10 years, ALL returned 14.79%/yr vs 12.41%/yr for TRV. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

ALL vs. TRV - Performance Comparison

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

Returns By Period

In the year-to-date period, ALL achieves a 4.37% return, which is significantly higher than TRV's 2.67% return. Over the past 10 years, ALL has outperformed TRV with an annualized return of 14.79%, while TRV has yielded a comparatively lower 12.41% annualized return.

ALL

• 1D: -2.71%
• 1M: 1.41%
• YTD: 4.37%
• 6M: 8.15%
• 1Y: 5.93%
• 3Y*: 27.04%
• 5Y*: 12.75%
• 10Y*: 14.79%

TRV

• 1D: -2.15%
• 1M: -0.44%
• YTD: 2.67%
• 6M: 6.83%
• 1Y: 10.14%
• 3Y*: 21.09%
• 5Y*: 16.05%
• 10Y*: 12.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ALL vs. TRV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ALL The Allstate Corporation	4.37%	10.09%	40.61%	6.37%	18.37%	9.86%	-0.12%	38.82%	-19.52%	43.64%
TRV The Travelers Companies, Inc.	2.67%	22.38%	28.76%	3.93%	22.42%	13.96%	5.31%	17.00%	-9.64%	13.36%

Correlation

The correlation between ALL and TRV is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.65
Correlation (All Time) Calculated using the full available price history since Apr 22, 1996	0.58

The correlation between ALL and TRV has been stable across timeframes, ranging from 0.58 to 0.68 - a consistent structural relationship.

Fundamentals

Market Cap ALL : $56.46B TRV : $64.81B
EPS ALL : $45.76 TRV : $33.83
PE Ratio ALL : 4.70 TRV : 8.77
PEG Ratio ALL : 0.13 TRV : 0.41
PS Ratio ALL : 0.85 TRV : 1.36
PB Ratio ALL : 1.91 TRV : 2.03
Total Revenue (TTM) ALL : $67.14B TRV : $48.94B
Gross Profit (TTM) ALL : $19.06B TRV : $16.00B
EBITDA (TTM) ALL : $13.09B TRV : $8.15B

Return for Risk

ALL vs. TRV — Risk / Return Rank

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

ALL

ALL Risk / Return Rank: 49
ALL Sharpe Ratio Rank: 51
ALL Sortino Ratio Rank: 44
ALL Omega Ratio Rank: 43
ALL Calmar Ratio Rank: 54
ALL Martin Ratio Rank: 56

TRV

TRV Risk / Return Rank: 60
TRV Sharpe Ratio Rank: 61
TRV Sortino Ratio Rank: 53
TRV Omega Ratio Rank: 51
TRV Calmar Ratio Rank: 66
TRV Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ALL vs. TRV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and The Travelers Companies, Inc. (TRV). 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.

	ALL	TRV	Difference
Sharpe ratio: Return per unit of total volatility	0.25	0.54	-0.29
Sortino ratio: Return per unit of downside risk	0.51	0.89	-0.39
Omega ratio: Gain probability vs. loss probability	1.06	1.11	-0.04
Calmar ratio: Return relative to maximum drawdown	0.52	1.22	-0.71
Martin ratio: Return relative to average drawdown	1.33	3.01	-1.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALL vs. TRV - Sharpe Ratio Comparison

The current ALL Sharpe Ratio is 0.25, which is lower than the TRV Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ALL and TRV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ALL	TRV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.25	0.54	-0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.74	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.51	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.39	-0.02

Drawdowns

ALL vs. TRV - Drawdown Comparison

The maximum ALL drawdown since its inception was -77.03%, which is greater than TRV's maximum drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for ALL and TRV.

Drawdown Indicators

	ALL	TRV	Difference
Max Drawdown Largest peak-to-trough decline	-77.03%	-55.11%	-21.92%
Max Drawdown (1Y) Largest decline over 1 year	-11.48%	-8.31%	-3.17%
Max Drawdown (3Y) Largest decline over 3 years	-14.11%	-12.47%	-1.64%
Max Drawdown (5Y) Largest decline over 5 years	-27.35%	-18.90%	-8.45%
Max Drawdown (10Y) Largest decline over 10 years	-41.39%	-46.28%	+4.89%
Current Drawdown Current decline from peak	-3.75%	-4.56%	+0.81%
Average Drawdown Average peak-to-trough decline	-16.44%	-11.12%	-5.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.81%	3.66%	+1.15%

Volatility

ALL vs. TRV - Volatility Comparison

The Allstate Corporation (ALL) has a higher volatility of 8.09% compared to The Travelers Companies, Inc. (TRV) at 5.99%. This indicates that ALL's price experiences larger fluctuations and is considered to be riskier than TRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ALL	TRV	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.09%	5.99%	+2.10%
Volatility (6M) Calculated over the trailing 6-month period	17.07%	12.64%	+4.43%
Volatility (1Y) Calculated over the trailing 1-year period	23.82%	18.78%	+5.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.44%	21.87%	+3.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.94%	24.40%	+0.54%

Dividends

ALL vs. TRV - Dividend Comparison

ALL's dividend yield for the trailing twelve months is around 2.40%, more than TRV's 1.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALL The Allstate Corporation	2.40%	1.92%	1.91%	2.54%	2.51%	2.75%	1.96%	1.78%	2.23%	1.41%	1.78%	1.93%
TRV The Travelers Companies, Inc.	1.48%	1.50%	1.72%	2.06%	1.96%	2.23%	2.40%	2.36%	2.53%	2.09%	2.14%	2.11%

Financials

ALL vs. TRV - Profitability Comparison

The chart below illustrates the profitability comparison between The Allstate Corporation and The Travelers Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

TRV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported a gross profit of 0.00 and revenue of 11.92B. Therefore, the gross margin over that period was 0.0%.

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%.

TRV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported an operating income of 0.00 and revenue of 11.92B, resulting in an operating margin of 0.0%.

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%.

TRV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported a net income of 1.71B and revenue of 11.92B, resulting in a net margin of 14.4%.

Frequently Asked Questions

Can I hold both ALL and TRV in my portfolio?

ALL and TRV have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ALL or TRV?

ALL has higher volatility (8.09%) compared to TRV (5.99%). In terms of maximum drawdown, ALL dropped -77.03% vs TRV's -55.11%.

Which has better risk-adjusted returns?

TRV currently has the higher Sharpe Ratio (0.54 vs 0.25), 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.