ALL vs. VOO
Compare and contrast key facts about The Allstate Corporation (ALL) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALL or VOO.
Performance
ALL vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ALL achieves a 47.75% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, ALL has outperformed VOO with an annualized return of 14.10%, while VOO has yielded a comparatively lower 13.18% annualized return.
ALL
47.75%
5.55%
25.38%
52.97%
15.99%
14.10%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| ALL | VOO | |
|---|---|---|
| Sharpe Ratio | 2.63 | 2.70 |
| Sortino Ratio | 3.41 | 3.60 |
| Omega Ratio | 1.46 | 1.50 |
| Calmar Ratio | 5.45 | 3.90 |
| Martin Ratio | 15.14 | 17.65 |
| Ulcer Index | 3.58% | 1.86% |
| Daily Std Dev | 20.65% | 12.19% |
| Max Drawdown | -77.03% | -33.99% |
| Current Drawdown | 0.00% | -0.86% |
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Correlation
The correlation between ALL and VOO is 0.55, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
ALL's dividend yield for the trailing twelve months is around 1.79%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 1.79% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% | 1.59% | 1.83% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ALL vs. VOO - Drawdown Comparison
The maximum ALL drawdown since its inception was -77.03%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ALL and VOO. For additional features, visit the drawdowns tool.
Volatility
ALL vs. VOO - Volatility Comparison
The Allstate Corporation (ALL) has a higher volatility of 6.99% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that ALL's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.