ALLO vs. VOD

Last updated Jun 4, 2026

ALLO (Allogene Therapeutics, Inc.) and VOD (Vodafone Group Plc) are both stocks. ALLO operates in Biotechnology (Healthcare), while VOD operates in Telecom Services (Communication Services). Over the past 5 years, ALLO returned -39.07%/yr vs 3.22%/yr for VOD. At a 0.14 correlation, their price movements are largely independent.

Performance

ALLO vs. VOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allogene Therapeutics, Inc. (ALLO) and Vodafone Group Plc (VOD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ALLO achieves a 45.99% return, which is significantly higher than VOD's 13.93% return.

ALLO

• 1D: -2.44%
• 1M: -11.50%
• YTD: 45.99%
• 6M: 31.58%
• 1Y: 48.15%
• 3Y*: -29.09%
• 5Y*: -39.07%
• 10Y*: —

VOD

• 1D: -0.46%
• 1M: -6.23%
• YTD: 13.93%
• 6M: 19.54%
• 1Y: 53.07%
• 3Y*: 25.57%
• 5Y*: 3.22%
• 10Y*: -1.04%

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

ALLO vs. VOD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ALLO Allogene Therapeutics, Inc.	45.99%	-35.68%	-33.64%	-48.97%	-57.84%	-40.89%	-2.85%	-3.53%	7.72%
VOD Vodafone Group Plc	13.93%	63.00%	5.68%	-4.59%	-27.22%	-3.57%	-9.63%	5.64%	-0.66%

Correlation

The correlation between ALLO and VOD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since Oct 12, 2018	0.14

Fundamentals

Market Cap ALLO : $480.58M VOD : $34.74B
EPS ALLO : -$0.77 VOD : -$1.92
PB Ratio ALLO : 1.72 VOD : 0.69
Total Revenue (TTM) ALLO : $0.00 VOD : $78.20B
Gross Profit (TTM) ALLO : -$34.22M VOD : $25.34B
EBITDA (TTM) ALLO : -$170.97M VOD : $25.58B

Return for Risk

ALLO vs. VOD — Risk / Return Rank

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

ALLO

ALLO Risk / Return Rank: 62
ALLO Sharpe Ratio Rank: 60
ALLO Sortino Ratio Rank: 62
ALLO Omega Ratio Rank: 60
ALLO Calmar Ratio Rank: 66
ALLO Martin Ratio Rank: 61

VOD

VOD Risk / Return Rank: 88
VOD Sharpe Ratio Rank: 88
VOD Sortino Ratio Rank: 83
VOD Omega Ratio Rank: 86
VOD Calmar Ratio Rank: 92
VOD Martin Ratio Rank: 91

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.

ALLO vs. VOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allogene Therapeutics, Inc. (ALLO) and Vodafone Group Plc (VOD). 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.

	ALLO	VOD	Difference
Sharpe ratio Return per unit of total volatility	0.56	2.07	-1.51
Sortino ratio Return per unit of downside risk	1.36	2.59	-1.23
Omega ratio Gain probability vs. loss probability	1.17	1.38	-0.21
Calmar ratio Return relative to maximum drawdown	1.27	5.31	-4.04
Martin ratio Return relative to average drawdown	2.22	12.97	-10.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALLO vs. VOD - Sharpe Ratio Comparison

The current ALLO Sharpe Ratio is 0.56, which is lower than the VOD Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of ALLO and VOD, 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

	ALLO	VOD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.56	2.07	-1.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.46	0.12	-0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.36	0.31	-0.67

Drawdowns

ALLO vs. VOD - Drawdown Comparison

The maximum ALLO drawdown since its inception was -98.24%, which is greater than VOD's maximum drawdown of -79.32%. Use the drawdown chart below to compare losses from any high point for ALLO and VOD.

Drawdown Indicators

	ALLO	VOD	Difference
Max Drawdown Largest peak-to-trough decline	-98.24%	-79.32%	-18.92%
Max Drawdown (1Y) Largest decline over 1 year	-38.24%	-10.05%	-28.19%
Max Drawdown (3Y) Largest decline over 3 years	-84.01%	-20.03%	-63.98%
Max Drawdown (5Y) Largest decline over 5 years	-96.55%	-49.24%	-47.31%
Max Drawdown (10Y) Largest decline over 10 years	—	-62.36%	—
Current Drawdown Current decline from peak	-96.30%	-20.26%	-76.04%
Average Drawdown Average peak-to-trough decline	-65.84%	-32.72%	-33.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.75%	4.11%	+17.64%

Volatility

ALLO vs. VOD - Volatility Comparison

Allogene Therapeutics, Inc. (ALLO) has a higher volatility of 18.17% compared to Vodafone Group Plc (VOD) at 11.80%. This indicates that ALLO's price experiences larger fluctuations and is considered to be riskier than VOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ALLO	VOD	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.17%	11.80%	+6.37%
Volatility (6M) Calculated over the trailing 6-month period	70.81%	19.57%	+51.24%
Volatility (1Y) Calculated over the trailing 1-year period	86.95%	25.80%	+61.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	85.50%	26.98%	+58.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	77.99%	27.88%	+50.11%

Dividends

ALLO vs. VOD - Dividend Comparison

ALLO has not paid dividends to shareholders, while VOD's dividend yield for the trailing twelve months is around 3.39%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALLO Allogene Therapeutics, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOD Vodafone Group Plc	3.39%	3.86%	8.58%	11.15%	9.27%	7.04%	6.11%	4.92%	8.99%	5.33%	12.26%	6.77%

Financials

Frequently Asked Questions

Can I hold both ALLO and VOD in my portfolio?

ALLO and VOD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ALLO or VOD?

ALLO has higher volatility (18.17%) compared to VOD (11.80%). In terms of maximum drawdown, ALLO dropped -98.24% vs VOD's -79.32%.

Which has better risk-adjusted returns?

VOD currently has the higher Sharpe Ratio (2.07 vs 0.56), 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.