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EBAY vs. ALL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EBAY vs. ALL - Performance Comparison

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

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Returns By Period

In the year-to-date period, EBAY achieves a 25.26% return, which is significantly higher than ALL's 4.37% return. Over the past 10 years, EBAY has outperformed ALL with an annualized return of 17.68%, while ALL has yielded a comparatively lower 14.79% annualized return.


EBAY

1D
-0.83%
1M
0.98%
YTD
25.26%
6M
30.12%
1Y
39.72%
3Y*
35.62%
5Y*
12.40%
10Y*
17.68%

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

EBAY vs. ALL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EBAY
eBay Inc.
25.26%42.75%44.78%7.65%-36.46%33.81%41.16%30.59%-25.62%27.11%
ALL
The Allstate Corporation
4.37%10.09%40.61%6.37%18.37%9.86%-0.12%38.82%-19.52%43.64%

Correlation

The correlation between EBAY and ALL is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Sep 24, 1998

0.30

Over the past year, the correlation between EBAY and ALL has dropped to 0.10 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

EBAY:

$49.56B

ALL:

$56.46B

EPS

EBAY:

$4.40

ALL:

$45.76

PE Ratio

EBAY:

24.64

ALL:

4.70

PEG Ratio

EBAY:

1.33

ALL:

0.13

PS Ratio

EBAY:

4.33

ALL:

0.85

PB Ratio

EBAY:

11.23

ALL:

1.91

Total Revenue (TTM)

EBAY:

$11.60B

ALL:

$67.14B

Gross Profit (TTM)

EBAY:

$8.36B

ALL:

$19.06B

EBITDA (TTM)

EBAY:

$2.69B

ALL:

$13.09B

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Return for Risk

EBAY vs. ALL — Risk / Return Rank

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

EBAY
EBAY Risk / Return Rank: 7272
Overall Rank
EBAY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EBAY Sortino Ratio Rank: 6868
Sortino Ratio Rank
EBAY Omega Ratio Rank: 7272
Omega Ratio Rank
EBAY Calmar Ratio Rank: 7575
Calmar Ratio Rank
EBAY Martin Ratio Rank: 7373
Martin Ratio Rank

ALL
ALL Risk / Return Rank: 4949
Overall Rank
ALL Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ALL Sortino Ratio Rank: 4444
Sortino Ratio Rank
ALL Omega Ratio Rank: 4343
Omega Ratio Rank
ALL Calmar Ratio Rank: 5454
Calmar Ratio Rank
ALL Martin Ratio Rank: 5656
Martin Ratio Rank
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.

EBAY vs. ALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for eBay Inc. (EBAY) and The Allstate Corporation (ALL). 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.


EBAYALLDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.23

1.06

+0.17

Calmar ratioReturn relative to maximum drawdown

1.93

0.52

+1.41

Martin ratioReturn relative to average drawdown

4.05

1.33

+2.71

EBAY vs. ALL - Sharpe Ratio Comparison

The current EBAY Sharpe Ratio is 1.04, which is higher than the ALL Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of EBAY and ALL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EBAYALLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.25

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.50

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.60

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.37

+0.04

Drawdowns

EBAY vs. ALL - Drawdown Comparison

The maximum EBAY drawdown since its inception was -82.56%, which is greater than ALL's maximum drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for EBAY and ALL.


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Drawdown Indicators


EBAYALLDifference

Max Drawdown

Largest peak-to-trough decline

-82.56%

-77.03%

-5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-20.67%

-11.48%

-9.19%

Max Drawdown (3Y)

Largest decline over 3 years

-22.08%

-14.11%

-7.97%

Max Drawdown (5Y)

Largest decline over 5 years

-53.58%

-27.35%

-26.23%

Max Drawdown (10Y)

Largest decline over 10 years

-53.58%

-41.39%

-12.19%

Current Drawdown

Current decline from peak

-8.59%

-3.75%

-4.84%

Average Drawdown

Average peak-to-trough decline

-29.13%

-16.44%

-12.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.84%

4.81%

+5.03%

Volatility

EBAY vs. ALL - Volatility Comparison

eBay Inc. (EBAY) has a higher volatility of 8.62% compared to The Allstate Corporation (ALL) at 8.09%. This indicates that EBAY's price experiences larger fluctuations and is considered to be riskier than ALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBAYALLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

8.09%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

24.39%

17.07%

+7.32%

Volatility (1Y)

Calculated over the trailing 1-year period

38.54%

23.82%

+14.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.66%

25.44%

+7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.15%

24.94%

+6.21%

Dividends

EBAY vs. ALL - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 1.11%, less than ALL's 2.40% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
EBAY
eBay Inc.
1.11%1.33%1.74%2.29%2.12%1.08%1.27%1.55%0.00%0.00%0.00%139.70%

Financials

EBAY vs. ALL - Financials Comparison

This section allows you to compare key financial metrics between eBay Inc. and The Allstate Corporation. 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


5.00B10.00B15.00B20222023202420252026
3.09B
16.94B
(EBAY) Total Revenue
(ALL) Total Revenue
Values in USD except per share items

EBAY vs. ALL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
74.0%
0
Portfolio components
EBAY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, eBay Inc. reported a gross profit of 2.29B and revenue of 3.09B. Therefore, the gross margin over that period was 74.0%.

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%.

EBAY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, eBay Inc. reported an operating income of 611.00M and revenue of 3.09B, resulting in an operating margin of 19.8%.

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%.

EBAY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, eBay Inc. reported a net income of 512.00M and revenue of 3.09B, resulting in a net margin of 16.6%.

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%.


Frequently Asked Questions


EBAY and ALL have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EBAY has higher volatility (8.62%) compared to ALL (8.09%). In terms of maximum drawdown, EBAY dropped -82.56% vs ALL's -77.03%.

EBAY currently has the higher Sharpe Ratio (1.04 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.

Portfolio Optimizer

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