ELPC vs. ALL

Last updated Jun 20, 2026

ELPC (Companhia Paranaense de Energia) and ALL (The Allstate Corporation) are both stocks. ELPC operates in Utilities - Diversified (Utilities), while ALL operates in Insurance - Property & Casualty (Financial Services). Over the past year, ELPC returned 46.34% vs 16.23% for ALL. At a 0.01 correlation, their price movements are largely independent.

Performance

ELPC vs. ALL - Performance Comparison

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

Returns By Period

In the year-to-date period, ELPC achieves a 29.26% return, which is significantly higher than ALL's 8.03% return.

ELPC

• 1D: 0.53%
• 1M: -3.50%
• YTD: 29.26%
• 6M: 28.05%
• 1Y: 46.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ALL

• 1D: 0.63%
• 1M: 3.29%
• YTD: 8.03%
• 6M: 7.96%
• 1Y: 16.23%
• 3Y*: 30.25%
• 5Y*: 14.45%
• 10Y*: 15.40%

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

ELPC vs. ALL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ELPC Companhia Paranaense de Energia	29.26%	89.60%	-30.59%	3.55%
ALL The Allstate Corporation	8.03%	10.09%	40.61%	0.11%

Correlation

The correlation between ELPC and ALL is 0.01, 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	0.01
Correlation (All Time) Calculated using the full available price history since Dec 29, 2023	0.01

Fundamentals

Market Cap ELPC : $2.10B ALL : $58.44B
EPS ELPC : R$14.65 ALL : $45.76
PE Ratio ELPC : 3.99 ALL : 4.86
PEG Ratio ELPC : 0.03 ALL : 0.13
PS Ratio ELPC : 0.40 ALL : 0.88
PB Ratio ELPC : 0.46 ALL : 1.97
Total Revenue (TTM) ELPC : R$27.27B ALL : $67.14B
Gross Profit (TTM) ELPC : R$6.94B ALL : $19.06B
EBITDA (TTM) ELPC : R$6.34B ALL : $13.09B

Return for Risk

ELPC vs. ALL — Risk / Return Rank

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

ELPC

ELPC Risk / Return Rank: 72
ELPC Sharpe Ratio Rank: 72
ELPC Sortino Ratio Rank: 66
ELPC Omega Ratio Rank: 64
ELPC Calmar Ratio Rank: 78
ELPC Martin Ratio Rank: 80

ALL

ALL Risk / Return Rank: 64
ALL Sharpe Ratio Rank: 65
ALL Sortino Ratio Rank: 57
ALL Omega Ratio Rank: 56
ALL Calmar Ratio Rank: 69
ALL Martin Ratio Rank: 71

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.

ELPC vs. ALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia Paranaense de Energia (ELPC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ELPC	ALL	Difference
Sharpe ratio: Return per unit of total volatility	0.96	0.69	+0.27
Sortino ratio: Return per unit of downside risk	1.49	1.08	+0.41
Omega ratio: Gain probability vs. loss probability	1.18	1.13	+0.05
Calmar ratio: Return relative to maximum drawdown	2.21	1.42	+0.79
Martin ratio: Return relative to average drawdown	6.09	3.66	+2.43

ELPC vs. ALL - Sharpe Ratio Comparison

The current ELPC Sharpe Ratio is 0.96, which is higher than the ALL Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of ELPC 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.

Drawdowns

ELPC vs. ALL - Drawdown Comparison

The maximum ELPC drawdown since its inception was -31.85%, smaller than the maximum ALL drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for ELPC and ALL.

Drawdown Indicators

	ELPC	ALL	Difference
Max Drawdown Largest peak-to-trough decline	-31.85%	-77.03%	+45.18%
Max Drawdown (1Y) Largest decline over 1 year	-17.54%	-11.48%	-6.06%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.11%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.35%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.39%	—
Current Drawdown Current decline from peak	-15.45%	-0.38%	-15.07%
Average Drawdown Average peak-to-trough decline	-11.18%	-16.42%	+5.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.15%	4.44%	+2.71%

Volatility

ELPC vs. ALL - Volatility Comparison

Companhia Paranaense de Energia (ELPC) and The Allstate Corporation (ALL) have volatilities of 8.36% and 8.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ELPC	ALL	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.36%	8.47%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	30.23%	16.92%	+13.31%
Volatility (1Y) Calculated over the trailing 1-year period	40.54%	23.64%	+16.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.91%	25.38%	+12.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.91%	24.96%	+12.95%

Dividends

ELPC vs. ALL - Dividend Comparison

ELPC's dividend yield for the trailing twelve months is around 7.07%, more than ALL's 1.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALL The Allstate Corporation	1.87%	1.92%	1.91%	2.54%	2.51%	2.75%	1.96%	1.78%	2.23%	1.41%	1.78%	1.93%
ELPC Companhia Paranaense de Energia	7.07%	2.86%	5.24%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

ELPC vs. ALL - Profitability Comparison

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

ELPC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Companhia Paranaense de Energia reported a gross profit of 1.73B and revenue of 6.94B. Therefore, the gross margin over that period was 24.9%.

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%.

ELPC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Companhia Paranaense de Energia reported an operating income of 1.44B and revenue of 6.94B, resulting in an operating margin of 20.7%.

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%.

ELPC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Companhia Paranaense de Energia reported a net income of 679.09M and revenue of 6.94B, resulting in a net margin of 9.8%.

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

Can I hold both ELPC and ALL in my portfolio?

ELPC and ALL have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ELPC or ALL?

ALL has higher volatility (8.47%) compared to ELPC (8.36%). In terms of maximum drawdown, ELPC dropped -31.85% vs ALL's -77.03%.

Which has better risk-adjusted returns?

ELPC currently has the higher Sharpe Ratio (0.96 vs 0.69), 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.