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MFC vs. ALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MFC and ALL is 0.41, 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.


-0.50.00.51.00.4

Performance

MFC vs. ALL - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
17.46%
5.72%
MFC
ALL

Key characteristics

Sharpe Ratio

MFC:

1.80

ALL:

0.87

Sortino Ratio

MFC:

2.72

ALL:

1.32

Omega Ratio

MFC:

1.34

ALL:

1.17

Calmar Ratio

MFC:

3.48

ALL:

1.53

Martin Ratio

MFC:

9.11

ALL:

3.95

Ulcer Index

MFC:

4.30%

ALL:

4.95%

Daily Std Dev

MFC:

19.59%

ALL:

22.57%

Max Drawdown

MFC:

-83.74%

ALL:

-77.03%

Current Drawdown

MFC:

-8.17%

ALL:

-8.89%

Fundamentals

Market Cap

MFC:

$51.16B

ALL:

$51.08B

EPS

MFC:

$1.97

ALL:

$16.53

PE Ratio

MFC:

15.07

ALL:

11.35

PEG Ratio

MFC:

0.94

ALL:

3.40

Total Revenue (TTM)

MFC:

$36.16B

ALL:

$47.60B

Gross Profit (TTM)

MFC:

$36.16B

ALL:

$45.72B

EBITDA (TTM)

MFC:

$6.09B

ALL:

$14.21B

Returns By Period

In the year-to-date period, MFC achieves a -2.28% return, which is significantly lower than ALL's -1.99% return. Over the past 10 years, MFC has underperformed ALL with an annualized return of 10.53%, while ALL has yielded a comparatively higher 12.67% annualized return.


MFC

YTD

-2.28%

1M

-1.96%

6M

17.46%

1Y

27.52%

5Y*

14.89%

10Y*

10.53%

ALL

YTD

-1.99%

1M

0.03%

6M

5.71%

1Y

19.24%

5Y*

11.69%

10Y*

12.67%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MFC vs. ALL — Risk-Adjusted Performance Rank

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

MFC
The Risk-Adjusted Performance Rank of MFC is 9090
Overall Rank
The Sharpe Ratio Rank of MFC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of MFC is 8888
Sortino Ratio Rank
The Omega Ratio Rank of MFC is 8585
Omega Ratio Rank
The Calmar Ratio Rank of MFC is 9595
Calmar Ratio Rank
The Martin Ratio Rank of MFC is 8989
Martin Ratio Rank

ALL
The Risk-Adjusted Performance Rank of ALL is 7272
Overall Rank
The Sharpe Ratio Rank of ALL is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ALL is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ALL is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ALL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ALL is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MFC vs. ALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Manulife Financial Corporation (MFC) 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.


Sharpe ratio
The chart of Sharpe ratio for MFC, currently valued at 1.80, compared to the broader market-2.000.002.004.001.800.87
The chart of Sortino ratio for MFC, currently valued at 2.72, compared to the broader market-6.00-4.00-2.000.002.004.006.002.721.32
The chart of Omega ratio for MFC, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.17
The chart of Calmar ratio for MFC, currently valued at 3.48, compared to the broader market0.002.004.006.003.481.53
The chart of Martin ratio for MFC, currently valued at 9.11, compared to the broader market-10.000.0010.0020.0030.009.113.95
MFC
ALL

The current MFC Sharpe Ratio is 1.80, which is higher than the ALL Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of MFC and ALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.80
0.87
MFC
ALL

Dividends

MFC vs. ALL - Dividend Comparison

MFC's dividend yield for the trailing twelve months is around 4.24%, more than ALL's 1.95% yield.


TTM20242023202220212020201920182017201620152014
MFC
Manulife Financial Corporation
4.24%4.15%4.86%5.71%4.91%6.27%3.71%4.97%3.02%3.13%3.50%3.36%
ALL
The Allstate Corporation
1.95%1.91%2.54%2.51%2.75%1.96%1.78%2.23%1.41%1.78%1.93%1.59%

Drawdowns

MFC vs. ALL - Drawdown Comparison

The maximum MFC drawdown since its inception was -83.74%, which is greater than ALL's maximum drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for MFC and ALL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.17%
-8.89%
MFC
ALL

Volatility

MFC vs. ALL - Volatility Comparison

The current volatility for Manulife Financial Corporation (MFC) is 4.37%, while The Allstate Corporation (ALL) has a volatility of 6.97%. This indicates that MFC experiences smaller price fluctuations and is considered to be less risky than ALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%SeptemberOctoberNovemberDecember2025February
4.37%
6.97%
MFC
ALL

Financials

MFC vs. ALL - Financials Comparison

This section allows you to compare key financial metrics between Manulife Financial Corporation 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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