RJF vs. ALL
RJF (Raymond James Financial, Inc.) and ALL (The Allstate Corporation) are both stocks. Both are in the Financial Services sector — RJF in Capital Markets, ALL in Insurance - Property & Casualty. Over the past 10 years, RJF returned 17.98%/yr vs 15.27%/yr for ALL. At a 0.41 correlation, their price movements are largely independent.
Performance
RJF vs. ALL - Performance Comparison
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Returns By Period
In the year-to-date period, RJF achieves a -3.17% return, which is significantly lower than ALL's 7.58% return. Over the past 10 years, RJF has outperformed ALL with an annualized return of 17.98%, while ALL has yielded a comparatively lower 15.27% annualized return.
RJF
- 1D
- 2.65%
- 1M
- 0.29%
- YTD
- -3.17%
- 6M
- -5.10%
- 1Y
- 5.28%
- 3Y*
- 18.32%
- 5Y*
- 13.66%
- 10Y*
- 17.98%
ALL
- 1D
- 0.94%
- 1M
- 3.37%
- YTD
- 7.58%
- 6M
- 8.08%
- 1Y
- 12.86%
- 3Y*
- 27.76%
- 5Y*
- 13.66%
- 10Y*
- 15.27%
RJF vs. ALL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RJF Raymond James Financial, Inc. | -3.17% | 4.74% | 40.83% | 6.12% | 8.32% | 59.48% | 8.70% | 22.80% | -15.65% | 29.99% |
ALL The Allstate Corporation | 7.58% | 10.09% | 40.61% | 6.37% | 18.37% | 9.86% | -0.12% | 38.82% | -19.52% | 43.64% |
Correlation
The correlation between RJF and ALL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 1993 | 0.41 |
The correlation between RJF and ALL shifts across timeframes, from 0.22 (1 year) to 0.44 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
RJF:
$30.93B
ALL:
$58.20B
RJF:
$10.55
ALL:
$45.76
RJF:
14.63
ALL:
4.84
RJF:
1.25
ALL:
0.13
RJF:
1.92
ALL:
0.88
RJF:
$16.35B
ALL:
$67.14B
RJF:
$6.99B
ALL:
$19.06B
RJF:
$1.40B
ALL:
$13.09B
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Return for Risk
RJF vs. ALL — Risk / Return Rank
RJF
ALL
RJF vs. ALL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Raymond James Financial, Inc. (RJF) 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.
| RJF | ALL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.11 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 1.13 | -0.85 |
| Martin ratioReturn relative to average drawdown | 0.57 | 2.90 | -2.33 |
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Drawdowns
RJF vs. ALL - Drawdown Comparison
The maximum RJF drawdown since its inception was -69.68%, smaller than the maximum ALL drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for RJF and ALL.
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Drawdown Indicators
| RJF | ALL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.68% | -77.03% | +7.35% |
Max Drawdown (1Y)Largest decline over 1 year | -19.64% | -11.48% | -8.16% |
Max Drawdown (3Y)Largest decline over 3 years | -28.12% | -14.11% | -14.01% |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | -27.35% | -4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -45.59% | -41.39% | -4.20% |
Current DrawdownCurrent decline from peak | -11.61% | -0.79% | -10.82% |
Average DrawdownAverage peak-to-trough decline | -14.62% | -16.43% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.34% | 4.46% | +4.88% |
Volatility
RJF vs. ALL - Volatility Comparison
The current volatility for Raymond James Financial, Inc. (RJF) is 7.64%, while The Allstate Corporation (ALL) has a volatility of 8.80%. This indicates that RJF 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.
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Volatility by Period
| RJF | ALL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 8.80% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 19.52% | 17.29% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.66% | 23.73% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.04% | 25.46% | +2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.95% | 24.95% | +6.00% |
Dividends
RJF vs. ALL - Dividend Comparison
RJF's dividend yield for the trailing twelve months is around 1.35%, less than ALL's 1.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 1.88% | 1.92% | 1.91% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% |
RJF Raymond James Financial, Inc. | 1.35% | 1.25% | 0.87% | 1.53% | 1.67% | 1.04% | 1.16% | 1.93% | 1.48% | 0.74% | 1.18% | 1.28% |
Financials
RJF vs. ALL - Financials Comparison
This section allows you to compare key financial metrics between Raymond James Financial, 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.
Total Revenue: Total amount of money received from sales and other business activities
RJF vs. ALL - Profitability Comparison
RJF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Raymond James Financial, Inc. reported a gross profit of -3.74B and revenue of 4.26B. Therefore, the gross margin over that period was -87.6%.
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%.
RJF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Raymond James Financial, Inc. reported an operating income of -728.00M and revenue of 4.26B, resulting in an operating margin of -17.1%.
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%.
RJF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Raymond James Financial, Inc. reported a net income of 544.00M and revenue of 4.26B, resulting in a net margin of 12.8%.
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
RJF and ALL have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALL has higher volatility (8.80%) compared to RJF (7.64%). In terms of maximum drawdown, RJF dropped -69.68% vs ALL's -77.03%.
ALL currently has the higher Sharpe Ratio (0.55 vs 0.22), 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.
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