Allstate (ALL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Allstate, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $253.71 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +35.38% |
| Total return over period | +146.64% |
| Annualized volatility | 24.10% |
| Period volatility | 41.60% |
| Sharpe ratio | 1.31 |
| Sortino ratio | 1.91 |
| Max drawdown | -14.11% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.38% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $102.75 – $275.11 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Allstate (ALL) has posted an annualized return of +35.38% with annual volatility of 24.10%, a Sharpe ratio of 1.31. Its worst stretch (max drawdown from a peak) was -14.11%. Its correlation with the S&P 500 is 0.16, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ALL would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Allstate (ALL) is of the S&P 500.
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