Allstate (ALL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Allstate, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $265.34 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +36.19% |
| Total return over period | +151.39% |
| Annualized volatility | 24.47% |
| Sharpe ratio | 1.33 |
| Sortino ratio | 1.95 |
| Max drawdown | -14.11% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.45% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $98.42 – $274.39 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Allstate (ALL) has posted an annualized return of +36.19% with annual volatility of 24.47%, a Sharpe ratio of 1.33. 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 S&P 500 stocks, try the optimizer.
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