The Allstate Corporation

10-Year Study

ALL-PJ.US · Financial Services · US · Preferred Stock

Executive Summary: The Allstate Corporation has compounded at 5.7% annually over the last 10 years, with a maximum drawdown of 4.8% and an annualized volatility of 39.2%.

1Y CAGR
+3.0%
3Y CAGR
+5.7%
5Y CAGR
+5.7%
10Y CAGR
+5.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
4.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +5.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -1.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.6-0.1-4.71.8————————-1.6%
2025-0.22.3-2.11.30.1-0.03.21.2-1.10.20.00.95.9%
20240.80.00.3-0.62.1-0.2-0.41.74.1-1.70.2-0.75.5%
2023—————1.10.4-1.52.5-2.23.62.86.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 39.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 95.6% of variance. Idiosyncratic stock-specific factors contribute 0.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-05-0110000
2023-06-0110113.501709335742
2023-07-0110155.08873563636
2023-08-0110007.536513499892
2023-09-0110253.653620023517
2023-10-0110031.780478614008
2023-11-0110397.664588828708
2023-12-0110687.729557207133
2024-01-0110774.808068609515
2024-02-0110778.757928094396
2024-03-0110812.672238843918
2024-04-0110744.208007772597
2024-05-0110965.672543028497
2024-06-0110945.106033296863
2024-07-0110900.06855503244
2024-08-0111080.309269457597
2024-09-0111535.360322526458
2024-10-0111335.461112044348
2024-11-0111356.30002587839
2024-12-0111276.712627292167
2025-01-0111259.778172259274
2025-02-0111522.421127662183
2025-03-0111279.845274469833
2025-04-0111430.711746518902
2025-05-0111443.650941383177
2025-06-0111443.242335229568
2025-07-0111807.265017411162
2025-08-0111947.643931517609
2025-09-0111819.704804754358
2025-10-0111837.54727346194
2025-11-0111842.041941151636
2025-12-0111944.919890493551
2026-01-0112131.06269380417
2026-02-0112121.982557057308
2026-03-0111549.93394200517
2026-04-0111754.237018809503
Annual Return Matrix
YearAnnual Return
20240.05510834335135861
20250.05925550160639648
2026-0.015963511972633904
Total Factor Risk
0.39178908952748376
VTI.US Exposure
-0.0027032529295450375
VEA.US Exposure
0.007198963439537696
VWO.US Exposure
0.0018024792588394042
QQQ.US Exposure
0.007715257538949856
VTV.US Exposure
0.002952360642387029
IJR.US Exposure
-0.0003235244661238101
QUAL.US Exposure
-0.005334012130776252
SHV.US Exposure
0.9559516237968179
TLT.US Exposure
0.0010053709065385647
LQD.US Exposure
0.009364479303216955
HYG.US Exposure
0.005856661632029045
GLD.US Exposure
-0.0003569214646745473
USO.US Exposure
0.00008138189616604418
VNQ.US Exposure
-0.00005176104786846469
BTC-USD.CC Exposure
-0.0001433940615007881
CPER.US Exposure
0.0006432090539903218
VIX.INDX Exposure
-0.0011413450403361784
UUP.US Exposure
-0.0007389736118583865
TIP.US Exposure
0.010602921037400435
Idiosyncratic Exposure
0.007618476246810371
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →15.03%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$209
Avg Yield on Cost
2.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$209.272.09%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The Allstate Corporation a high-risk investment?

The Allstate Corporation (ALL-PJ.US) has an annualized volatility of 39.2% and experienced a maximum drawdown of 4.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ALL-PJ.US?

Over the past 10 years, ALL-PJ.US has generated a Compound Annual Growth Rate (CAGR) of 5.7%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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