The Allstate Corporation

10-Year Study

ALL.US · Financial Services · US · Common Stock

Executive Summary: The Allstate Corporation has compounded at 14.8% annually over the last 10 years, with a maximum drawdown of 23.9% and an annualized volatility of 42.4%.

1Y CAGR
+3.7%
3Y CAGR
+29.0%
5Y CAGR
+12.2%
10Y CAGR
+14.8%

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 →
23.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +43.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.47.3-2.93.1————————2.7%
2025-0.23.54.5-4.25.8-3.61.00.65.5-10.811.2-1.810.1%
202410.92.89.1-1.7-0.9-4.77.211.00.4-1.711.7-7.040.6%
2023-5.30.9-14.04.5-6.31.43.3-3.53.315.08.31.56.4%
20222.62.113.2-8.68.0-6.7-7.73.73.31.46.71.318.4%
2021-2.5-0.58.610.47.7-4.0-0.34.6-5.9-2.9-11.58.29.9%
20205.4-10.8-12.810.9-3.3-0.8-2.7-0.91.2-5.715.97.4-0.1%
20196.38.0-0.25.2-3.16.55.6-4.26.1-2.15.11.038.8%
2018-5.7-6.63.33.2-4.0-2.44.26.2-1.9-3.0-6.3-7.4-19.5%
20171.59.7-0.8-0.26.22.92.9-0.11.62.19.82.043.6%
2016———-3.43.84.1-2.31.40.3-1.93.46.011.6%

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 42.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.3% of variance. Idiosyncratic stock-specific factors contribute 12.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019655.644569100215
2016-05-0110020.796410502739
2016-06-0110433.964035092562
2016-07-0110192.32078739259
2016-08-0110336.220905729688
2016-09-0110369.200700084473
2016-10-0110177.340010269378
2016-11-0110528.118403350983
2016-12-0111160.531725568359
2017-01-0111324.657733412103
2017-02-0112428.229378886675
2017-03-0112326.879084516242
2017-04-0112296.623067820223
2017-05-0113060.53227768545
2017-06-0113435.769457986647
2017-07-0113824.680738290977
2017-08-0113805.080581489723
2017-09-0114020.166997016728
2017-10-0114317.610878915199
2017-11-0115717.632595520858
2017-12-0116031.492758984325
2018-01-0115122.063887309221
2018-02-0114125.34530323191
2018-03-0114587.117635908222
2018-04-0115051.8161891774
2018-05-0114454.572725783686
2018-06-0114112.830649124064
2018-07-0114708.160106595407
2018-08-0115622.318781367152
2018-09-0115331.831574840393
2018-10-0114868.936604074992
2018-11-0113926.4359185296
2018-12-0112902.129883705737
2019-01-0113720.312203812186
2019-02-0114815.546881182561
2019-03-0114784.149822494352
2019-04-0115550.193885119155
2019-05-0115071.232306947655
2019-06-0116046.418324398237
2019-07-0116947.45501625985
2019-08-0116236.14416145376
2019-09-0117233.56209384886
2019-10-0116875.201292690155
2019-11-0117735.69418602297
2019-12-0117910.89934353278
2020-01-0118880.91386421232
2020-02-0116846.859281916506
2020-03-0114682.781124220824
2020-04-0116281.822648947385
2020-05-0115742.956366186141
2020-06-0115610.981977057692
2020-07-0115192.495624472038
2020-08-0115056.177914212049
2020-09-0115240.750658399633
2020-10-0114368.129592924068
2020-11-0116656.415692640094
2020-12-0117889.99250961144
2021-01-0117442.464797934346
2021-02-0117348.07117893563
2021-03-0118836.891727997674
2021-04-0120787.815879991827
2021-05-0122396.077760171374
2021-06-0121510.684385944573
2021-07-0121446.362744610873
2021-08-0122441.03849544411
2021-09-0121118.920500659777
2021-10-0120515.088439956344
2021-11-0118162.903988677917
2021-12-0119654.761181751426
2022-01-0120159.2857813285
2022-02-0120586.44037227415
2022-03-0123303.611029827203
2022-04-0121289.708721425643
2022-05-0122997.388486150143
2022-06-0121457.073816214943
2022-07-0119804.58735688665
2022-08-0120542.970353152494
2022-09-0121230.00645976999
2022-10-0121523.23584785861
2022-11-0122974.567646306426
2022-12-0123266.251106534673
2023-01-0122042.888455783705
2023-02-0122246.52764358265
2023-03-0119142.249288229046
2023-04-0119997.349837953632
2023-05-0118734.566026762954
2023-06-0118992.349497481428
2023-07-0119626.345555365384
2023-08-0118936.254400833328
2023-09-0119568.575703535204
2023-10-0122505.360136777806
2023-11-0124375.159883908178
2023-12-0124748.206999740505
2024-01-0127447.912353251875
2024-02-0128202.84045840442
2024-03-0130765.27109869461
2024-04-0130240.686244738783
2024-05-0129956.06988330085
2024-06-0128550.526995765264
2024-07-0130599.820009827683
2024-08-0133952.25659457858
2024-09-0134079.832450866175
2024-10-0133517.37236433103
2024-11-0137433.097211256565
2024-12-0134797.860730303684
2025-01-0134714.82231951752
2025-02-0135945.8041861518
2025-03-0137562.47665004794
2025-04-0135987.91231644407
2025-05-0138070.38756779538
2025-06-0136693.97805886672
2025-07-0137047.59065302569
2025-08-0137266.928370168745
2025-09-0139318.50346821554
2025-10-0135081.667320005225
2025-11-0139012.59379089117
2025-12-0138307.724302170005
2026-01-0136621.92677823113
2026-02-0139281.290776147805
2026-03-0138158.65268706187
2026-04-0139360.42755947681
Annual Return Matrix
YearAnnual Return
20170.4364452476987972
2018-0.19520096614364502
20190.38821260559101
2020-0.0011672687965212925
20210.09864557915224736
20220.18374631425877386
20230.06369551701389509
20240.40607603333318454
20250.10086434907792374
20260.027480182560653432
Total Factor Risk
0.4236655529420463
VTI.US Exposure
0.26045188254103835
VEA.US Exposure
0.032214280376636206
VWO.US Exposure
-0.0000902205423190959
QQQ.US Exposure
0.028009309419824383
VTV.US Exposure
0.015468913392682655
IJR.US Exposure
-0.017375336747918455
QUAL.US Exposure
-0.006947847488093194
SHV.US Exposure
0.5333990511139886
TLT.US Exposure
0.0022004751063225943
LQD.US Exposure
0.0007121892837032417
HYG.US Exposure
0.02430130951339565
GLD.US Exposure
-0.0008538606344127361
USO.US Exposure
0.00003951870298011537
VNQ.US Exposure
0.0010375831770406926
BTC-USD.CC Exposure
0.0005062651324618773
CPER.US Exposure
-0.002607535649348635
VIX.INDX Exposure
0.00021864904346639228
UUP.US Exposure
-0.0006706955763017316
TIP.US Exposure
0.007902335562653403
Idiosyncratic Exposure
0.12208373427219969
Value Score
47.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.4%

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 →5.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.96%
Market Cap$53.7B
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
$199
Avg Yield on Cost
1.99%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$198.761.99%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 →
+2.5%
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 →
+5.1%
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 →
2.0% 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 →
0.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The Allstate Corporation a high-risk investment?

The Allstate Corporation (ALL.US) has an annualized volatility of 42.4% and experienced a maximum drawdown of 23.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALL.US has generated a Compound Annual Growth Rate (CAGR) of 14.8%. It has had a positive return in 80% 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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