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Allison Transmission Holdings, Inc. (ALSN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS01973R1014
CUSIP01973R101
SectorConsumer Cyclical
IndustryAuto Parts

Highlights

Market Cap$6.63B
EPS$7.45
PE Ratio10.17
PEG Ratio1.69
Revenue (TTM)$3.08B
Gross Profit (TTM)$1.30B
EBITDA (TTM)$1.09B
Year Range$46.53 - $83.14
Target Price$76.00
Short %1.89%
Short Ratio1.80

Share Price Chart


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Compare to other instruments

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Allison Transmission Holdings, Inc.

Popular comparisons: ALSN vs. VOO, ALSN vs. SPY, ALSN vs. XPEL, ALSN vs. WSM, ALSN vs. F, ALSN vs. MOD, ALSN vs. VONG, ALSN vs. AAPL, ALSN vs. GM, ALSN vs. MBG.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Allison Transmission Holdings, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%December2024FebruaryMarchAprilMay
296.73%
278.30%
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Allison Transmission Holdings, Inc. had a return of 30.04% year-to-date (YTD) and 57.00% in the last 12 months. Over the past 10 years, Allison Transmission Holdings, Inc. had an annualized return of 11.24%, while the S&P 500 benchmark had an annualized return of 10.70%, indicating that Allison Transmission Holdings, Inc. performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date30.04%11.24%
1 month1.18%4.04%
6 months42.39%16.49%
1 year57.00%26.17%
5 years (annualized)14.22%13.76%
10 years (annualized)11.24%10.70%

Monthly Returns

The table below presents the monthly returns of ALSN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.11%24.43%8.10%-9.38%30.04%
20238.37%5.37%-4.31%7.85%-2.58%19.37%3.95%3.40%-2.30%-14.63%6.54%8.73%42.31%
20224.51%5.13%-1.19%-4.64%7.45%-3.90%8.89%-12.93%-6.89%25.15%6.54%-7.14%16.85%
2021-5.63%-6.37%7.67%1.57%2.46%-6.07%0.43%-6.89%-4.49%-5.55%4.23%5.09%-14.08%
2020-8.53%-8.14%-19.33%11.44%4.32%-2.49%1.58%-3.53%-2.03%2.87%14.04%5.07%-9.08%
201910.84%2.12%-9.34%4.32%-11.38%11.98%-0.86%-2.98%5.90%-7.31%11.36%-0.17%11.50%
20182.72%-10.09%-1.44%-0.18%6.32%-1.99%16.08%6.00%4.73%-15.25%7.21%-6.79%3.34%
20173.83%2.86%0.63%7.27%0.51%-3.12%0.77%-7.73%8.06%13.22%-3.06%4.95%29.90%
2016-8.11%0.19%13.94%6.78%-1.97%0.50%2.09%-3.22%3.39%2.13%13.83%1.57%33.10%
2015-7.61%2.08%0.38%-3.94%0.22%-4.38%-0.27%-1.49%-6.68%7.53%-2.05%-7.40%-22.08%
20144.06%4.08%0.54%-0.33%4.20%0.42%-5.85%5.20%-7.14%14.01%1.73%3.07%24.84%
20139.11%3.94%3.94%-5.00%4.87%-3.03%2.95%-4.76%11.28%-2.79%12.32%1.43%37.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ALSN is 91, placing it in the top 9% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ALSN is 9191
ALSN (Allison Transmission Holdings, Inc.)
The Sharpe Ratio Rank of ALSN is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of ALSN is 8888Sortino Ratio Rank
The Omega Ratio Rank of ALSN is 9191Omega Ratio Rank
The Calmar Ratio Rank of ALSN is 9696Calmar Ratio Rank
The Martin Ratio Rank of ALSN is 9090Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Allison Transmission Holdings, Inc. (ALSN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ALSN
Sharpe ratio
The chart of Sharpe ratio for ALSN, currently valued at 2.10, compared to the broader market-2.00-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for ALSN, currently valued at 2.80, compared to the broader market-4.00-2.000.002.004.006.002.80
Omega ratio
The chart of Omega ratio for ALSN, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for ALSN, currently valued at 3.32, compared to the broader market0.002.004.006.003.32
Martin ratio
The chart of Martin ratio for ALSN, currently valued at 9.94, compared to the broader market-10.000.0010.0020.0030.009.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.43, compared to the broader market-2.00-1.000.001.002.003.004.002.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.44, compared to the broader market-4.00-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market-10.000.0010.0020.0030.009.23

Sharpe Ratio

The current Allison Transmission Holdings, Inc. Sharpe ratio is 2.10. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Allison Transmission Holdings, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.10
2.43
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Allison Transmission Holdings, Inc. granted a 1.28% dividend yield in the last twelve months. The annual payout for that period amounted to $0.96 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.96$0.92$0.84$0.76$0.68$0.60$0.60$0.60$0.60$0.60$0.51$0.42

Dividend yield

1.28%1.58%2.02%2.09%1.58%1.24%1.37%1.39%1.78%2.32%1.50%1.52%

Monthly Dividends

The table displays the monthly dividend distributions for Allison Transmission Holdings, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.25$0.00$0.25$0.50
2023$0.00$0.00$0.23$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.92
2022$0.00$0.00$0.21$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.84
2021$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.76
2020$0.00$0.00$0.17$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.68
2019$0.00$0.00$0.15$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.60
2018$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.60
2017$0.00$0.00$0.15$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.60
2016$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.60
2015$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.60
2014$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.51
2013$0.06$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.42

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.3%
Allison Transmission Holdings, Inc. has a dividend yield of 1.28%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%12.8%
Allison Transmission Holdings, Inc. has a payout ratio of 12.82%, which is below the market average. This means Allison Transmission Holdings, Inc. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-8.73%
-0.29%
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Allison Transmission Holdings, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Allison Transmission Holdings, Inc. was 48.67%, occurring on Mar 23, 2020. Recovery took 732 trading sessions.

The current Allison Transmission Holdings, Inc. drawdown is 8.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.67%Sep 24, 2018376Mar 23, 2020732Feb 16, 20231108
-35.96%Nov 26, 2014304Feb 11, 2016203Nov 30, 2016507
-35.01%Apr 4, 201269Jul 12, 2012249Jul 11, 2013318
-17.3%Sep 5, 202341Oct 31, 202360Jan 29, 2024101
-17.08%Jan 29, 201839Mar 23, 201889Jul 31, 2018128

Volatility

Volatility Chart

The current Allison Transmission Holdings, Inc. volatility is 6.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
6.00%
3.00%
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Allison Transmission Holdings, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
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TTM
Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

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Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items