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ALGT vs. ALK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ALGTALK
YTD Return-35.93%2.46%
1Y Return-57.72%-25.07%
3Y Return (Ann)-33.50%-9.89%
5Y Return (Ann)-17.69%-8.55%
10Y Return (Ann)-6.74%-1.02%
Sharpe Ratio-1.31-0.67
Daily Std Dev42.78%34.57%
Max Drawdown-82.65%-82.72%
Current Drawdown-80.00%-57.63%

Fundamentals


ALGTALK
Market Cap$960.48M$5.08B
EPS$3.13$1.76
PE Ratio16.8322.74
PEG Ratio-14.471.30
Total Revenue (TTM)$1.83B$7.62B
Gross Profit (TTM)$222.15M$1.14B
EBITDA (TTM)$197.59M$711.00M

Correlation

-0.50.00.51.00.6

The correlation between ALGT and ALK is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ALGT vs. ALK - Performance Comparison

In the year-to-date period, ALGT achieves a -35.93% return, which is significantly lower than ALK's 2.46% return. Over the past 10 years, ALGT has underperformed ALK with an annualized return of -6.74%, while ALK has yielded a comparatively higher -1.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%FebruaryMarchAprilMayJuneJuly
155.61%
363.69%
ALGT
ALK

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Allegiant Travel Company

Alaska Air Group, Inc.

Risk-Adjusted Performance

ALGT vs. ALK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allegiant Travel Company (ALGT) and Alaska Air Group, Inc. (ALK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ALGT
Sharpe ratio
The chart of Sharpe ratio for ALGT, currently valued at -1.31, compared to the broader market-2.00-1.000.001.002.003.00-1.31
Sortino ratio
The chart of Sortino ratio for ALGT, currently valued at -2.23, compared to the broader market-4.00-2.000.002.004.00-2.23
Omega ratio
The chart of Omega ratio for ALGT, currently valued at 0.75, compared to the broader market0.501.001.502.000.75
Calmar ratio
The chart of Calmar ratio for ALGT, currently valued at -0.68, compared to the broader market0.002.004.006.00-0.68
Martin ratio
The chart of Martin ratio for ALGT, currently valued at -1.26, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.26
ALK
Sharpe ratio
The chart of Sharpe ratio for ALK, currently valued at -0.67, compared to the broader market-2.00-1.000.001.002.003.00-0.67
Sortino ratio
The chart of Sortino ratio for ALK, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.78
Omega ratio
The chart of Omega ratio for ALK, currently valued at 0.90, compared to the broader market0.501.001.502.000.90
Calmar ratio
The chart of Calmar ratio for ALK, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.35
Martin ratio
The chart of Martin ratio for ALK, currently valued at -0.82, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.82

ALGT vs. ALK - Sharpe Ratio Comparison

The current ALGT Sharpe Ratio is -1.31, which is lower than the ALK Sharpe Ratio of -0.67. The chart below compares the 12-month rolling Sharpe Ratio of ALGT and ALK.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.00FebruaryMarchAprilMayJuneJuly
-1.31
-0.67
ALGT
ALK

Dividends

ALGT vs. ALK - Dividend Comparison

ALGT's dividend yield for the trailing twelve months is around 4.62%, while ALK has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ALGT
Allegiant Travel Company
4.62%1.45%0.00%0.00%0.37%1.61%2.79%1.81%1.44%1.63%1.66%2.13%
ALK
Alaska Air Group, Inc.
0.00%0.00%0.00%0.00%0.72%2.07%2.10%1.63%1.24%0.99%0.84%0.55%

Drawdowns

ALGT vs. ALK - Drawdown Comparison

The maximum ALGT drawdown since its inception was -82.65%, roughly equal to the maximum ALK drawdown of -82.72%. Use the drawdown chart below to compare losses from any high point for ALGT and ALK. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%FebruaryMarchAprilMayJuneJuly
-80.00%
-57.63%
ALGT
ALK

Volatility

ALGT vs. ALK - Volatility Comparison

Allegiant Travel Company (ALGT) has a higher volatility of 14.56% compared to Alaska Air Group, Inc. (ALK) at 9.31%. This indicates that ALGT's price experiences larger fluctuations and is considered to be riskier than ALK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%FebruaryMarchAprilMayJuneJuly
14.56%
9.31%
ALGT
ALK

Financials

ALGT vs. ALK - Financials Comparison

This section allows you to compare key financial metrics between Allegiant Travel Company and Alaska Air Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items