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ALK vs. ALGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ALK vs. ALGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alaska Air Group, Inc. (ALK) and Allegiant Travel Company (ALGT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALK achieves a -2.98% return, which is significantly lower than ALGT's 19.83% return. Over the past 10 years, ALK has outperformed ALGT with an annualized return of -0.76%, while ALGT has yielded a comparatively lower -2.16% annualized return.


ALK

1D
-0.93%
1M
18.05%
YTD
-2.98%
6M
-8.75%
1Y
3.87%
3Y*
-0.31%
5Y*
-5.21%
10Y*
-0.76%

ALGT

1D
1.41%
1M
27.23%
YTD
19.83%
6M
19.63%
1Y
103.46%
3Y*
-3.90%
5Y*
-11.80%
10Y*
-2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALK vs. ALGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALK
Alaska Air Group, Inc.
-2.98%-22.32%65.73%-9.01%-17.58%0.19%-22.81%13.78%-15.55%-15.90%
ALGT
Allegiant Travel Company
19.83%-9.40%16.03%23.44%-63.65%-1.16%9.32%76.98%-33.95%-5.16%

Correlation

The correlation between ALK and ALGT is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2006

0.57

The correlation between ALK and ALGT shifts across timeframes, from 0.57 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ALK:

$5.58B

ALGT:

$1.86B

EPS

ALK:

$0.61

ALGT:

-$1.89

PS Ratio

ALK:

0.40

ALGT:

0.70

PB Ratio

ALK:

1.49

ALGT:

1.70K

Total Revenue (TTM)

ALK:

$14.40B

ALGT:

$2.64B

Gross Profit (TTM)

ALK:

$11.07B

ALGT:

$815.04M

EBITDA (TTM)

ALK:

$1.02B

ALGT:

$340.03M

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Return for Risk

ALK vs. ALGT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALK
ALK Risk / Return Rank: 4343
Overall Rank
ALK Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ALK Sortino Ratio Rank: 4343
Sortino Ratio Rank
ALK Omega Ratio Rank: 4141
Omega Ratio Rank
ALK Calmar Ratio Rank: 4444
Calmar Ratio Rank
ALK Martin Ratio Rank: 4444
Martin Ratio Rank

ALGT
ALGT Risk / Return Rank: 8181
Overall Rank
ALGT Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ALGT Sortino Ratio Rank: 8484
Sortino Ratio Rank
ALGT Omega Ratio Rank: 7878
Omega Ratio Rank
ALGT Calmar Ratio Rank: 8181
Calmar Ratio Rank
ALGT Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ALK vs. ALGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alaska Air Group, Inc. (ALK) and Allegiant Travel Company (ALGT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ALKALGTDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

1.06

1.28

-0.22

Calmar ratioReturn relative to maximum drawdown

0.08

2.66

-2.58

Martin ratioReturn relative to average drawdown

0.15

6.16

-6.01

ALK vs. ALGT - Sharpe Ratio Comparison

The current ALK Sharpe Ratio is 0.08, which is lower than the ALGT Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ALK and ALGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ALK vs. ALGT - Drawdown Comparison

The maximum ALK drawdown since its inception was -75.76%, smaller than the maximum ALGT drawdown of -86.01%. Use the drawdown chart below to compare losses from any high point for ALK and ALGT.


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Drawdown Indicators


ALKALGTDifference

Max Drawdown

Largest peak-to-trough decline

-75.76%

-86.01%

+10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-46.46%

-39.13%

-7.33%

Max Drawdown (3Y)

Largest decline over 3 years

-55.37%

-70.95%

+15.58%

Max Drawdown (5Y)

Largest decline over 5 years

-55.37%

-81.93%

+26.56%

Max Drawdown (10Y)

Largest decline over 10 years

-75.06%

-86.01%

+10.95%

Current Drawdown

Current decline from peak

-48.34%

-60.67%

+12.33%

Average Drawdown

Average peak-to-trough decline

-27.86%

-31.73%

+3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.80%

16.85%

+8.95%

Volatility

ALK vs. ALGT - Volatility Comparison

Alaska Air Group, Inc. (ALK) and Allegiant Travel Company (ALGT) have volatilities of 19.15% and 19.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALKALGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.15%

19.14%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

41.37%

45.19%

-3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

51.76%

65.42%

-13.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.87%

55.02%

-12.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.62%

51.48%

-7.86%

Dividends

ALK vs. ALGT - Dividend Comparison

Neither ALK nor ALGT has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ALGT
Allegiant Travel Company
0.00%0.00%1.27%1.45%0.00%0.00%0.37%1.61%2.79%1.81%1.44%1.64%
ALK
Alaska Air Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.72%2.07%2.10%1.63%1.24%0.99%

Financials

ALK vs. ALGT - Financials Comparison

This section allows you to compare key financial metrics between Alaska Air Group, Inc. and Allegiant Travel Company. 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


0.001.00B2.00B3.00B4.00B20222023202420252026
3.30B
732.43M
(ALK) Total Revenue
(ALGT) Total Revenue
Values in USD except per share items

ALK vs. ALGT - Profitability Comparison

The chart below illustrates the profitability comparison between Alaska Air Group, Inc. and Allegiant Travel Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
93.6%
65.4%
Portfolio components
ALK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alaska Air Group, Inc. reported a gross profit of 3.09B and revenue of 3.30B. Therefore, the gross margin over that period was 93.6%.

ALGT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Allegiant Travel Company reported a gross profit of 479.13M and revenue of 732.43M. Therefore, the gross margin over that period was 65.4%.

ALK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alaska Air Group, Inc. reported an operating income of -279.00M and revenue of 3.30B, resulting in an operating margin of -8.5%.

ALGT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Allegiant Travel Company reported an operating income of 81.10M and revenue of 732.43M, resulting in an operating margin of 11.1%.

ALK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alaska Air Group, Inc. reported a net income of -193.00M and revenue of 3.30B, resulting in a net margin of -5.9%.

ALGT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Allegiant Travel Company reported a net income of 42.48M and revenue of 732.43M, resulting in a net margin of 5.8%.


Frequently Asked Questions


ALK and ALGT have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALK has higher volatility (19.15%) compared to ALGT (19.14%). In terms of maximum drawdown, ALK dropped -75.76% vs ALGT's -86.01%.

ALGT currently has the higher Sharpe Ratio (1.59 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ALK and ALGT

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