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ALLT vs. GHM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ALLT vs. GHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allot Communications Ltd (ALLT) and Graham Corporation (GHM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALLT achieves a -24.92% return, which is significantly lower than GHM's 67.48% return. Over the past 10 years, ALLT has underperformed GHM with an annualized return of 3.99%, while GHM has yielded a comparatively higher 20.89% annualized return.


ALLT

1D
0.14%
1M
3.51%
YTD
-24.92%
6M
-18.09%
1Y
-9.34%
3Y*
34.25%
5Y*
-17.72%
10Y*
3.99%

GHM

1D
3.54%
1M
9.45%
YTD
67.48%
6M
67.74%
1Y
132.68%
3Y*
101.08%
5Y*
50.20%
10Y*
20.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALLT vs. GHM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALLT
Allot Communications Ltd
-24.92%65.21%260.61%-52.03%-71.04%12.93%23.76%40.03%13.88%11.27%
GHM
Graham Corporation
67.48%44.43%134.42%97.19%-22.67%-15.50%-28.39%-2.28%10.81%-3.80%

Correlation

The correlation between ALLT and GHM is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.23

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

0.18

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

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2006

0.18

Fundamentals

Market Cap

ALLT:

$368.21M

GHM:

$1.20B

EPS

ALLT:

$0.13

GHM:

$1.12

PE Ratio

ALLT:

56.51

GHM:

95.66

PEG Ratio

ALLT:

0.11

GHM:

0.32

PS Ratio

ALLT:

3.21

GHM:

4.87

PB Ratio

ALLT:

3.19

GHM:

8.54

Total Revenue (TTM)

ALLT:

$105.27M

GHM:

$245.29M

Gross Profit (TTM)

ALLT:

$74.41M

GHM:

$57.75M

EBITDA (TTM)

ALLT:

$10.81M

GHM:

$14.76M

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Return for Risk

ALLT vs. GHM — Risk / Return Rank

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

ALLT
ALLT Risk / Return Rank: 3737
Overall Rank
ALLT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ALLT Sortino Ratio Rank: 3737
Sortino Ratio Rank
ALLT Omega Ratio Rank: 3838
Omega Ratio Rank
ALLT Calmar Ratio Rank: 3535
Calmar Ratio Rank
ALLT Martin Ratio Rank: 3636
Martin Ratio Rank

GHM
GHM Risk / Return Rank: 9292
Overall Rank
GHM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GHM Sortino Ratio Rank: 8787
Sortino Ratio Rank
GHM Omega Ratio Rank: 8787
Omega Ratio Rank
GHM Calmar Ratio Rank: 9696
Calmar Ratio Rank
GHM Martin Ratio Rank: 9595
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.

ALLT vs. GHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allot Communications Ltd (ALLT) and Graham Corporation (GHM). 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.


ALLTGHMDifference
Sharpe ratioReturn per unit of total volatility

-2.69

Sortino ratioReturn per unit of downside risk

-2.52

Omega ratioGain probability vs. loss probability

1.04

1.37

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.21

7.33

-7.53

Martin ratioReturn relative to average drawdown

-0.38

17.79

-18.17

ALLT vs. GHM - Sharpe Ratio Comparison

The current ALLT Sharpe Ratio is -0.14, which is lower than the GHM Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of ALLT and GHM, 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

ALLT vs. GHM - Drawdown Comparison

The maximum ALLT drawdown since its inception was -95.42%, which is greater than GHM's maximum drawdown of -86.11%. Use the drawdown chart below to compare losses from any high point for ALLT and GHM.


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Drawdown Indicators


ALLTGHMDifference

Max Drawdown

Largest peak-to-trough decline

-95.42%

-86.11%

-9.31%

Max Drawdown (1Y)

Largest decline over 1 year

-45.65%

-18.21%

-27.44%

Max Drawdown (3Y)

Largest decline over 3 years

-60.09%

-46.46%

-13.63%

Max Drawdown (5Y)

Largest decline over 5 years

-93.64%

-52.83%

-40.81%

Max Drawdown (10Y)

Largest decline over 10 years

-93.72%

-74.83%

-18.89%

Current Drawdown

Current decline from peak

-73.67%

-0.36%

-73.31%

Average Drawdown

Average peak-to-trough decline

-65.05%

-47.37%

-17.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.93%

7.49%

+17.44%

Volatility

ALLT vs. GHM - Volatility Comparison

The current volatility for Allot Communications Ltd (ALLT) is 16.05%, while Graham Corporation (GHM) has a volatility of 19.86%. This indicates that ALLT experiences smaller price fluctuations and is considered to be less risky than GHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALLTGHMDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.05%

19.86%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

52.77%

39.35%

+13.42%

Volatility (1Y)

Calculated over the trailing 1-year period

65.72%

52.49%

+13.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.70%

49.41%

+11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.32%

45.24%

+7.08%

Dividends

ALLT vs. GHM - Dividend Comparison

Neither ALLT nor GHM has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ALLT
Allot Communications Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GHM
Graham Corporation
0.00%0.00%0.00%0.00%0.00%3.54%2.90%1.92%1.66%1.72%1.63%1.90%

Financials

ALLT vs. GHM - Financials Comparison

This section allows you to compare key financial metrics between Allot Communications Ltd and Graham Corporation. 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


20.00M30.00M40.00M50.00M60.00M70.00M20222023202420252026
26.43M
67.08M
(ALLT) Total Revenue
(GHM) Total Revenue
Values in USD except per share items

ALLT vs. GHM - Profitability Comparison

The chart below illustrates the profitability comparison between Allot Communications Ltd and Graham Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
70.9%
23.4%
Portfolio components
ALLT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Allot Communications Ltd reported a gross profit of 18.74M and revenue of 26.43M. Therefore, the gross margin over that period was 70.9%.

GHM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a gross profit of 15.69M and revenue of 67.08M. Therefore, the gross margin over that period was 23.4%.

ALLT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Allot Communications Ltd reported an operating income of 1.53M and revenue of 26.43M, resulting in an operating margin of 5.8%.

GHM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported an operating income of 1.72M and revenue of 67.08M, resulting in an operating margin of 2.6%.

ALLT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Allot Communications Ltd reported a net income of 1.94M and revenue of 26.43M, resulting in a net margin of 7.4%.

GHM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a net income of 1.97M and revenue of 67.08M, resulting in a net margin of 2.9%.


Frequently Asked Questions


ALLT and GHM have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GHM has higher volatility (19.86%) compared to ALLT (16.05%). In terms of maximum drawdown, ALLT dropped -95.42% vs GHM's -86.11%.

GHM currently has the higher Sharpe Ratio (2.55 vs -0.14), 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.

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