ALSN vs. F
Compare and contrast key facts about Allison Transmission Holdings, Inc. (ALSN) and Ford Motor Company (F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALSN or F.
Key characteristics
| ALSN | F | |
|---|---|---|
| YTD Return | 108.36% | -1.43% |
| 1Y Return | 128.18% | 21.87% |
| 3Y Return (Ann) | 51.95% | -10.98% |
| 5Y Return (Ann) | 24.17% | 9.77% |
| 10Y Return (Ann) | 15.66% | 2.21% |
| Sharpe Ratio | 4.73 | 0.64 |
| Sortino Ratio | 5.99 | 1.02 |
| Omega Ratio | 1.85 | 1.16 |
| Calmar Ratio | 9.94 | 0.43 |
| Martin Ratio | 28.40 | 1.58 |
| Ulcer Index | 4.70% | 15.09% |
| Daily Std Dev | 28.19% | 37.19% |
| Max Drawdown | -48.67% | -95.49% |
| Current Drawdown | 0.00% | -45.56% |
Fundamentals
| ALSN | F | |
|---|---|---|
| Market Cap | $10.40B | $44.63B |
| EPS | $8.18 | $0.88 |
| PE Ratio | 14.67 | 12.76 |
| PEG Ratio | 1.68 | 0.62 |
| Total Revenue (TTM) | $3.20B | $182.74B |
| Gross Profit (TTM) | $1.51B | $14.12B |
| EBITDA (TTM) | $1.12B | $8.79B |
Correlation
The correlation between ALSN and F is 0.48, 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
ALSN vs. F - Performance Comparison
In the year-to-date period, ALSN achieves a 108.36% return, which is significantly higher than F's -1.43% return. Over the past 10 years, ALSN has outperformed F with an annualized return of 15.66%, while F has yielded a comparatively lower 2.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ALSN vs. F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allison Transmission Holdings, Inc. (ALSN) and Ford Motor Company (F). 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.
Dividends
ALSN vs. F - Dividend Comparison
ALSN's dividend yield for the trailing twelve months is around 0.62%, less than F's 6.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALSN Allison Transmission Holdings, Inc. | 0.62% | 1.58% | 2.02% | 2.09% | 1.58% | 1.24% | 1.37% | 1.39% | 1.78% | 2.32% | 1.50% | 1.52% |
F Ford Motor Company | 6.95% | 10.25% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% | 3.23% | 2.59% |
Drawdowns
ALSN vs. F - Drawdown Comparison
The maximum ALSN drawdown since its inception was -48.67%, smaller than the maximum F drawdown of -95.49%. Use the drawdown chart below to compare losses from any high point for ALSN and F. For additional features, visit the drawdowns tool.
Volatility
ALSN vs. F - Volatility Comparison
The current volatility for Allison Transmission Holdings, Inc. (ALSN) is 10.76%, while Ford Motor Company (F) has a volatility of 12.56%. This indicates that ALSN experiences smaller price fluctuations and is considered to be less risky than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ALSN vs. F - Financials Comparison
This section allows you to compare key financial metrics between Allison Transmission Holdings, Inc. and Ford Motor 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.
Total Revenue: Total amount of money received from sales and other business activities