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ALSN vs. F
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ALSN vs. F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allison Transmission Holdings, Inc. (ALSN) and Ford Motor Company (F). The values are adjusted to include any dividend payments, if applicable.

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ALSN vs. F - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALSN
Allison Transmission Holdings, Inc.
19.87%-8.34%88.02%42.31%16.85%-14.08%-9.08%11.50%3.34%29.90%
F
Ford Motor Company
-11.09%42.35%-13.10%10.18%-42.18%137.48%-3.88%29.64%-34.35%8.73%

Fundamentals

EPS

ALSN:

$11.06

F:

-$2.04

PS Ratio

ALSN:

2.19

F:

0.25

Total Revenue (TTM)

ALSN:

$3.01B

F:

$187.27B

Gross Profit (TTM)

ALSN:

$1.46B

F:

$11.97B

EBITDA (TTM)

ALSN:

$982.00M

F:

$8.99B

Returns By Period

In the year-to-date period, ALSN achieves a 19.87% return, which is significantly higher than F's -11.09% return. Over the past 10 years, ALSN has outperformed F with an annualized return of 17.67%, while F has yielded a comparatively lower 3.56% annualized return.


ALSN

1D
3.96%
1M
-6.34%
YTD
19.87%
6M
38.72%
1Y
23.77%
3Y*
39.08%
5Y*
25.37%
10Y*
17.67%

F

1D
2.94%
1M
-18.10%
YTD
-11.09%
6M
-1.34%
1Y
20.97%
3Y*
3.41%
5Y*
3.74%
10Y*
3.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ALSN vs. F — Risk / Return Rank

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

ALSN
ALSN Risk / Return Rank: 6464
Overall Rank
ALSN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ALSN Sortino Ratio Rank: 6565
Sortino Ratio Rank
ALSN Omega Ratio Rank: 6262
Omega Ratio Rank
ALSN Calmar Ratio Rank: 6363
Calmar Ratio Rank
ALSN Martin Ratio Rank: 6060
Martin Ratio Rank

F
F Risk / Return Rank: 6464
Overall Rank
F Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
F Sortino Ratio Rank: 6161
Sortino Ratio Rank
F Omega Ratio Rank: 5858
Omega Ratio Rank
F Calmar Ratio Rank: 6666
Calmar Ratio Rank
F Martin Ratio Rank: 7272
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.

ALSN vs. F - Risk-Adjusted Trends 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.


ALSNFDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.64

+0.17

Sortino ratio

Return per unit of downside risk

1.32

1.17

+0.15

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratio

Return relative to maximum drawdown

0.92

1.11

-0.19

Martin ratio

Return relative to average drawdown

1.75

3.78

-2.03

ALSN vs. F - Sharpe Ratio Comparison

The current ALSN Sharpe Ratio is 0.81, which is comparable to the F Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ALSN and F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ALSNFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.64

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.10

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.10

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.14

+0.35

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.


Dividends

ALSN vs. F - Dividend Comparison

ALSN's dividend yield for the trailing twelve months is around 0.94%, less than F's 5.20% yield.


TTM20252024202320222021202020192018201720162015
ALSN
Allison Transmission Holdings, Inc.
0.94%1.10%0.93%1.58%2.02%2.09%1.58%1.24%1.37%1.39%1.78%2.32%
F
Ford Motor Company
5.20%5.72%7.88%4.92%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%

Drawdowns

ALSN vs. F - Drawdown Comparison

The maximum ALSN drawdown since its inception was -48.67%, smaller than the maximum F drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for ALSN and F.


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Drawdown Indicators


ALSNFDifference

Max Drawdown

Largest peak-to-trough decline

-48.67%

-97.07%

+48.40%

Max Drawdown (1Y)

Largest decline over 1 year

-25.18%

-22.31%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-33.59%

-58.62%

+25.03%

Max Drawdown (10Y)

Largest decline over 10 years

-48.67%

-64.77%

+16.10%

Current Drawdown

Current decline from peak

-7.55%

-49.71%

+42.16%

Average Drawdown

Average peak-to-trough decline

-13.10%

-44.71%

+31.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.32%

6.56%

+6.76%

Volatility

ALSN vs. F - Volatility Comparison

Allison Transmission Holdings, Inc. (ALSN) has a higher volatility of 9.86% compared to Ford Motor Company (F) at 8.93%. This indicates that ALSN's price experiences larger fluctuations and is considered to be riskier than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALSNFDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

8.93%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

18.61%

24.05%

-5.44%

Volatility (1Y)

Calculated over the trailing 1-year period

29.31%

32.87%

-3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.76%

38.99%

-10.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.51%

36.76%

-7.25%

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.


Quarterly
Annual

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


0.0010.00B20.00B30.00B40.00B50.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
737.00M
45.89B
(ALSN) Total Revenue
(F) Total Revenue
Values in USD except per share items

ALSN vs. F - Profitability Comparison

The chart below illustrates the profitability comparison between Allison Transmission Holdings, Inc. and Ford Motor Company 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%10.0%20.0%30.0%40.0%50.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
48.0%
3.7%
Portfolio components
ALSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Allison Transmission Holdings, Inc. reported a gross profit of 354.00M and revenue of 737.00M. Therefore, the gross margin over that period was 48.0%.

F - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported a gross profit of 1.71B and revenue of 45.89B. Therefore, the gross margin over that period was 3.7%.

ALSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Allison Transmission Holdings, Inc. reported an operating income of 171.00M and revenue of 737.00M, resulting in an operating margin of 23.2%.

F - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported an operating income of -907.00M and revenue of 45.89B, resulting in an operating margin of -2.0%.

ALSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Allison Transmission Holdings, Inc. reported a net income of 99.00M and revenue of 737.00M, resulting in a net margin of 13.4%.

F - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ford Motor Company reported a net income of -11.06B and revenue of 45.89B, resulting in a net margin of -24.1%.