ALSN vs. MBG.DE
Compare and contrast key facts about Allison Transmission Holdings, Inc. (ALSN) and Mercedes-Benz Group AG (MBG.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALSN or MBG.DE.
Key characteristics
ALSN | MBG.DE | |
---|---|---|
YTD Return | 27.28% | 13.41% |
1Y Return | 56.02% | 10.14% |
3Y Return (Ann) | 23.50% | 9.94% |
5Y Return (Ann) | 11.27% | 14.82% |
10Y Return (Ann) | 11.25% | 8.18% |
Sharpe Ratio | 1.97 | 0.32 |
Daily Std Dev | 27.81% | 19.96% |
Max Drawdown | -48.67% | -76.51% |
Current Drawdown | -10.67% | -7.40% |
Fundamentals
ALSN | MBG.DE | |
---|---|---|
Market Cap | $6.53B | €79.55B |
EPS | $7.40 | €13.46 |
PE Ratio | 10.07 | 5.52 |
PEG Ratio | 1.69 | 53.19 |
Revenue (TTM) | $3.08B | €153.22B |
Gross Profit (TTM) | $1.30B | €32.58B |
EBITDA (TTM) | $1.08B | €21.34B |
Correlation
The correlation between ALSN and MBG.DE is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ALSN vs. MBG.DE - Performance Comparison
In the year-to-date period, ALSN achieves a 27.28% return, which is significantly higher than MBG.DE's 13.41% return. Over the past 10 years, ALSN has outperformed MBG.DE with an annualized return of 11.25%, while MBG.DE has yielded a comparatively lower 8.18% 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. MBG.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allison Transmission Holdings, Inc. (ALSN) and Mercedes-Benz Group AG (MBG.DE). 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. MBG.DE - Dividend Comparison
ALSN's dividend yield for the trailing twelve months is around 1.27%, less than MBG.DE's 7.33% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Allison Transmission Holdings, Inc. | 1.27% | 1.58% | 2.02% | 2.09% | 1.58% | 1.24% | 1.37% | 1.39% | 1.78% | 2.32% | 1.50% | 1.52% |
Mercedes-Benz Group AG | 7.33% | 8.31% | 8.14% | 2.00% | 1.56% | 6.58% | 7.95% | 4.59% | 4.60% | 3.16% | 3.26% | 3.50% |
Drawdowns
ALSN vs. MBG.DE - Drawdown Comparison
The maximum ALSN drawdown since its inception was -48.67%, smaller than the maximum MBG.DE drawdown of -76.51%. Use the drawdown chart below to compare losses from any high point for ALSN and MBG.DE. For additional features, visit the drawdowns tool.
Volatility
ALSN vs. MBG.DE - Volatility Comparison
Allison Transmission Holdings, Inc. (ALSN) has a higher volatility of 8.91% compared to Mercedes-Benz Group AG (MBG.DE) at 7.84%. This indicates that ALSN's price experiences larger fluctuations and is considered to be riskier than MBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ALSN vs. MBG.DE - Financials Comparison
This section allows you to compare key financial metrics between Allison Transmission Holdings, Inc. and Mercedes-Benz Group AG. 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