ALSN vs. VONG
ALSN (Allison Transmission Holdings, Inc.) is a stock, while VONG (Vanguard Russell 1000 Growth ETF) is Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Over the past 10 years, ALSN returned 16.99%/yr vs 17.43%/yr for VONG. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
ALSN vs. VONG - Performance Comparison
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Returns By Period
In the year-to-date period, ALSN achieves a 17.58% return, which is significantly higher than VONG's 0.39% return. Both investments have delivered pretty close results over the past 10 years, with ALSN having a 16.99% annualized return and VONG not far ahead at 17.43%.
ALSN
- 1D
- -0.78%
- 1M
- -1.57%
- 6M
- 5.90%
- YTD
- 17.58%
- 1Y
- 32.11%
- 3Y*
- 25.80%
- 5Y*
- 25.39%
- 10Y*
- 16.99%
- ALL TIME*
- 13.64%
VONG
- 1D
- 0.84%
- 1M
- -2.27%
- 6M
- 1.82%
- YTD
- 0.39%
- 1Y
- 10.18%
- 3Y*
- 19.33%
- 5Y*
- 11.83%
- 10Y*
- 17.43%
- ALL TIME*
- 16.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $105.58M | $162.62M | $135.41M | |
| $121.41M | $148.04M | $174.70M |
ALSN vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALSN Allison Transmission Holdings, Inc. | 17.58% | -8.34% | 88.02% | 42.31% | 16.85% | -14.08% | -9.08% | 11.50% | 3.34% | 29.90% |
VONG Vanguard Russell 1000 Growth ETF | 0.39% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 38.30% | 36.06% | -1.53% | 30.05% |
Correlation
The correlation between ALSN and VONG is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2012 | 0.42 |
The correlation between ALSN and VONG shifts across timeframes, from 0.24 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ALSN vs. VONG — Risk / Return Rank
ALSN
VONG
ALSN vs. VONG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allison Transmission Holdings, Inc. (ALSN) and Vanguard Russell 1000 Growth ETF (VONG). 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.
| ALSN | VONG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.09 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.50 | +0.91 |
| Martin ratioReturn relative to average drawdown | 3.36 | 1.48 | +1.88 |
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Drawdowns
ALSN vs. VONG - Drawdown Comparison
The maximum ALSN drawdown since its inception was -48.67%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for ALSN and VONG.
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Drawdown Indicators
| ALSN | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.67% | -32.72% | -15.95% |
Max Drawdown (1Y)Largest decline over 1 year | -20.38% | -16.23% | -4.15% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -23.27% | -10.32% |
Max Drawdown (5Y)Largest decline over 5 years | -33.59% | -32.72% | -0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -48.67% | -32.72% | -15.95% |
Current DrawdownCurrent decline from peak | -15.57% | -7.89% | -7.68% |
Average DrawdownAverage peak-to-trough decline | -13.04% | -4.89% | -8.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.54% | 5.42% | +3.12% |
Volatility
ALSN vs. VONG - Volatility Comparison
Allison Transmission Holdings, Inc. (ALSN) has a higher volatility of 8.44% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.45%. This indicates that ALSN's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALSN | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.44% | 6.45% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 23.90% | 14.00% | +9.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.52% | 17.45% | +12.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.51% | 21.64% | +7.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.89% | 21.01% | +8.88% |
Dividends
ALSN vs. VONG - Dividend Comparison
ALSN's dividend yield for the trailing twelve months is around 0.98%, more than VONG's 0.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALSN Allison Transmission Holdings, Inc. | 0.98% | 1.10% | 0.93% | 1.58% | 2.02% | 2.09% | 1.58% | 1.24% | 1.37% | 1.39% | 1.78% | 2.32% |
VONG Vanguard Russell 1000 Growth ETF | 0.48% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
Frequently Asked Questions
ALSN and VONG have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALSN has higher volatility (8.44%) compared to VONG (6.45%). In terms of maximum drawdown, ALSN dropped -48.67% vs VONG's -32.72%.
ALSN currently has the higher Sharpe Ratio (0.98 vs 0.46), 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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