ALSN vs. WSM

Last updated Apr 2, 2026

Compare and contrast key facts about Allison Transmission Holdings, Inc. (ALSN) and Williams-Sonoma, Inc. (WSM).

Performance

ALSN vs. WSM - Performance Comparison

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

ALSN vs. WSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ALSN Allison Transmission Holdings, Inc.	21.69%	-8.34%	88.02%	42.31%	16.85%	-14.08%	-9.08%	11.50%	3.34%	29.90%
WSM Williams-Sonoma, Inc.	1.32%	-2.09%	86.56%	80.24%	-30.49%	68.60%	42.38%	50.07%	0.61%	10.20%

Fundamentals

EPS ALSN : $11.06 WSM : $8.84
PE Ratio ALSN : 10.75 WSM : 20.41
PS Ratio ALSN : 2.22 WSM : 2.85
Total Revenue (TTM) ALSN : $3.01B WSM : $7.81B
Gross Profit (TTM) ALSN : $1.46B WSM : $3.60B
EBITDA (TTM) ALSN : $982.00M WSM : $1.55B

Returns By Period

In the year-to-date period, ALSN achieves a 21.69% return, which is significantly higher than WSM's 1.32% return. Over the past 10 years, ALSN has underperformed WSM with an annualized return of 17.85%, while WSM has yielded a comparatively higher 23.64% annualized return.

ALSN

• 1D: 1.52%
• 1M: -6.13%
• YTD: 21.69%
• 6M: 39.15%
• 1Y: 23.48%
• 3Y*: 39.78%
• 5Y*: 25.75%
• 10Y*: 17.85%

WSM

• 1D: -1.07%
• 1M: -10.42%
• YTD: 1.32%
• 6M: -7.03%
• 1Y: 15.29%
• 3Y*: 46.29%
• 5Y*: 16.84%
• 10Y*: 23.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ALSN vs. WSM — Risk / Return Rank

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

ALSN

ALSN Risk / Return Rank: 62
ALSN Sharpe Ratio Rank: 68
ALSN Sortino Ratio Rank: 62
ALSN Omega Ratio Rank: 60
ALSN Calmar Ratio Rank: 63
ALSN Martin Ratio Rank: 59

WSM

WSM Risk / Return Rank: 54
WSM Sharpe Ratio Rank: 54
WSM Sortino Ratio Rank: 50
WSM Omega Ratio Rank: 49
WSM Calmar Ratio Rank: 58
WSM Martin Ratio Rank: 58

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. WSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allison Transmission Holdings, Inc. (ALSN) and Williams-Sonoma, Inc. (WSM). 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.

	ALSN	WSM	Difference
Sharpe ratio Return per unit of total volatility	0.81	0.38	+0.43
Sortino ratio Return per unit of downside risk	1.30	0.82	+0.49
Omega ratio Gain probability vs. loss probability	1.16	1.10	+0.06
Calmar ratio Return relative to maximum drawdown	1.02	0.77	+0.25
Martin ratio Return relative to average drawdown	1.93	1.73	+0.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALSN vs. WSM - Sharpe Ratio Comparison

The current ALSN Sharpe Ratio is 0.81, which is higher than the WSM Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of ALSN and WSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ALSN	WSM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	0.38	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	0.38	+0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.54	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.33	+0.16

Correlation

The correlation between ALSN and WSM is 0.36, 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.

Dividends

ALSN vs. WSM - Dividend Comparison

ALSN's dividend yield for the trailing twelve months is around 0.93%, less than WSM's 1.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALSN Allison Transmission Holdings, Inc.	0.93%	1.10%	0.93%	1.58%	2.02%	2.09%	1.58%	1.24%	1.37%	1.39%	1.78%	2.32%
WSM Williams-Sonoma, Inc.	1.46%	1.43%	1.16%	1.72%	2.65%	1.43%	1.93%	2.55%	3.33%	2.98%	3.02%	2.36%

Drawdowns

ALSN vs. WSM - Drawdown Comparison

The maximum ALSN drawdown since its inception was -48.67%, smaller than the maximum WSM drawdown of -89.01%. Use the drawdown chart below to compare losses from any high point for ALSN and WSM.

Drawdown Indicators

	ALSN	WSM	Difference
Max Drawdown Largest peak-to-trough decline	-48.67%	-89.01%	+40.34%
Max Drawdown (1Y) Largest decline over 1 year	-25.18%	-20.56%	-4.62%
Max Drawdown (5Y) Largest decline over 5 years	-33.59%	-51.92%	+18.33%
Max Drawdown (10Y) Largest decline over 10 years	-48.67%	-59.71%	+11.04%
Current Drawdown Current decline from peak	-6.15%	-18.26%	+12.11%
Average Drawdown Average peak-to-trough decline	-13.10%	-25.10%	+12.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.32%	9.15%	+4.17%

Volatility

ALSN vs. WSM - Volatility Comparison

Allison Transmission Holdings, Inc. (ALSN) has a higher volatility of 9.93% compared to Williams-Sonoma, Inc. (WSM) at 8.55%. This indicates that ALSN's price experiences larger fluctuations and is considered to be riskier than WSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ALSN	WSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.93%	8.55%	+1.38%
Volatility (6M) Calculated over the trailing 6-month period	18.65%	23.85%	-5.20%
Volatility (1Y) Calculated over the trailing 1-year period	29.34%	40.82%	-11.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.77%	44.73%	-15.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.51%	44.19%	-14.68%

Financials

ALSN vs. WSM - Profitability Comparison

The chart below illustrates the profitability comparison between Allison Transmission Holdings, Inc. and Williams-Sonoma, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

WSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Williams-Sonoma, Inc. reported a gross profit of 1.10B and revenue of 2.36B. Therefore, the gross margin over that period was 46.9%.

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%.

WSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Williams-Sonoma, Inc. reported an operating income of 477.81M and revenue of 2.36B, resulting in an operating margin of 20.3%.

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%.

WSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Williams-Sonoma, Inc. reported a net income of 368.02M and revenue of 2.36B, resulting in a net margin of 15.6%.