ALSN vs. WSM
ALSN (Allison Transmission Holdings, Inc.) and WSM (Williams-Sonoma, Inc.) are both stocks. Both are in the Consumer Cyclical sector — ALSN in Auto Parts, WSM in Specialty Retail. Over the past 10 years, ALSN returned 16.99%/yr vs 27.25%/yr for WSM. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
ALSN vs. WSM - Performance Comparison
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Returns By Period
In the year-to-date period, ALSN achieves a 17.58% return, which is significantly lower than WSM's 29.38% return. Over the past 10 years, ALSN has underperformed WSM with an annualized return of 16.99%, while WSM has yielded a comparatively higher 27.25% annualized return.
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%
WSM
- 1D
- -2.00%
- 1M
- 0.83%
- 6M
- 12.55%
- YTD
- 29.38%
- 1Y
- 23.56%
- 3Y*
- 51.30%
- 5Y*
- 27.07%
- 10Y*
- 27.25%
- ALL TIME*
- 17.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $105.58M | $162.62M | $135.41M | |
| $173.86M | $200.45M | $243.88M |
ALSN vs. WSM - 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% |
WSM Williams-Sonoma, Inc. | 29.38% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
Correlation
The correlation between ALSN and WSM is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2012 | 0.36 |
Fundamentals
ALSN:
$9.50B
WSM:
$26.92B
ALSN:
$9.69
WSM:
$8.93
ALSN:
11.82
WSM:
25.61
ALSN:
0.68
WSM:
5.18
ALSN:
1.76
WSM:
3.54
ALSN:
$3.65B
WSM:
$7.88B
ALSN:
$1.49B
WSM:
$3.63B
ALSN:
$926.00M
WSM:
$1.49B
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Return for Risk
ALSN vs. WSM — Risk / Return Rank
ALSN
WSM
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.
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 | WSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.03 | +0.38 |
| Martin ratioReturn relative to average drawdown | 3.36 | 2.31 | +1.05 |
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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.
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Drawdown Indicators
| ALSN | WSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.67% | -89.01% | +40.34% |
Max Drawdown (1Y)Largest decline over 1 year | -20.38% | -23.27% | +2.89% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -36.79% | +3.20% |
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 DrawdownCurrent decline from peak | -15.57% | -4.47% | -11.10% |
Average DrawdownAverage peak-to-trough decline | -13.04% | -24.96% | +11.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.54% | 10.40% | -1.86% |
Volatility
ALSN vs. WSM - Volatility Comparison
Allison Transmission Holdings, Inc. (ALSN) and Williams-Sonoma, Inc. (WSM) have volatilities of 8.44% and 8.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALSN | WSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.44% | 8.14% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 23.90% | 25.06% | -1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.52% | 34.47% | -4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.51% | 44.79% | -15.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.89% | 44.21% | -14.32% |
Dividends
ALSN vs. WSM - Dividend Comparison
ALSN's dividend yield for the trailing twelve months is around 0.98%, less than WSM's 1.24% 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% |
WSM Williams-Sonoma, Inc. | 1.24% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Financials
ALSN vs. WSM - Financials Comparison
This section allows you to compare key financial metrics between Allison Transmission Holdings, Inc. and Williams-Sonoma, Inc.. 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
ALSN vs. WSM - Profitability Comparison
ALSN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Allison Transmission Holdings, Inc. reported a gross profit of 406.00M and revenue of 1.41B. Therefore, the gross margin over that period was 28.9%.
WSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Williams-Sonoma, Inc. reported a gross profit of 793.43M and revenue of 1.81B. Therefore, the gross margin over that period was 44.0%.
ALSN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Allison Transmission Holdings, Inc. reported an operating income of 195.00M and revenue of 1.41B, resulting in an operating margin of 13.9%.
WSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Williams-Sonoma, Inc. reported an operating income of 291.69M and revenue of 1.81B, resulting in an operating margin of 16.2%.
ALSN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Allison Transmission Holdings, Inc. reported a net income of 112.00M and revenue of 1.41B, resulting in a net margin of 8.0%.
WSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Williams-Sonoma, Inc. reported a net income of 231.36M and revenue of 1.81B, resulting in a net margin of 12.8%.
Frequently Asked Questions
ALSN and WSM have a correlation of 0.42, 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 WSM (8.14%). In terms of maximum drawdown, ALSN dropped -48.67% vs WSM's -89.01%.
ALSN currently has the higher Sharpe Ratio (0.98 vs 0.70), 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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