ALSN vs. WSM
Compare and contrast key facts about Allison Transmission Holdings, Inc. (ALSN) and Williams-Sonoma, Inc. (WSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALSN or WSM.
Key characteristics
| ALSN | WSM | |
|---|---|---|
| YTD Return | 108.36% | 30.81% |
| 1Y Return | 128.18% | 77.91% |
| 3Y Return (Ann) | 51.95% | 9.66% |
| 5Y Return (Ann) | 24.17% | 32.46% |
| 10Y Return (Ann) | 15.66% | 16.91% |
| Sharpe Ratio | 4.73 | 1.80 |
| Sortino Ratio | 5.99 | 2.39 |
| Omega Ratio | 1.85 | 1.33 |
| Calmar Ratio | 9.94 | 2.66 |
| Martin Ratio | 28.40 | 8.81 |
| Ulcer Index | 4.70% | 8.96% |
| Daily Std Dev | 28.19% | 43.90% |
| Max Drawdown | -48.67% | -89.01% |
| Current Drawdown | 0.00% | -19.71% |
Fundamentals
| ALSN | WSM | |
|---|---|---|
| Market Cap | $10.40B | $16.40B |
| EPS | $8.18 | $8.32 |
| PE Ratio | 14.67 | 15.61 |
| PEG Ratio | 1.68 | 1.94 |
| Total Revenue (TTM) | $3.20B | $5.73B |
| Gross Profit (TTM) | $1.51B | $2.68B |
| EBITDA (TTM) | $1.12B | $1.25B |
Correlation
The correlation between ALSN and WSM is 0.35, 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. WSM - Performance Comparison
In the year-to-date period, ALSN achieves a 108.36% return, which is significantly higher than WSM's 30.81% return. Over the past 10 years, ALSN has underperformed WSM with an annualized return of 15.66%, while WSM has yielded a comparatively higher 16.91% 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. WSM - Risk-Adjusted Performance 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.
Dividends
ALSN vs. WSM - Dividend Comparison
ALSN's dividend yield for the trailing twelve months is around 0.62%, less than WSM's 1.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALSN Allison Transmission Holdings, Inc. | 0.62% | 1.58% | 2.02% | 2.09% | 1.58% | 1.24% | 1.37% | 1.39% | 1.78% | 2.32% | 1.50% | 1.52% |
WSM Williams-Sonoma, Inc. | 1.66% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
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. For additional features, visit the drawdowns tool.
Volatility
ALSN vs. WSM - Volatility Comparison
Allison Transmission Holdings, Inc. (ALSN) and Williams-Sonoma, Inc. (WSM) have volatilities of 10.76% and 10.36%, 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.
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