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 | 27.28% | 41.74% |
| 1Y Return | 56.02% | 146.51% |
| 3Y Return (Ann) | 23.50% | 21.08% |
| 5Y Return (Ann) | 11.27% | 41.31% |
| 10Y Return (Ann) | 11.25% | 19.16% |
| Sharpe Ratio | 1.97 | 3.63 |
| Daily Std Dev | 27.81% | 39.70% |
| Max Drawdown | -48.67% | -89.01% |
| Current Drawdown | -10.67% | -10.32% |
Fundamentals
| ALSN | WSM | |
|---|---|---|
| Market Cap | $6.53B | $18.13B |
| EPS | $7.40 | $14.56 |
| PE Ratio | 10.07 | 19.38 |
| PEG Ratio | 1.69 | 2.15 |
| Revenue (TTM) | $3.08B | $7.75B |
| Gross Profit (TTM) | $1.30B | $3.68B |
| EBITDA (TTM) | $1.08B | $1.49B |
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 27.28% return, which is significantly lower than WSM's 41.74% return. Over the past 10 years, ALSN has underperformed WSM with an annualized return of 11.25%, while WSM has yielded a comparatively higher 19.16% 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 1.27%, less than WSM's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALSN 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% |
WSM Williams-Sonoma, Inc. | 1.35% | 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) has a higher volatility of 8.91% compared to Williams-Sonoma, Inc. (WSM) at 6.72%. 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.
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