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ALSN vs. XPEL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ALSN vs. XPEL - Performance Comparison

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

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Returns By Period

In the year-to-date period, ALSN achieves a 24.33% return, which is significantly higher than XPEL's -8.25% return. Over the past 10 years, ALSN has underperformed XPEL with an annualized return of 17.78%, while XPEL has yielded a comparatively higher 46.17% annualized return.


ALSN

1D
1.70%
1M
10.24%
YTD
24.33%
6M
20.82%
1Y
34.92%
3Y*
32.56%
5Y*
27.28%
10Y*
17.78%

XPEL

1D
0.75%
1M
2.42%
YTD
-8.25%
6M
-9.86%
1Y
26.67%
3Y*
-17.04%
5Y*
-12.53%
10Y*
46.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALSN vs. XPEL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALSN
Allison Transmission Holdings, Inc.
24.33%-8.34%88.02%42.31%16.85%-14.08%-9.08%11.50%3.34%29.90%
XPEL
XPEL, Inc.
-8.25%24.96%-25.83%-10.34%-12.04%32.43%251.95%140.10%335.82%0.00%

Correlation

The correlation between ALSN and XPEL is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2012

0.18

Over the past year, ALSN and XPEL have become more correlated (0.40) than their long-term average of 0.18, meaning their price movements have been converging.

Fundamentals

EPS

ALSN:

$8.58

XPEL:

$1.91

PE Ratio

ALSN:

14.11

XPEL:

23.92

PEG Ratio

ALSN:

0.81

XPEL:

1.67

PS Ratio

ALSN:

2.10

XPEL:

2.59

Total Revenue (TTM)

ALSN:

$3.65B

XPEL:

$489.75M

Gross Profit (TTM)

ALSN:

$1.49B

XPEL:

$208.35M

EBITDA (TTM)

ALSN:

$926.00M

XPEL:

$78.35M

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Return for Risk

ALSN vs. XPEL — Risk / Return Rank

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

ALSN
ALSN Risk / Return Rank: 7373
Overall Rank
ALSN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ALSN Sortino Ratio Rank: 7474
Sortino Ratio Rank
ALSN Omega Ratio Rank: 7070
Omega Ratio Rank
ALSN Calmar Ratio Rank: 7373
Calmar Ratio Rank
ALSN Martin Ratio Rank: 7070
Martin Ratio Rank

XPEL
XPEL Risk / Return Rank: 6161
Overall Rank
XPEL Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XPEL Sortino Ratio Rank: 6060
Sortino Ratio Rank
XPEL Omega Ratio Rank: 5858
Omega Ratio Rank
XPEL Calmar Ratio Rank: 6060
Calmar Ratio Rank
XPEL Martin Ratio Rank: 6161
Martin Ratio Rank
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. XPEL - Risk-Adjusted Trends Comparison

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


ALSNXPELDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratioReturn relative to maximum drawdown

1.72

0.84

+0.88

Martin ratioReturn relative to average drawdown

3.55

1.94

+1.61

ALSN vs. XPEL - Sharpe Ratio Comparison

The current ALSN Sharpe Ratio is 1.25, which is higher than the XPEL Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of ALSN and XPEL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ALSN vs. XPEL - Drawdown Comparison

The maximum ALSN drawdown since its inception was -48.67%, smaller than the maximum XPEL drawdown of -99.44%. Use the drawdown chart below to compare losses from any high point for ALSN and XPEL.


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Drawdown Indicators


ALSNXPELDifference

Max Drawdown

Largest peak-to-trough decline

-48.67%

-99.44%

+50.77%

Max Drawdown (1Y)

Largest decline over 1 year

-20.38%

-31.79%

+11.41%

Max Drawdown (3Y)

Largest decline over 3 years

-33.59%

-71.47%

+37.88%

Max Drawdown (5Y)

Largest decline over 5 years

-33.59%

-75.62%

+42.03%

Max Drawdown (10Y)

Largest decline over 10 years

-48.67%

-75.62%

+26.95%

Current Drawdown

Current decline from peak

-10.72%

-54.84%

+44.12%

Average Drawdown

Average peak-to-trough decline

-13.03%

-52.41%

+39.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.85%

13.75%

-3.90%

Volatility

ALSN vs. XPEL - Volatility Comparison

The current volatility for Allison Transmission Holdings, Inc. (ALSN) is 8.67%, while XPEL, Inc. (XPEL) has a volatility of 9.17%. This indicates that ALSN experiences smaller price fluctuations and is considered to be less risky than XPEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALSNXPELDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

9.17%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

29.57%

-7.70%

Volatility (1Y)

Calculated over the trailing 1-year period

28.01%

40.23%

-12.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.16%

54.73%

-25.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.82%

63.43%

-33.61%

Dividends

ALSN vs. XPEL - Dividend Comparison

ALSN's dividend yield for the trailing twelve months is around 0.92%, while XPEL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ALSN
Allison Transmission Holdings, Inc.
0.92%1.10%0.93%1.58%2.02%2.09%1.58%1.24%1.37%1.39%1.78%2.32%
XPEL
XPEL, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ALSN vs. XPEL - Financials Comparison

This section allows you to compare key financial metrics between Allison Transmission Holdings, Inc. and XPEL, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B20222023202420252026
1.41B
117.35M
(ALSN) Total Revenue
(XPEL) Total Revenue
Values in USD except per share items

ALSN vs. XPEL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%20222023202420252026
28.9%
43.7%
Portfolio components
ALSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

XPEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, XPEL, Inc. reported a gross profit of 51.23M and revenue of 117.35M. Therefore, the gross margin over that period was 43.7%.

ALSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.

XPEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, XPEL, Inc. reported an operating income of 13.01M and revenue of 117.35M, resulting in an operating margin of 11.1%.

ALSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.

XPEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, XPEL, Inc. reported a net income of 10.35M and revenue of 117.35M, resulting in a net margin of 8.8%.


Frequently Asked Questions


ALSN and XPEL have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XPEL has higher volatility (9.17%) compared to ALSN (8.67%). In terms of maximum drawdown, ALSN dropped -48.67% vs XPEL's -99.44%.

ALSN currently has the higher Sharpe Ratio (1.25 vs 0.67), 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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