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ALSN vs. XPEL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALSN and XPEL is 0.15, 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.


-0.50.00.51.00.1

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.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
47.63%
14.27%
ALSN
XPEL

Key characteristics

Sharpe Ratio

ALSN:

3.21

XPEL:

-0.35

Sortino Ratio

ALSN:

4.34

XPEL:

-0.06

Omega Ratio

ALSN:

1.61

XPEL:

0.99

Calmar Ratio

ALSN:

7.61

XPEL:

-0.38

Martin Ratio

ALSN:

18.80

XPEL:

-0.97

Ulcer Index

ALSN:

4.85%

XPEL:

26.70%

Daily Std Dev

ALSN:

28.41%

XPEL:

73.50%

Max Drawdown

ALSN:

-48.67%

XPEL:

-99.77%

Current Drawdown

ALSN:

-8.73%

XPEL:

-59.16%

Fundamentals

Market Cap

ALSN:

$9.72B

XPEL:

$1.20B

EPS

ALSN:

$8.19

XPEL:

$1.75

PE Ratio

ALSN:

13.70

XPEL:

24.83

Total Revenue (TTM)

ALSN:

$3.20B

XPEL:

$418.41M

Gross Profit (TTM)

ALSN:

$1.51B

XPEL:

$174.59M

EBITDA (TTM)

ALSN:

$1.14B

XPEL:

$72.41M

Returns By Period

In the year-to-date period, ALSN achieves a 90.18% return, which is significantly higher than XPEL's -23.10% return. Over the past 10 years, ALSN has underperformed XPEL with an annualized return of 14.42%, while XPEL has yielded a comparatively higher 32.96% annualized return.


ALSN

YTD

90.18%

1M

-5.13%

6M

47.64%

1Y

89.72%

5Y*

19.55%

10Y*

14.42%

XPEL

YTD

-23.10%

1M

-2.61%

6M

14.23%

1Y

-25.83%

5Y*

23.33%

10Y*

32.96%

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Risk-Adjusted Performance

ALSN vs. XPEL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ALSN, currently valued at 3.21, compared to the broader market-4.00-2.000.002.003.21-0.35
The chart of Sortino ratio for ALSN, currently valued at 4.34, compared to the broader market-4.00-2.000.002.004.004.34-0.06
The chart of Omega ratio for ALSN, currently valued at 1.61, compared to the broader market0.501.001.502.001.610.99
The chart of Calmar ratio for ALSN, currently valued at 7.61, compared to the broader market0.002.004.006.007.61-0.38
The chart of Martin ratio for ALSN, currently valued at 18.80, compared to the broader market-5.000.005.0010.0015.0020.0025.0018.80-0.97
ALSN
XPEL

The current ALSN Sharpe Ratio is 3.21, which is higher than the XPEL Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of ALSN and XPEL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.21
-0.35
ALSN
XPEL

Dividends

ALSN vs. XPEL - Dividend Comparison

ALSN's dividend yield for the trailing twelve months is around 0.91%, while XPEL has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ALSN
Allison Transmission Holdings, Inc.
0.91%1.58%2.02%2.09%1.58%1.24%1.37%1.39%1.78%2.32%1.50%1.52%
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%

Drawdowns

ALSN vs. XPEL - Drawdown Comparison

The maximum ALSN drawdown since its inception was -48.67%, smaller than the maximum XPEL drawdown of -99.77%. Use the drawdown chart below to compare losses from any high point for ALSN and XPEL. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.73%
-59.16%
ALSN
XPEL

Volatility

ALSN vs. XPEL - Volatility Comparison

The current volatility for Allison Transmission Holdings, Inc. (ALSN) is 7.87%, while XPEL, Inc. (XPEL) has a volatility of 11.49%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
7.87%
11.49%
ALSN
XPEL

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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