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

Correlation

The correlation between ALSN and XPEL is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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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Key characteristics

Sharpe Ratio

ALSN:

1.31

XPEL:

0.17

Sortino Ratio

ALSN:

1.75

XPEL:

0.84

Omega Ratio

ALSN:

1.26

XPEL:

1.10

Calmar Ratio

ALSN:

1.39

XPEL:

0.12

Martin Ratio

ALSN:

3.80

XPEL:

0.46

Ulcer Index

ALSN:

10.88%

XPEL:

18.94%

Daily Std Dev

ALSN:

32.67%

XPEL:

68.92%

Max Drawdown

ALSN:

-48.67%

XPEL:

-99.77%

Current Drawdown

ALSN:

-11.56%

XPEL:

-62.75%

Fundamentals

Market Cap

ALSN:

$8.94B

XPEL:

$1.04B

EPS

ALSN:

$8.64

XPEL:

$1.72

PE Ratio

ALSN:

12.29

XPEL:

21.96

PS Ratio

ALSN:

2.79

XPEL:

2.41

PB Ratio

ALSN:

5.37

XPEL:

4.44

Total Revenue (TTM)

ALSN:

$3.20B

XPEL:

$434.10M

Gross Profit (TTM)

ALSN:

$1.54B

XPEL:

$183.38M

EBITDA (TTM)

ALSN:

$1.14B

XPEL:

$68.88M

Returns By Period

In the year-to-date period, ALSN achieves a -1.50% return, which is significantly higher than XPEL's -5.43% return. Over the past 10 years, ALSN has underperformed XPEL with an annualized return of 14.87%, while XPEL has yielded a comparatively higher 31.00% annualized return.


ALSN

YTD

-1.50%

1M

19.58%

6M

-8.13%

1Y

42.38%

5Y*

26.76%

10Y*

14.87%

XPEL

YTD

-5.43%

1M

46.17%

6M

-15.65%

1Y

12.24%

5Y*

21.72%

10Y*

31.00%

*Annualized

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Risk-Adjusted Performance

ALSN vs. XPEL — Risk-Adjusted Performance Rank

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

ALSN
The Risk-Adjusted Performance Rank of ALSN is 8585
Overall Rank
The Sharpe Ratio Rank of ALSN is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ALSN is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ALSN is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ALSN is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ALSN is 8282
Martin Ratio Rank

XPEL
The Risk-Adjusted Performance Rank of XPEL is 5858
Overall Rank
The Sharpe Ratio Rank of XPEL is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEL is 6161
Sortino Ratio Rank
The Omega Ratio Rank of XPEL is 5858
Omega Ratio Rank
The Calmar Ratio Rank of XPEL is 5757
Calmar Ratio Rank
The Martin Ratio Rank of XPEL is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ALSN Sharpe Ratio is 1.31, which is higher than the XPEL Sharpe Ratio of 0.17. 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.


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Dividends

ALSN vs. XPEL - Dividend Comparison

ALSN's dividend yield for the trailing twelve months is around 0.98%, while XPEL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ALSN
Allison Transmission Holdings, Inc.
0.98%0.93%1.58%2.02%2.09%1.58%1.24%1.37%1.39%1.78%2.32%1.50%
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.


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Volatility

ALSN vs. XPEL - Volatility Comparison

The current volatility for Allison Transmission Holdings, Inc. (ALSN) is 8.36%, while XPEL, Inc. (XPEL) has a volatility of 17.43%. 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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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


0.00200.00M400.00M600.00M800.00M20212022202320242025
766.00M
103.81M
(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

35.0%40.0%45.0%50.0%20212022202320242025
49.4%
42.3%
(ALSN) Gross Margin
(XPEL) Gross Margin
ALSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Allison Transmission Holdings, Inc. reported a gross profit of 378.00M and revenue of 766.00M. Therefore, the gross margin over that period was 49.4%.

XPEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, XPEL, Inc. reported a gross profit of 43.90M and revenue of 103.81M. Therefore, the gross margin over that period was 42.3%.

ALSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Allison Transmission Holdings, Inc. reported an operating income of 249.00M and revenue of 766.00M, resulting in an operating margin of 32.5%.

XPEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, XPEL, Inc. reported an operating income of 11.12M and revenue of 103.81M, resulting in an operating margin of 10.7%.

ALSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Allison Transmission Holdings, Inc. reported a net income of 192.00M and revenue of 766.00M, resulting in a net margin of 25.1%.

XPEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, XPEL, Inc. reported a net income of 8.59M and revenue of 103.81M, resulting in a net margin of 8.3%.