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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.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
41.82%
13.22%
ALSN
XPEL

Key characteristics

Sharpe Ratio

ALSN:

4.09

XPEL:

-0.25

Sortino Ratio

ALSN:

5.23

XPEL:

0.15

Omega Ratio

ALSN:

1.75

XPEL:

1.03

Calmar Ratio

ALSN:

9.68

XPEL:

-0.26

Martin Ratio

ALSN:

22.28

XPEL:

-0.65

Ulcer Index

ALSN:

5.21%

XPEL:

27.89%

Daily Std Dev

ALSN:

28.37%

XPEL:

73.59%

Max Drawdown

ALSN:

-48.67%

XPEL:

-99.77%

Current Drawdown

ALSN:

-0.20%

XPEL:

-58.45%

Fundamentals

Market Cap

ALSN:

$10.35B

XPEL:

$1.12B

EPS

ALSN:

$8.33

XPEL:

$1.81

PE Ratio

ALSN:

14.35

XPEL:

22.34

Total Revenue (TTM)

ALSN:

$2.43B

XPEL:

$312.87M

Gross Profit (TTM)

ALSN:

$1.15B

XPEL:

$133.66M

EBITDA (TTM)

ALSN:

$877.00M

XPEL:

$55.48M

Returns By Period

In the year-to-date period, ALSN achieves a 10.60% return, which is significantly higher than XPEL's 5.48% return. Over the past 10 years, ALSN has underperformed XPEL with an annualized return of 16.02%, while XPEL has yielded a comparatively higher 34.45% annualized return.


ALSN

YTD

10.60%

1M

9.34%

6M

42.20%

1Y

111.14%

5Y*

22.93%

10Y*

16.02%

XPEL

YTD

5.48%

1M

3.67%

6M

12.92%

1Y

-19.00%

5Y*

20.93%

10Y*

34.45%

*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 9999
Overall Rank
The Sharpe Ratio Rank of ALSN is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of ALSN is 9999
Sortino Ratio Rank
The Omega Ratio Rank of ALSN is 9898
Omega Ratio Rank
The Calmar Ratio Rank of ALSN is 100100
Calmar Ratio Rank
The Martin Ratio Rank of ALSN is 9898
Martin Ratio Rank

XPEL
The Risk-Adjusted Performance Rank of XPEL is 3333
Overall Rank
The Sharpe Ratio Rank of XPEL is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEL is 3636
Sortino Ratio Rank
The Omega Ratio Rank of XPEL is 3737
Omega Ratio Rank
The Calmar Ratio Rank of XPEL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of XPEL is 3232
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.


Sharpe ratio
The chart of Sharpe ratio for ALSN, currently valued at 4.09, compared to the broader market-2.000.002.004.004.09-0.25
The chart of Sortino ratio for ALSN, currently valued at 5.23, compared to the broader market-4.00-2.000.002.004.006.005.230.15
The chart of Omega ratio for ALSN, currently valued at 1.75, compared to the broader market0.501.001.502.001.751.03
The chart of Calmar ratio for ALSN, currently valued at 9.68, compared to the broader market0.002.004.006.009.68-0.26
The chart of Martin ratio for ALSN, currently valued at 22.28, compared to the broader market-10.000.0010.0020.0030.0022.28-0.65
ALSN
XPEL

The current ALSN Sharpe Ratio is 4.09, which is higher than the XPEL Sharpe Ratio of -0.25. 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-1.000.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
4.09
-0.25
ALSN
XPEL

Dividends

ALSN vs. XPEL - Dividend Comparison

ALSN's dividend yield for the trailing twelve months is around 0.84%, while XPEL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ALSN
Allison Transmission Holdings, Inc.
0.84%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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.20%
-58.45%
ALSN
XPEL

Volatility

ALSN vs. XPEL - Volatility Comparison

The current volatility for Allison Transmission Holdings, Inc. (ALSN) is 8.15%, while XPEL, Inc. (XPEL) has a volatility of 9.20%. 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%AugustSeptemberOctoberNovemberDecember2025
8.15%
9.20%
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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