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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.


-0.50.00.51.00.2

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%SeptemberOctoberNovemberDecember2025February
11.40%
-8.66%
ALSN
XPEL

Key characteristics

Sharpe Ratio

ALSN:

1.53

XPEL:

-0.33

Sortino Ratio

ALSN:

1.96

XPEL:

-0.01

Omega Ratio

ALSN:

1.31

XPEL:

1.00

Calmar Ratio

ALSN:

2.57

XPEL:

-0.35

Martin Ratio

ALSN:

7.44

XPEL:

-0.82

Ulcer Index

ALSN:

5.85%

XPEL:

29.15%

Daily Std Dev

ALSN:

28.49%

XPEL:

73.37%

Max Drawdown

ALSN:

-48.67%

XPEL:

-99.77%

Current Drawdown

ALSN:

-16.35%

XPEL:

-59.22%

Fundamentals

Market Cap

ALSN:

$8.61B

XPEL:

$1.14B

EPS

ALSN:

$8.31

XPEL:

$1.75

PE Ratio

ALSN:

12.11

XPEL:

23.63

Total Revenue (TTM)

ALSN:

$3.23B

XPEL:

$312.87M

Gross Profit (TTM)

ALSN:

$1.52B

XPEL:

$133.66M

EBITDA (TTM)

ALSN:

$1.14B

XPEL:

$55.48M

Returns By Period

In the year-to-date period, ALSN achieves a -6.84% return, which is significantly lower than XPEL's 3.53% return. Over the past 10 years, ALSN has underperformed XPEL with an annualized return of 14.11%, while XPEL has yielded a comparatively higher 32.89% annualized return.


ALSN

YTD

-6.84%

1M

-16.19%

6M

11.40%

1Y

38.79%

5Y*

19.85%

10Y*

14.11%

XPEL

YTD

3.53%

1M

-7.33%

6M

-8.66%

1Y

-20.10%

5Y*

23.36%

10Y*

32.89%

*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 8787
Overall Rank
The Sharpe Ratio Rank of ALSN is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ALSN is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ALSN is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ALSN is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ALSN is 8888
Martin Ratio Rank

XPEL
The Risk-Adjusted Performance Rank of XPEL is 3030
Overall Rank
The Sharpe Ratio Rank of XPEL is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEL is 3232
Sortino Ratio Rank
The Omega Ratio Rank of XPEL is 3232
Omega Ratio Rank
The Calmar Ratio Rank of XPEL is 2626
Calmar Ratio Rank
The Martin Ratio Rank of XPEL is 2929
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 1.53, compared to the broader market-2.000.002.001.53-0.33
The chart of Sortino ratio for ALSN, currently valued at 1.96, compared to the broader market-4.00-2.000.002.004.006.001.96-0.01
The chart of Omega ratio for ALSN, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.00
The chart of Calmar ratio for ALSN, currently valued at 2.57, compared to the broader market0.002.004.006.002.57-0.35
The chart of Martin ratio for ALSN, currently valued at 7.44, compared to the broader market-10.000.0010.0020.0030.007.44-0.82
ALSN
XPEL

The current ALSN Sharpe Ratio is 1.53, which is higher than the XPEL Sharpe Ratio of -0.33. 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-1.000.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
1.53
-0.33
ALSN
XPEL

Dividends

ALSN vs. XPEL - Dividend Comparison

ALSN's dividend yield for the trailing twelve months is around 0.99%, while XPEL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ALSN
Allison Transmission Holdings, Inc.
0.99%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.35%
-59.22%
ALSN
XPEL

Volatility

ALSN vs. XPEL - Volatility Comparison

Allison Transmission Holdings, Inc. (ALSN) has a higher volatility of 15.14% compared to XPEL, Inc. (XPEL) at 9.65%. This indicates that ALSN's price experiences larger fluctuations and is considered to be riskier 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%SeptemberOctoberNovemberDecember2025February
15.14%
9.65%
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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