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

Correlation

The correlation between GM and ALSN 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.


-0.50.00.51.0
Correlation: 0.5

Performance

GM vs. ALSN - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
140.70%
388.53%
GM
ALSN

Key characteristics

Sharpe Ratio

GM:

0.15

ALSN:

0.50

Sortino Ratio

GM:

0.46

ALSN:

0.85

Omega Ratio

GM:

1.06

ALSN:

1.13

Calmar Ratio

GM:

0.14

ALSN:

0.55

Martin Ratio

GM:

0.44

ALSN:

1.59

Ulcer Index

GM:

12.64%

ALSN:

10.33%

Daily Std Dev

GM:

36.84%

ALSN:

33.15%

Max Drawdown

GM:

-59.95%

ALSN:

-48.67%

Current Drawdown

GM:

-26.30%

ALSN:

-23.53%

Fundamentals

Market Cap

GM:

$45.30B

ALSN:

$7.87B

EPS

GM:

$6.37

ALSN:

$8.31

PE Ratio

GM:

7.36

ALSN:

11.12

PEG Ratio

GM:

1.21

ALSN:

1.66

PS Ratio

GM:

0.24

ALSN:

2.44

PB Ratio

GM:

0.72

ALSN:

4.77

Total Revenue (TTM)

GM:

$144.43B

ALSN:

$2.44B

Gross Profit (TTM)

GM:

$17.49B

ALSN:

$1.16B

EBITDA (TTM)

GM:

$15.02B

ALSN:

$858.00M

Returns By Period

In the year-to-date period, GM achieves a -11.34% return, which is significantly higher than ALSN's -14.83% return. Over the past 10 years, GM has underperformed ALSN with an annualized return of 5.35%, while ALSN has yielded a comparatively higher 13.47% annualized return.


GM

YTD

-11.34%

1M

-7.54%

6M

-9.09%

1Y

4.30%

5Y*

17.20%

10Y*

5.35%

ALSN

YTD

-14.83%

1M

-7.63%

6M

-6.35%

1Y

15.64%

5Y*

24.55%

10Y*

13.47%

*Annualized

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Risk-Adjusted Performance

GM vs. ALSN — Risk-Adjusted Performance Rank

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

GM
The Risk-Adjusted Performance Rank of GM is 5555
Overall Rank
The Sharpe Ratio Rank of GM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of GM is 5050
Sortino Ratio Rank
The Omega Ratio Rank of GM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of GM is 5959
Calmar Ratio Rank
The Martin Ratio Rank of GM is 5858
Martin Ratio Rank

ALSN
The Risk-Adjusted Performance Rank of ALSN is 6868
Overall Rank
The Sharpe Ratio Rank of ALSN is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ALSN is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ALSN is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ALSN is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ALSN is 7070
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.

GM vs. ALSN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Motors Company (GM) and Allison Transmission Holdings, Inc. (ALSN). 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 chart of Sharpe ratio for GM, currently valued at 0.15, compared to the broader market-2.00-1.000.001.002.003.00
GM: 0.15
ALSN: 0.50
The chart of Sortino ratio for GM, currently valued at 0.46, compared to the broader market-6.00-4.00-2.000.002.004.00
GM: 0.46
ALSN: 0.85
The chart of Omega ratio for GM, currently valued at 1.06, compared to the broader market0.501.001.502.00
GM: 1.06
ALSN: 1.13
The chart of Calmar ratio for GM, currently valued at 0.14, compared to the broader market0.001.002.003.004.005.00
GM: 0.14
ALSN: 0.55
The chart of Martin ratio for GM, currently valued at 0.43, compared to the broader market-5.000.005.0010.0015.0020.00
GM: 0.44
ALSN: 1.59

The current GM Sharpe Ratio is 0.15, which is lower than the ALSN Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of GM and ALSN, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.15
0.50
GM
ALSN

Dividends

GM vs. ALSN - Dividend Comparison

GM's dividend yield for the trailing twelve months is around 1.02%, less than ALSN's 1.11% yield.


TTM20242023202220212020201920182017201620152014
GM
General Motors Company
1.02%0.90%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%
ALSN
Allison Transmission Holdings, Inc.
1.11%0.93%1.58%2.02%2.09%1.58%1.24%1.37%1.39%1.78%2.32%1.50%

Drawdowns

GM vs. ALSN - Drawdown Comparison

The maximum GM drawdown since its inception was -59.95%, which is greater than ALSN's maximum drawdown of -48.67%. Use the drawdown chart below to compare losses from any high point for GM and ALSN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.30%
-23.53%
GM
ALSN

Volatility

GM vs. ALSN - Volatility Comparison

The current volatility for General Motors Company (GM) is 14.57%, while Allison Transmission Holdings, Inc. (ALSN) has a volatility of 16.08%. This indicates that GM experiences smaller price fluctuations and is considered to be less risky than ALSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.57%
16.08%
GM
ALSN

Financials

GM vs. ALSN - Financials Comparison

This section allows you to compare key financial metrics between General Motors Company and Allison Transmission Holdings, 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