MBG.DE vs. ALSN
MBG.DE (Mercedes-Benz Group AG) and ALSN (Allison Transmission Holdings, Inc.) are both stocks. Both are in the Consumer Cyclical sector — MBG.DE in Auto Manufacturers, ALSN in Auto Parts. Over the past 10 years, MBG.DE returned 6.24%/yr vs 16.80%/yr for ALSN. At a 0.31 correlation, their price movements are largely independent.
Performance
MBG.DE vs. ALSN - Performance Comparison
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Different Trading Currencies
MBG.DE is traded in EUR, while ALSN is traded in USD. To make them comparable, the ALSN values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MBG.DE achieves a -12.57% return, which is significantly lower than ALSN's 22.91% return. Over the past 10 years, MBG.DE has underperformed ALSN with an annualized return of 6.24%, while ALSN has yielded a comparatively higher 16.80% annualized return.
MBG.DE
- 1D
- -1.76%
- 1M
- 1.84%
- YTD
- -12.57%
- 6M
- -13.07%
- 1Y
- 1.90%
- 3Y*
- -5.12%
- 5Y*
- 1.51%
- 10Y*
- 6.24%
ALSN
- 1D
- -0.70%
- 1M
- -6.21%
- YTD
- 22.91%
- 6M
- 31.88%
- 1Y
- 14.83%
- 3Y*
- 31.30%
- 5Y*
- 25.65%
- 10Y*
- 16.80%
MBG.DE vs. ALSN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBG.DE Mercedes-Benz Group AG | -12.57% | 21.32% | -7.25% | 10.02% | -1.84% | 42.17% | 23.48% | 14.88% | -31.57% | 4.82% |
ALSN Allison Transmission Holdings, Inc. | 22.91% | -19.22% | 100.43% | 38.04% | 24.09% | -7.66% | -16.58% | 14.02% | 8.19% | 13.94% |
Correlation
The correlation between MBG.DE and ALSN is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2012 | 0.31 |
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Return for Risk
MBG.DE vs. ALSN — Risk / Return Rank
MBG.DE
ALSN
MBG.DE vs. ALSN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBG.DE) 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.
| MBG.DE | ALSN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.11 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 0.61 | -0.50 |
| Martin ratioReturn relative to average drawdown | 0.24 | 1.10 | -0.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MBG.DE | ALSN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 0.55 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.88 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.56 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.51 | -0.35 |
Drawdowns
MBG.DE vs. ALSN - Drawdown Comparison
The maximum MBG.DE drawdown since its inception was -76.69%, which is greater than ALSN's maximum drawdown of -44.96%. Use the drawdown chart below to compare losses from any high point for MBG.DE and ALSN.
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Drawdown Indicators
| MBG.DE | ALSN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.69% | -44.96% | -31.73% |
Max Drawdown (1Y)Largest decline over 1 year | -17.88% | -24.57% | +6.69% |
Max Drawdown (3Y)Largest decline over 3 years | -34.38% | -40.77% | +6.39% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -40.77% | +6.39% |
Max Drawdown (10Y)Largest decline over 10 years | -67.47% | -44.96% | -22.51% |
Current DrawdownCurrent decline from peak | -19.68% | -12.20% | -7.48% |
Average DrawdownAverage peak-to-trough decline | -29.45% | -12.88% | -16.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.90% | 13.47% | -5.57% |
Volatility
MBG.DE vs. ALSN - Volatility Comparison
The current volatility for Mercedes-Benz Group AG (MBG.DE) is 6.09%, while Allison Transmission Holdings, Inc. (ALSN) has a volatility of 10.90%. This indicates that MBG.DE 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.
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Volatility by Period
| MBG.DE | ALSN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 10.90% | -4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 18.34% | 21.17% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.29% | 27.27% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.56% | 29.14% | -1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.51% | 30.10% | +0.41% |
Dividends
MBG.DE vs. ALSN - Dividend Comparison
MBG.DE's dividend yield for the trailing twelve months is around 7.13%, more than ALSN's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALSN Allison Transmission Holdings, Inc. | 0.95% | 1.10% | 0.93% | 1.58% | 2.02% | 2.09% | 1.58% | 1.24% | 1.37% | 1.39% | 1.78% | 2.32% |
MBG.DE Mercedes-Benz Group AG | 7.13% | 7.16% | 9.80% | 8.31% | 8.14% | 1.67% | 3.42% | 6.58% | 7.95% | 4.59% | 4.60% | 3.16% |
Financials
MBG.DE vs. ALSN - Financials Comparison
This section allows you to compare key financial metrics between Mercedes-Benz Group AG 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MBG.DE and ALSN have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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