MBG.DE vs. ALSN
Compare and contrast key facts about Mercedes-Benz Group AG (MBG.DE) and Allison Transmission Holdings, Inc. (ALSN).
Performance
MBG.DE vs. ALSN - Performance Comparison
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MBG.DE vs. ALSN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBG.DE Mercedes-Benz Group AG | -12.25% | 21.32% | -7.25% | 10.02% | -1.84% | 42.17% | 23.48% | 14.88% | -31.57% | 4.82% |
ALSN Allison Transmission Holdings, Inc. | 22.04% | -19.22% | 100.43% | 38.04% | 24.09% | -7.66% | -16.58% | 14.02% | 8.19% | 13.94% |
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 -12.25% return, which is significantly lower than ALSN's 22.04% return. Over the past 10 years, MBG.DE has underperformed ALSN with an annualized return of 5.81%, while ALSN has yielded a comparatively higher 17.63% annualized return.
MBG.DE
- 1D
- -0.32%
- 1M
- -5.44%
- YTD
- -12.25%
- 6M
- -4.18%
- 1Y
- 6.12%
- 3Y*
- -1.79%
- 5Y*
- 2.69%
- 10Y*
- 5.81%
ALSN
- 1D
- -1.05%
- 1M
- -5.36%
- YTD
- 22.04%
- 6M
- 38.21%
- 1Y
- 12.36%
- 3Y*
- 36.44%
- 5Y*
- 25.89%
- 10Y*
- 17.63%
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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 | 0.24 | 0.41 | -0.17 |
Sortino ratioReturn per unit of downside risk | 0.52 | 0.77 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.10 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 0.50 | +0.10 |
Martin ratioReturn relative to average drawdown | 1.72 | 0.88 | +0.84 |
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 | 0.24 | 0.41 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.90 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.59 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.52 | -0.36 |
Correlation
The correlation between MBG.DE and ALSN is 0.31, 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.
Dividends
MBG.DE vs. ALSN - Dividend Comparison
MBG.DE's dividend yield for the trailing twelve months is around 8.16%, more than ALSN's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBG.DE Mercedes-Benz Group AG | 8.16% | 7.16% | 9.80% | 8.31% | 8.14% | 1.67% | 3.42% | 6.58% | 7.95% | 4.59% | 4.60% | 3.16% |
ALSN Allison Transmission Holdings, Inc. | 0.94% | 1.10% | 0.93% | 1.58% | 2.02% | 2.09% | 1.58% | 1.24% | 1.37% | 1.39% | 1.78% | 2.32% |
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% | -48.67% | -28.02% |
Max Drawdown (1Y)Largest decline over 1 year | -17.88% | -25.18% | +7.30% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -33.59% | -0.79% |
Max Drawdown (10Y)Largest decline over 10 years | -67.47% | -48.67% | -18.80% |
Current DrawdownCurrent decline from peak | -19.39% | -7.55% | -11.84% |
Average DrawdownAverage peak-to-trough decline | -29.52% | -13.10% | -16.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 13.33% | -7.13% |
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 9.13%. 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% | 9.13% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 16.92% | 18.31% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.83% | 30.64% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.36% | 28.84% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.49% | 29.89% | +0.60% |
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