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

Correlation

The correlation between XPEL 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

XPEL vs. ALSN - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%NovemberDecember2025FebruaryMarchApril
30,400.00%
388.53%
XPEL
ALSN

Key characteristics

Sharpe Ratio

XPEL:

-0.64

ALSN:

0.50

Sortino Ratio

XPEL:

-0.74

ALSN:

0.85

Omega Ratio

XPEL:

0.88

ALSN:

1.13

Calmar Ratio

XPEL:

-0.66

ALSN:

0.55

Martin Ratio

XPEL:

-1.54

ALSN:

1.59

Ulcer Index

XPEL:

32.20%

ALSN:

10.33%

Daily Std Dev

XPEL:

77.40%

ALSN:

33.15%

Max Drawdown

XPEL:

-99.77%

ALSN:

-48.67%

Current Drawdown

XPEL:

-72.93%

ALSN:

-23.53%

Fundamentals

Market Cap

XPEL:

$757.67M

ALSN:

$7.87B

EPS

XPEL:

$1.65

ALSN:

$8.31

PE Ratio

XPEL:

16.61

ALSN:

11.12

PS Ratio

XPEL:

1.80

ALSN:

2.44

PB Ratio

XPEL:

3.36

ALSN:

4.77

Total Revenue (TTM)

XPEL:

$330.30M

ALSN:

$2.44B

Gross Profit (TTM)

XPEL:

$139.48M

ALSN:

$1.16B

EBITDA (TTM)

XPEL:

$57.76M

ALSN:

$858.00M

Returns By Period

In the year-to-date period, XPEL achieves a -31.27% return, which is significantly lower than ALSN's -14.83% return. Over the past 10 years, XPEL has outperformed ALSN with an annualized return of 27.01%, while ALSN has yielded a comparatively lower 13.47% annualized return.


XPEL

YTD

-31.27%

1M

-17.84%

6M

-30.40%

1Y

-48.95%

5Y*

20.30%

10Y*

27.01%

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

XPEL vs. ALSN — Risk-Adjusted Performance Rank

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

XPEL
The Risk-Adjusted Performance Rank of XPEL is 1414
Overall Rank
The Sharpe Ratio Rank of XPEL is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEL is 1818
Sortino Ratio Rank
The Omega Ratio Rank of XPEL is 1515
Omega Ratio Rank
The Calmar Ratio Rank of XPEL is 1111
Calmar Ratio Rank
The Martin Ratio Rank of XPEL is 77
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.

XPEL vs. ALSN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XPEL, Inc. (XPEL) 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 XPEL, currently valued at -0.64, compared to the broader market-2.00-1.000.001.002.003.00
XPEL: -0.64
ALSN: 0.50
The chart of Sortino ratio for XPEL, currently valued at -0.74, compared to the broader market-6.00-4.00-2.000.002.004.00
XPEL: -0.74
ALSN: 0.85
The chart of Omega ratio for XPEL, currently valued at 0.88, compared to the broader market0.501.001.502.00
XPEL: 0.88
ALSN: 1.13
The chart of Calmar ratio for XPEL, currently valued at -0.66, compared to the broader market0.001.002.003.004.005.00
XPEL: -0.66
ALSN: 0.55
The chart of Martin ratio for XPEL, currently valued at -1.54, compared to the broader market-5.000.005.0010.0015.0020.00
XPEL: -1.54
ALSN: 1.59

The current XPEL Sharpe Ratio is -0.64, which is lower than the ALSN Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of XPEL 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 Ratio-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
-0.64
0.50
XPEL
ALSN

Dividends

XPEL vs. ALSN - Dividend Comparison

XPEL has not paid dividends to shareholders, while ALSN's dividend yield for the trailing twelve months is around 1.11%.


TTM20242023202220212020201920182017201620152014
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%
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

XPEL vs. ALSN - Drawdown Comparison

The maximum XPEL drawdown since its inception was -99.77%, which is greater than ALSN's maximum drawdown of -48.67%. Use the drawdown chart below to compare losses from any high point for XPEL and ALSN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-72.93%
-23.53%
XPEL
ALSN

Volatility

XPEL vs. ALSN - Volatility Comparison

XPEL, Inc. (XPEL) has a higher volatility of 20.72% compared to Allison Transmission Holdings, Inc. (ALSN) at 16.08%. This indicates that XPEL's price experiences larger fluctuations and is considered to be riskier than ALSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.72%
16.08%
XPEL
ALSN

Financials

XPEL vs. ALSN - Financials Comparison

This section allows you to compare key financial metrics between XPEL, Inc. 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