Allison Transmission Holdings Inc

10-Year Study

ALSN.US · Consumer Cyclical · US · Common Stock

Executive Summary: Allison Transmission Holdings Inc has compounded at 18.1% annually over the last 10 years, with a maximum drawdown of 36.0% and an annualized volatility of 44.1%.

1Y CAGR
+24.4%
3Y CAGR
+41.3%
5Y CAGR
+26.6%
10Y CAGR
+18.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
36.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.27
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +88.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -14.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.015.3-6.67.4————————28.4%
20258.8-13.4-5.7-3.612.5-8.2-5.2-2.8-2.8-2.77.810.4-8.3%
20244.124.48.1-9.43.40.116.75.03.611.211.1-8.888.0%
20238.45.4-4.37.8-2.619.43.93.4-2.3-14.66.58.742.3%
20224.55.1-1.2-4.67.5-3.98.9-12.9-6.925.16.5-7.116.9%
2021-5.6-6.47.71.62.5-6.10.4-6.9-4.5-5.54.25.1-14.1%
2020-8.5-8.1-19.311.44.3-2.51.6-3.5-2.02.914.05.1-9.1%
201910.82.1-9.34.3-11.412.0-0.9-3.05.9-7.311.4-0.211.5%
20182.7-10.1-1.4-0.26.3-2.016.16.04.7-15.27.2-6.83.3%
20173.82.90.67.30.5-3.10.8-7.78.113.2-3.14.929.9%
2016———6.8-2.00.52.1-3.23.42.113.81.626.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 44.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.8% of variance. Idiosyncratic stock-specific factors contribute 13.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110678.273784965757
2016-05-0110468.207816347536
2016-06-0110520.366019430125
2016-07-0110740.246937171296
2016-08-0110394.552268946976
2016-09-0110746.761283934318
2016-10-0110975.327997359518
2016-11-0112493.127364165013
2016-12-0112688.992056839847
2017-01-0113174.83203842596
2017-02-0113551.49156826384
2017-03-0113636.742652902576
2017-04-0114627.531366579664
2017-05-0114702.880644138608
2017-06-0114243.402052453519
2017-07-0114353.494512748577
2017-08-0113243.536682286624
2017-09-0114311.2815457242
2017-10-0116202.656984899744
2017-11-0115706.480906449638
2017-12-0116483.38190140753
2018-01-0116931.178097897602
2018-02-0115223.420379482415
2018-03-0115004.451470288064
2018-04-0114977.568932645998
2018-05-0115923.756085485604
2018-06-0115607.679980543819
2018-07-0118117.093211616386
2018-08-0119203.816538623563
2018-09-0120112.567912065002
2018-10-0117045.960887862035
2018-11-0118275.478695914637
2018-12-0117034.10477675334
2019-01-0118880.661510199297
2019-02-0119280.25154064301
2019-03-0117478.687228840317
2019-04-0118233.52630276078
2019-05-0116159.141148522762
2019-06-0118095.595867298412
2019-07-0117939.425260899585
2019-08-0117405.335684288697
2019-09-0118431.736160270302
2019-10-0117084.134959893338
2019-11-0119024.585144683642
2019-12-0118993.14256430746
2020-01-0117373.675959020416
2020-02-0115958.629555156973
2020-03-0112873.825788995966
2020-04-0114346.372160287674
2020-05-0114965.973395407818
2020-06-0114593.005328735651
2020-07-0114823.135485383978
2020-08-0114299.816295421284
2020-09-0114008.7552820495
2020-10-0114411.428769961045
2020-11-0116435.088877404338
2020-12-0117267.839538610533
2021-01-0116294.943564042544
2021-02-0115257.251553671704
2021-03-0116428.096811878695
2021-04-0116685.630653910128
2021-05-0117095.339636325734
2021-06-0116056.909333321752
2021-07-0116125.613977182416
2021-08-0115014.396706346275
2021-09-0114340.378961265695
2021-10-0113544.629789673458
2021-11-0114117.892304819316
2021-12-0114836.207607888438
2022-01-0115505.578452278067
2022-02-0116301.501339783987
2022-03-0116107.200090332275
2022-04-0115360.482235376378
2022-05-0116505.530680401804
2022-06-0115862.000078172163
2022-07-0117272.83387112885
2022-08-0115038.934079153656
2022-09-0114002.0672193728
2022-10-0117523.33221865622
2022-11-0118669.987535883192
2022-12-0117336.413895535934
2023-01-0118786.63777191969
2023-02-0119795.145508792197
2023-03-0118942.721520361676
2023-04-0120429.16516474783
2023-05-0119901.4596479647
2023-06-0123755.520908881663
2023-07-0124693.760558670383
2023-08-0125534.28500701378
2023-09-0124947.1686477519
2023-10-0121297.57101723696
2023-11-0122690.20806823561
2023-12-0124671.611779676106
2024-01-0125685.59156782955
2024-02-0131960.644659755668
2024-03-0134548.83805768237
2024-04-0131309.340270388817
2024-05-0132378.86572194162
2024-06-0132417.30036784345
2024-07-0137837.23687467699
2024-08-0139729.61118035621
2024-09-0141151.73650770213
2024-10-0145773.62210708717
2024-11-0150869.187574100695
2024-12-0146387.53414603428
2025-01-0150457.08999787198
2025-02-0143678.82533299169
2025-03-0141178.097897603155
2025-04-0139701.72977621047
2025-05-0144670.482626237186
2025-06-0140989.659560238164
2025-07-0138866.590521191174
2025-08-0137791.853592227955
2025-09-0136740.00373489214
2025-10-0135731.49599801964
2025-11-0138504.13226729668
2025-12-0142516.96987331767
2026-01-0147207.29954269286
2026-02-0154416.509960436204
2026-03-0150837.96213861661
2026-04-0154590.22587411677
Annual Return Matrix
YearAnnual Return
20170.299030043329751
20180.03341079389168189
20190.11500679450015161
2020-0.09083820751912719
2021-0.14081853872252026
20220.16852057842046708
20230.42310929632505845
20240.880198770971552
2025-0.08343975044095997
20260.2839632277834525
Total Factor Risk
0.4407071322193161
VTI.US Exposure
0.09838977427661622
VEA.US Exposure
0.03819690803644254
VWO.US Exposure
-0.0032191056147952463
QQQ.US Exposure
-0.04325010011770483
VTV.US Exposure
0.00894028879602706
IJR.US Exposure
0.08068757809512465
QUAL.US Exposure
0.10140246319490813
SHV.US Exposure
0.587722051343227
TLT.US Exposure
0.0029848497963347676
LQD.US Exposure
0.03529523004277412
HYG.US Exposure
-0.005082401026688588
GLD.US Exposure
0.0022626128928085456
USO.US Exposure
0.00019667808779214784
VNQ.US Exposure
-0.02178585437408963
BTC-USD.CC Exposure
-0.0014859928060944898
CPER.US Exposure
-0.006968166235151587
VIX.INDX Exposure
-0.0072081088492039185
UUP.US Exposure
-0.0008926135147798555
TIP.US Exposure
0.0010417763037301976
Idiosyncratic Exposure
0.13277213167272292
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →16.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.91%
Market Cap$9.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$126
Avg Yield on Cost
1.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$125.941.26%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+28.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allison Transmission Holdings Inc a high-risk investment?

Allison Transmission Holdings Inc (ALSN.US) has an annualized volatility of 44.1% and experienced a maximum drawdown of 36.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ALSN.US?

Over the past 10 years, ALSN.US has generated a Compound Annual Growth Rate (CAGR) of 18.1%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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