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ALLE vs. CRM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ALLE vs. CRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allegion plc (ALLE) and salesforce.com, inc. (CRM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
16.18%
26.00%
ALLE
CRM

Returns By Period

In the year-to-date period, ALLE achieves a 12.83% return, which is significantly lower than CRM's 30.55% return. Over the past 10 years, ALLE has underperformed CRM with an annualized return of 11.54%, while CRM has yielded a comparatively higher 19.27% annualized return.


ALLE

YTD

12.83%

1M

-2.68%

6M

16.17%

1Y

36.60%

5Y (annualized)

4.80%

10Y (annualized)

11.54%

CRM

YTD

30.55%

1M

19.27%

6M

26.00%

1Y

53.11%

5Y (annualized)

16.31%

10Y (annualized)

19.27%

Fundamentals


ALLECRM
Market Cap$12.29B$311.37B
EPS$6.50$5.76
PE Ratio21.7656.55
PEG Ratio1.852.25
Total Revenue (TTM)$3.72B$27.75B
Gross Profit (TTM)$1.64B$21.28B
EBITDA (TTM)$882.40M$7.90B

Key characteristics


ALLECRM
Sharpe Ratio1.711.52
Sortino Ratio2.541.90
Omega Ratio1.301.33
Calmar Ratio1.361.72
Martin Ratio5.754.03
Ulcer Index6.45%13.26%
Daily Std Dev21.71%35.22%
Max Drawdown-43.25%-70.50%
Current Drawdown-7.81%0.00%

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Correlation

-0.50.00.51.00.4

The correlation between ALLE and CRM is 0.39, 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.

Risk-Adjusted Performance

ALLE vs. CRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allegion plc (ALLE) and salesforce.com, inc. (CRM). 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.


Sharpe ratio
The chart of Sharpe ratio for ALLE, currently valued at 1.71, compared to the broader market-4.00-2.000.002.004.001.711.52
The chart of Sortino ratio for ALLE, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.002.541.90
The chart of Omega ratio for ALLE, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.33
The chart of Calmar ratio for ALLE, currently valued at 1.36, compared to the broader market0.002.004.006.001.361.72
The chart of Martin ratio for ALLE, currently valued at 5.75, compared to the broader market0.0010.0020.0030.005.754.03
ALLE
CRM

The current ALLE Sharpe Ratio is 1.71, which is comparable to the CRM Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of ALLE and CRM, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.71
1.52
ALLE
CRM

Dividends

ALLE vs. CRM - Dividend Comparison

ALLE's dividend yield for the trailing twelve months is around 1.34%, more than CRM's 0.35% yield.


TTM2023202220212020201920182017201620152014
ALLE
Allegion plc
1.34%1.42%1.56%1.09%1.10%0.87%1.05%0.80%0.75%0.61%0.58%
CRM
salesforce.com, inc.
0.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ALLE vs. CRM - Drawdown Comparison

The maximum ALLE drawdown since its inception was -43.25%, smaller than the maximum CRM drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for ALLE and CRM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.81%
0
ALLE
CRM

Volatility

ALLE vs. CRM - Volatility Comparison

The current volatility for Allegion plc (ALLE) is 4.21%, while salesforce.com, inc. (CRM) has a volatility of 9.37%. This indicates that ALLE experiences smaller price fluctuations and is considered to be less risky than CRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
4.21%
9.37%
ALLE
CRM

Financials

ALLE vs. CRM - Financials Comparison

This section allows you to compare key financial metrics between Allegion plc and salesforce.com, 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