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

Correlation

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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
3.50%
28.19%
ALLE
CRM

Key characteristics

Sharpe Ratio

ALLE:

0.53

CRM:

0.53

Sortino Ratio

ALLE:

0.88

CRM:

0.89

Omega Ratio

ALLE:

1.10

CRM:

1.15

Calmar Ratio

ALLE:

0.55

CRM:

0.60

Martin Ratio

ALLE:

1.35

CRM:

1.39

Ulcer Index

ALLE:

7.82%

CRM:

13.51%

Daily Std Dev

ALLE:

19.97%

CRM:

35.70%

Max Drawdown

ALLE:

-43.25%

CRM:

-70.50%

Current Drawdown

ALLE:

-14.63%

CRM:

-12.60%

Fundamentals

Market Cap

ALLE:

$11.28B

CRM:

$309.63B

EPS

ALLE:

$6.50

CRM:

$6.06

PE Ratio

ALLE:

19.96

CRM:

53.39

PEG Ratio

ALLE:

1.85

CRM:

1.44

Total Revenue (TTM)

ALLE:

$2.83B

CRM:

$37.19B

Gross Profit (TTM)

ALLE:

$1.25B

CRM:

$28.62B

EBITDA (TTM)

ALLE:

$694.70M

CRM:

$7.86B

Returns By Period

In the year-to-date period, ALLE achieves a 0.19% return, which is significantly higher than CRM's -3.94% return. Over the past 10 years, ALLE has underperformed CRM with an annualized return of 10.61%, while CRM has yielded a comparatively higher 19.06% annualized return.


ALLE

YTD

0.19%

1M

-4.79%

6M

3.51%

1Y

10.86%

5Y*

1.79%

10Y*

10.61%

CRM

YTD

-3.94%

1M

-9.99%

6M

28.19%

1Y

19.97%

5Y*

12.18%

10Y*

19.06%

*Annualized

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Risk-Adjusted Performance

ALLE vs. CRM — Risk-Adjusted Performance Rank

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

ALLE
The Risk-Adjusted Performance Rank of ALLE is 6464
Overall Rank
The Sharpe Ratio Rank of ALLE is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ALLE is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ALLE is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ALLE is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ALLE is 6363
Martin Ratio Rank

CRM
The Risk-Adjusted Performance Rank of CRM is 6565
Overall Rank
The Sharpe Ratio Rank of CRM is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of CRM is 5959
Sortino Ratio Rank
The Omega Ratio Rank of CRM is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CRM is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CRM is 6464
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.

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 0.53, compared to the broader market-2.000.002.000.530.53
The chart of Sortino ratio for ALLE, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.880.89
The chart of Omega ratio for ALLE, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.15
The chart of Calmar ratio for ALLE, currently valued at 0.55, compared to the broader market0.002.004.006.000.550.60
The chart of Martin ratio for ALLE, currently valued at 1.35, compared to the broader market-30.00-20.00-10.000.0010.0020.001.351.39
ALLE
CRM

The current ALLE Sharpe Ratio is 0.53, which is comparable to the CRM Sharpe Ratio of 0.53. 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.53
0.53
ALLE
CRM

Dividends

ALLE vs. CRM - Dividend Comparison

ALLE's dividend yield for the trailing twelve months is around 1.10%, more than CRM's 0.50% yield.


TTM20242023202220212020201920182017201620152014
ALLE
Allegion plc
1.10%1.10%1.42%1.56%1.09%1.10%0.87%1.05%0.80%0.75%0.61%0.58%
CRM
salesforce.com, inc.
0.50%0.48%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.63%
-12.60%
ALLE
CRM

Volatility

ALLE vs. CRM - Volatility Comparison

The current volatility for Allegion plc (ALLE) is 5.52%, while salesforce.com, inc. (CRM) has a volatility of 6.31%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
5.52%
6.31%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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