ALLE vs. FFIV
ALLE (Allegion plc) and FFIV (F5 Networks, Inc.) are both stocks. ALLE operates in Security & Protection Services (Industrials), while FFIV operates in Software - Infrastructure (Technology). Over the past 10 years, ALLE returned 8.36%/yr vs 12.87%/yr for FFIV. At a 0.42 correlation, their price movements are largely independent.
Performance
ALLE vs. FFIV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ALLE achieves a -15.54% return, which is significantly lower than FFIV's 55.20% return. Over the past 10 years, ALLE has underperformed FFIV with an annualized return of 8.36%, while FFIV has yielded a comparatively higher 12.87% annualized return.
ALLE
- 1D
- 0.19%
- 1M
- 6.62%
- YTD
- -15.54%
- 6M
- -16.12%
- 1Y
- -0.00%
- 3Y*
- 5.93%
- 5Y*
- 0.75%
- 10Y*
- 8.36%
FFIV
- 1D
- 0.59%
- 1M
- 9.26%
- YTD
- 55.20%
- 6M
- 50.82%
- 1Y
- 38.22%
- 3Y*
- 38.11%
- 5Y*
- 15.50%
- 10Y*
- 12.87%
ALLE vs. FFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALLE Allegion plc | -15.54% | 23.54% | 4.66% | 22.32% | -19.26% | 15.06% | -5.41% | 57.89% | 1.18% | 25.32% |
FFIV F5 Networks, Inc. | 55.20% | 1.51% | 40.50% | 24.72% | -41.36% | 39.09% | 25.99% | -13.81% | 23.48% | -9.33% |
Correlation
The correlation between ALLE and FFIV is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2013 | 0.42 |
Over the past year, the correlation between ALLE and FFIV has dropped to 0.17 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
Fundamentals
ALLE:
$11.60B
FFIV:
$22.70B
ALLE:
$7.33
FFIV:
$12.19
ALLE:
18.29
FFIV:
32.50
ALLE:
2.04
FFIV:
1.42
ALLE:
2.79
FFIV:
9.54
ALLE:
5.52
FFIV:
6.22
ALLE:
$4.16B
FFIV:
$2.41B
ALLE:
$1.87B
FFIV:
$2.63B
ALLE:
$965.50M
FFIV:
$889.95M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ALLE vs. FFIV — Risk / Return Rank
ALLE
FFIV
ALLE vs. FFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allegion plc (ALLE) and F5 Networks, Inc. (FFIV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ALLE | FFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 1.04 | -1.11 |
| Martin ratioReturn relative to average drawdown | -0.16 | 2.28 | -2.44 |
Loading charts...
Drawdowns
ALLE vs. FFIV - Drawdown Comparison
The maximum ALLE drawdown since its inception was -43.25%, smaller than the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for ALLE and FFIV.
Loading charts...
Drawdown Indicators
| ALLE | FFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.25% | -97.59% | +54.34% |
Max Drawdown (1Y)Largest decline over 1 year | -29.84% | -34.73% | +4.89% |
Max Drawdown (3Y)Largest decline over 3 years | -29.84% | -34.73% | +4.89% |
Max Drawdown (5Y)Largest decline over 5 years | -38.87% | -47.42% | +8.55% |
Max Drawdown (10Y)Largest decline over 10 years | -43.25% | -54.59% | +11.34% |
Current DrawdownCurrent decline from peak | -25.19% | -3.17% | -22.02% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -40.16% | +29.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.18% | 15.77% | -2.59% |
Volatility
ALLE vs. FFIV - Volatility Comparison
The current volatility for Allegion plc (ALLE) is 7.88%, while F5 Networks, Inc. (FFIV) has a volatility of 8.89%. This indicates that ALLE experiences smaller price fluctuations and is considered to be less risky than FFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ALLE | FFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 8.89% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 20.08% | 24.72% | -4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.14% | 33.48% | -8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.10% | 29.97% | -3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.81% | 29.56% | -2.75% |
Dividends
ALLE vs. FFIV - Dividend Comparison
ALLE's dividend yield for the trailing twelve months is around 1.55%, while FFIV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALLE Allegion plc | 1.17% | 1.28% | 1.47% | 1.42% | 1.56% | 1.09% | 1.10% | 0.87% | 1.05% | 0.80% | 0.75% | 0.61% |
FFIV F5 Networks, 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% |
Financials
ALLE vs. FFIV - Financials Comparison
This section allows you to compare key financial metrics between Allegion plc and F5 Networks, 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
Frequently Asked Questions
ALLE and FFIV have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFIV has higher volatility (8.89%) compared to ALLE (7.88%). In terms of maximum drawdown, ALLE dropped -43.25% vs FFIV's -97.59%.
FFIV currently has the higher Sharpe Ratio (1.08 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ALLE and FFIV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer