ALLE vs. JPM
ALLE (Allegion plc) and JPM (JPMorgan Chase & Co.) are both stocks. ALLE operates in Security & Protection Services (Industrials), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, ALLE returned 7.81%/yr vs 20.32%/yr for JPM. At a 0.47 correlation, their price movements are largely independent.
Performance
ALLE vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, ALLE achieves a -19.54% return, which is significantly lower than JPM's -2.52% return. Over the past 10 years, ALLE has underperformed JPM with an annualized return of 7.81%, while JPM has yielded a comparatively higher 20.32% annualized return.
ALLE
- 1D
- -1.94%
- 1M
- -5.02%
- YTD
- -19.54%
- 6M
- -19.10%
- 1Y
- -7.03%
- 3Y*
- 5.79%
- 5Y*
- -0.14%
- 10Y*
- 7.81%
JPM
- 1D
- -0.40%
- 1M
- 2.98%
- YTD
- -2.52%
- 6M
- -0.35%
- 1Y
- 19.35%
- 3Y*
- 33.18%
- 5Y*
- 16.72%
- 10Y*
- 20.32%
ALLE vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALLE Allegion plc | -19.54% | 23.54% | 4.66% | 22.32% | -19.26% | 15.06% | -5.41% | 57.89% | 1.18% | 25.32% |
JPM JPMorgan Chase & Co. | -2.52% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between ALLE and JPM is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2013 | 0.47 |
Fundamentals
ALLE:
$11.05B
JPM:
$869.15B
ALLE:
$7.33
JPM:
$21.08
ALLE:
17.42
JPM:
14.76
ALLE:
1.94
JPM:
1.63
ALLE:
2.65
JPM:
3.05
ALLE:
5.26
JPM:
2.53
ALLE:
$4.16B
JPM:
$285.09B
ALLE:
$1.87B
JPM:
$173.52B
ALLE:
$965.50M
JPM:
$81.46B
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Return for Risk
ALLE vs. JPM — Risk / Return Rank
ALLE
JPM
ALLE vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allegion plc (ALLE) and JPMorgan Chase & Co. (JPM). 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.
| ALLE | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.17 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 1.26 | -1.49 |
| Martin ratioReturn relative to average drawdown | -0.55 | 2.98 | -3.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALLE | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.29 | 0.90 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.69 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.74 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.34 | +0.02 |
Drawdowns
ALLE vs. JPM - Drawdown Comparison
The maximum ALLE drawdown since its inception was -43.25%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for ALLE and JPM.
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Drawdown Indicators
| ALLE | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.25% | -76.16% | +32.91% |
Max Drawdown (1Y)Largest decline over 1 year | -29.84% | -15.47% | -14.37% |
Max Drawdown (3Y)Largest decline over 3 years | -29.84% | -24.42% | -5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -38.87% | -38.77% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -43.25% | -43.63% | +0.38% |
Current DrawdownCurrent decline from peak | -28.73% | -6.55% | -22.18% |
Average DrawdownAverage peak-to-trough decline | -10.95% | -17.62% | +6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.76% | 6.50% | +6.26% |
Volatility
ALLE vs. JPM - Volatility Comparison
Allegion plc (ALLE) has a higher volatility of 6.79% compared to JPMorgan Chase & Co. (JPM) at 6.40%. This indicates that ALLE's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALLE | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 6.40% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 19.67% | 17.38% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.81% | 21.62% | +3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.03% | 24.45% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.79% | 27.40% | -0.61% |
Dividends
ALLE vs. JPM - Dividend Comparison
ALLE's dividend yield for the trailing twelve months is around 1.63%, less than JPM's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALLE Allegion plc | 1.63% | 1.28% | 1.47% | 1.42% | 1.56% | 1.09% | 1.10% | 0.87% | 1.05% | 0.80% | 0.75% | 0.61% |
JPM JPMorgan Chase & Co. | 1.90% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
ALLE vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Allegion plc and JPMorgan Chase & Co.. 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
ALLE vs. JPM - Profitability Comparison
ALLE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Allegion plc reported a gross profit of 454.50M and revenue of 1.03B. Therefore, the gross margin over that period was 44.0%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
ALLE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Allegion plc reported an operating income of 195.30M and revenue of 1.03B, resulting in an operating margin of 18.9%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
ALLE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Allegion plc reported a net income of 138.10M and revenue of 1.03B, resulting in a net margin of 13.4%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
ALLE and JPM have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALLE has higher volatility (6.79%) compared to JPM (6.40%). In terms of maximum drawdown, ALLE dropped -43.25% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.90 vs -0.28), 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.
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