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

Correlation

The correlation between ALLE and PNR is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

ALLE vs. PNR - Performance Comparison

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

100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
218.02%
132.59%
ALLE
PNR

Key characteristics

Sharpe Ratio

ALLE:

0.36

PNR:

0.52

Sortino Ratio

ALLE:

0.71

PNR:

0.96

Omega Ratio

ALLE:

1.09

PNR:

1.13

Calmar Ratio

ALLE:

0.41

PNR:

0.53

Martin Ratio

ALLE:

0.89

PNR:

1.58

Ulcer Index

ALLE:

10.28%

PNR:

10.06%

Daily Std Dev

ALLE:

25.14%

PNR:

30.77%

Max Drawdown

ALLE:

-43.25%

PNR:

-77.69%

Current Drawdown

ALLE:

-10.32%

PNR:

-17.14%

Fundamentals

Market Cap

ALLE:

$12.00B

PNR:

$14.84B

EPS

ALLE:

$6.82

PNR:

$3.87

PE Ratio

ALLE:

20.46

PNR:

23.30

PEG Ratio

ALLE:

1.92

PNR:

1.55

PS Ratio

ALLE:

3.18

PNR:

3.64

PB Ratio

ALLE:

7.47

PNR:

3.97

Total Revenue (TTM)

ALLE:

$2.88B

PNR:

$4.08B

Gross Profit (TTM)

ALLE:

$1.28B

PNR:

$1.61B

EBITDA (TTM)

ALLE:

$715.20M

PNR:

$900.60M

Returns By Period

In the year-to-date period, ALLE achieves a 4.87% return, which is significantly higher than PNR's -10.08% return. Both investments have delivered pretty close results over the past 10 years, with ALLE having a 9.69% annualized return and PNR not far ahead at 9.85%.


ALLE

YTD

4.87%

1M

4.69%

6M

-3.56%

1Y

10.95%

5Y*

8.71%

10Y*

9.69%

PNR

YTD

-10.08%

1M

0.17%

6M

-8.55%

1Y

14.86%

5Y*

25.02%

10Y*

9.85%

*Annualized

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Risk-Adjusted Performance

ALLE vs. PNR — 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 6363
Overall Rank
The Sharpe Ratio Rank of ALLE is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ALLE is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ALLE is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ALLE is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ALLE is 6363
Martin Ratio Rank

PNR
The Risk-Adjusted Performance Rank of PNR is 6969
Overall Rank
The Sharpe Ratio Rank of PNR is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of PNR is 6565
Sortino Ratio Rank
The Omega Ratio Rank of PNR is 6464
Omega Ratio Rank
The Calmar Ratio Rank of PNR is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PNR is 7070
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. PNR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allegion plc (ALLE) and Pentair plc (PNR). 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.


The chart of Sharpe ratio for ALLE, currently valued at 0.36, compared to the broader market-2.00-1.000.001.002.003.00
ALLE: 0.36
PNR: 0.52
The chart of Sortino ratio for ALLE, currently valued at 0.71, compared to the broader market-6.00-4.00-2.000.002.004.00
ALLE: 0.71
PNR: 0.96
The chart of Omega ratio for ALLE, currently valued at 1.09, compared to the broader market0.501.001.502.00
ALLE: 1.09
PNR: 1.13
The chart of Calmar ratio for ALLE, currently valued at 0.41, compared to the broader market0.001.002.003.004.005.00
ALLE: 0.41
PNR: 0.53
The chart of Martin ratio for ALLE, currently valued at 0.89, compared to the broader market-5.000.005.0010.0015.0020.00
ALLE: 0.89
PNR: 1.58

The current ALLE Sharpe Ratio is 0.36, which is comparable to the PNR Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ALLE and PNR, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.36
0.52
ALLE
PNR

Dividends

ALLE vs. PNR - Dividend Comparison

ALLE's dividend yield for the trailing twelve months is around 1.43%, more than PNR's 1.07% yield.


TTM20242023202220212020201920182017201620152014
ALLE
Allegion plc
1.43%1.47%1.42%1.56%1.09%1.10%0.87%1.05%0.80%0.75%0.61%0.58%
PNR
Pentair plc
1.07%0.91%1.21%1.87%1.10%1.43%1.57%2.17%1.95%2.39%2.58%1.66%

Drawdowns

ALLE vs. PNR - Drawdown Comparison

The maximum ALLE drawdown since its inception was -43.25%, smaller than the maximum PNR drawdown of -77.69%. Use the drawdown chart below to compare losses from any high point for ALLE and PNR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.32%
-17.14%
ALLE
PNR

Volatility

ALLE vs. PNR - Volatility Comparison

The current volatility for Allegion plc (ALLE) is 14.20%, while Pentair plc (PNR) has a volatility of 18.25%. This indicates that ALLE experiences smaller price fluctuations and is considered to be less risky than PNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.20%
18.25%
ALLE
PNR

Financials

ALLE vs. PNR - Financials Comparison

This section allows you to compare key financial metrics between Allegion plc and Pentair plc. 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