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

Correlation

The correlation between ALLE and PNR is 0.62, 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.


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.

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Key characteristics

Sharpe Ratio

ALLE:

0.65

PNR:

0.72

Sortino Ratio

ALLE:

1.00

PNR:

1.25

Omega Ratio

ALLE:

1.12

PNR:

1.16

Calmar Ratio

ALLE:

0.63

PNR:

0.76

Martin Ratio

ALLE:

1.34

PNR:

2.15

Ulcer Index

ALLE:

10.70%

PNR:

10.61%

Daily Std Dev

ALLE:

25.11%

PNR:

31.24%

Max Drawdown

ALLE:

-43.41%

PNR:

-77.69%

Current Drawdown

ALLE:

-5.03%

PNR:

-6.93%

Fundamentals

Market Cap

ALLE:

$12.30B

PNR:

$16.09B

EPS

ALLE:

$7.12

PNR:

$3.87

PE Ratio

ALLE:

20.07

PNR:

25.27

PEG Ratio

ALLE:

2.26

PNR:

1.72

PS Ratio

ALLE:

3.22

PNR:

3.95

PB Ratio

ALLE:

7.65

PNR:

4.43

Total Revenue (TTM)

ALLE:

$3.82B

PNR:

$4.08B

Gross Profit (TTM)

ALLE:

$1.70B

PNR:

$1.61B

EBITDA (TTM)

ALLE:

$945.10M

PNR:

$929.10M

Returns By Period

In the year-to-date period, ALLE achieves a 11.45% return, which is significantly higher than PNR's 0.99% return. Over the past 10 years, ALLE has underperformed PNR with an annualized return of 8.97%, while PNR has yielded a comparatively higher 10.85% annualized return.


ALLE

YTD

11.45%

1M

16.39%

6M

4.21%

1Y

16.15%

5Y*

9.42%

10Y*

8.97%

PNR

YTD

0.99%

1M

25.61%

6M

-4.04%

1Y

22.23%

5Y*

26.54%

10Y*

10.85%

*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 6969
Overall Rank
The Sharpe Ratio Rank of ALLE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ALLE is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ALLE is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ALLE is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ALLE is 6767
Martin Ratio Rank

PNR
The Risk-Adjusted Performance Rank of PNR is 7474
Overall Rank
The Sharpe Ratio Rank of PNR is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of PNR is 7272
Sortino Ratio Rank
The Omega Ratio Rank of PNR is 7171
Omega Ratio Rank
The Calmar Ratio Rank of PNR is 7979
Calmar Ratio Rank
The Martin Ratio Rank of PNR is 7373
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 current ALLE Sharpe Ratio is 0.65, which is comparable to the PNR Sharpe Ratio of 0.72. 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.


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Dividends

ALLE vs. PNR - Dividend Comparison

ALLE's dividend yield for the trailing twelve months is around 1.34%, more than PNR's 0.95% yield.


TTM20242023202220212020201920182017201620152014
ALLE
Allegion plc
1.34%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
0.95%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 -43.41%, 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.


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Volatility

ALLE vs. PNR - Volatility Comparison

Allegion plc (ALLE) and Pentair plc (PNR) have volatilities of 11.21% and 11.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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


600.00M700.00M800.00M900.00M1.00B1.10B20212022202320242025
941.90M
1.01B
(ALLE) Total Revenue
(PNR) Total Revenue
Values in USD except per share items

ALLE vs. PNR - Profitability Comparison

The chart below illustrates the profitability comparison between Allegion plc and Pentair plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

32.0%34.0%36.0%38.0%40.0%42.0%44.0%20212022202320242025
44.9%
39.9%
(ALLE) Gross Margin
(PNR) Gross Margin
ALLE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Allegion plc reported a gross profit of 422.50M and revenue of 941.90M. Therefore, the gross margin over that period was 44.9%.

PNR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Pentair plc reported a gross profit of 403.30M and revenue of 1.01B. Therefore, the gross margin over that period was 39.9%.

ALLE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Allegion plc reported an operating income of 196.40M and revenue of 941.90M, resulting in an operating margin of 20.9%.

PNR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Pentair plc reported an operating income of 203.10M and revenue of 1.01B, resulting in an operating margin of 20.1%.

ALLE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Allegion plc reported a net income of 148.20M and revenue of 941.90M, resulting in a net margin of 15.7%.

PNR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Pentair plc reported a net income of 154.90M and revenue of 1.01B, resulting in a net margin of 15.3%.