ALLE vs. SCHG
Compare and contrast key facts about Allegion plc (ALLE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALLE or SCHG.
Performance
ALLE vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, ALLE achieves a 12.83% return, which is significantly lower than SCHG's 32.97% return. Over the past 10 years, ALLE has underperformed SCHG with an annualized return of 11.54%, while SCHG has yielded a comparatively higher 16.46% annualized return.
ALLE
12.83%
-2.68%
16.17%
36.60%
4.80%
11.54%
SCHG
32.97%
4.60%
14.88%
38.45%
20.43%
16.46%
Key characteristics
| ALLE | SCHG | |
|---|---|---|
| Sharpe Ratio | 1.71 | 2.26 |
| Sortino Ratio | 2.54 | 2.95 |
| Omega Ratio | 1.30 | 1.41 |
| Calmar Ratio | 1.36 | 3.11 |
| Martin Ratio | 5.75 | 12.34 |
| Ulcer Index | 6.45% | 3.12% |
| Daily Std Dev | 21.71% | 16.99% |
| Max Drawdown | -43.25% | -34.59% |
| Current Drawdown | -7.81% | -1.19% |
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Correlation
The correlation between ALLE and SCHG is 0.55, 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.
Risk-Adjusted Performance
ALLE vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allegion plc (ALLE) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
ALLE vs. SCHG - Dividend Comparison
ALLE's dividend yield for the trailing twelve months is around 1.34%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALLE Allegion plc | 1.34% | 1.42% | 1.56% | 1.09% | 1.10% | 0.87% | 1.05% | 0.80% | 0.75% | 0.61% | 0.58% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
ALLE vs. SCHG - Drawdown Comparison
The maximum ALLE drawdown since its inception was -43.25%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ALLE and SCHG. For additional features, visit the drawdowns tool.
Volatility
ALLE vs. SCHG - Volatility Comparison
The current volatility for Allegion plc (ALLE) is 4.21%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.49%. This indicates that ALLE experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.