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 Index. It was launched on Dec 11, 2009.
Performance
ALLE vs. SCHG - Performance Comparison
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ALLE vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALLE Allegion plc | -8.40% | 23.54% | 4.66% | 22.32% | -19.26% | 15.06% | -5.41% | 57.89% | 1.18% | 25.32% |
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, ALLE achieves a -8.40% return, which is significantly higher than SCHG's -10.59% return. Over the past 10 years, ALLE has underperformed SCHG with an annualized return of 9.63%, while SCHG has yielded a comparatively higher 16.83% annualized return.
ALLE
- 1D
- 1.68%
- 1M
- -9.50%
- YTD
- -8.40%
- 6M
- -17.51%
- 1Y
- 12.88%
- 3Y*
- 12.46%
- 5Y*
- 4.09%
- 10Y*
- 9.63%
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
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Return for Risk
ALLE vs. SCHG — Risk / Return Rank
ALLE
SCHG
ALLE vs. SCHG - Risk-Adjusted Trends 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.
| ALLE | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.75 | -0.26 |
Sortino ratioReturn per unit of downside risk | 0.93 | 1.23 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.17 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.03 | -0.31 |
Martin ratioReturn relative to average drawdown | 1.94 | 3.54 | -1.60 |
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 | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.75 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.57 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.79 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.79 | -0.38 |
Correlation
The correlation between ALLE and SCHG is 0.52, 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.
Dividends
ALLE vs. SCHG - Dividend Comparison
ALLE's dividend yield for the trailing twelve months is around 1.43%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALLE Allegion plc | 1.43% | 1.28% | 1.47% | 1.42% | 1.56% | 1.09% | 1.10% | 0.87% | 1.05% | 0.80% | 0.75% | 0.61% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
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.
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Drawdown Indicators
| ALLE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.25% | -34.59% | -8.66% |
Max Drawdown (1Y)Largest decline over 1 year | -20.44% | -16.41% | -4.03% |
Max Drawdown (5Y)Largest decline over 5 years | -38.87% | -34.59% | -4.28% |
Max Drawdown (10Y)Largest decline over 10 years | -43.25% | -34.59% | -8.66% |
Current DrawdownCurrent decline from peak | -18.87% | -13.34% | -5.53% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -5.22% | -5.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.63% | 4.78% | +2.85% |
Volatility
ALLE vs. SCHG - Volatility Comparison
The current volatility for Allegion plc (ALLE) is 5.44%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.67%. 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.
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Volatility by Period
| ALLE | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 6.67% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 16.98% | 12.51% | +4.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.13% | 22.43% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.69% | 22.32% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.58% | 21.51% | +5.07% |