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ALLE vs. USB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ALLE vs. USB - Performance Comparison

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

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Returns By Period

In the year-to-date period, ALLE achieves a -17.97% return, which is significantly lower than USB's 0.62% return. Over the past 10 years, ALLE has outperformed USB with an annualized return of 8.02%, while USB has yielded a comparatively lower 6.10% annualized return.


ALLE

1D
0.20%
1M
-1.80%
YTD
-17.97%
6M
-20.13%
1Y
-5.19%
3Y*
7.56%
5Y*
0.14%
10Y*
8.02%

USB

1D
-2.67%
1M
-3.80%
YTD
0.62%
6M
6.44%
1Y
24.82%
3Y*
24.40%
5Y*
1.67%
10Y*
6.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALLE vs. USB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALLE
Allegion plc
-17.97%23.54%4.66%22.32%-19.26%15.06%-5.41%57.89%1.18%25.32%
USB
U.S. Bancorp
0.62%16.48%15.62%4.79%-19.13%24.32%-17.85%33.62%-12.36%6.61%

Correlation

The correlation between ALLE and USB is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2013

0.49

Fundamentals

Market Cap

ALLE:

$11.27B

USB:

$82.63B

EPS

ALLE:

$7.33

USB:

$5.02

PE Ratio

ALLE:

17.76

USB:

10.59

PS Ratio

ALLE:

2.71

USB:

1.91

PB Ratio

ALLE:

5.36

USB:

1.40

Total Revenue (TTM)

ALLE:

$4.16B

USB:

$43.34B

Gross Profit (TTM)

ALLE:

$1.87B

USB:

$27.22B

EBITDA (TTM)

ALLE:

$965.50M

USB:

$10.34B

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Return for Risk

ALLE vs. USB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALLE
ALLE Risk / Return Rank: 3131
Overall Rank
ALLE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
ALLE Sortino Ratio Rank: 2727
Sortino Ratio Rank
ALLE Omega Ratio Rank: 2727
Omega Ratio Rank
ALLE Calmar Ratio Rank: 3434
Calmar Ratio Rank
ALLE Martin Ratio Rank: 3333
Martin Ratio Rank

USB
USB Risk / Return Rank: 6969
Overall Rank
USB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
USB Sortino Ratio Rank: 6868
Sortino Ratio Rank
USB Omega Ratio Rank: 6767
Omega Ratio Rank
USB Calmar Ratio Rank: 6969
Calmar Ratio Rank
USB Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ALLE vs. USB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allegion plc (ALLE) and U.S. Bancorp (USB). 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.


ALLEUSBDifference

Sharpe ratio

Return per unit of total volatility

-0.21

1.14

-1.35

Sortino ratio

Return per unit of downside risk

-0.12

1.64

-1.77

Omega ratio

Gain probability vs. loss probability

0.98

1.21

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.17

1.54

-1.71

Martin ratio

Return relative to average drawdown

-0.42

3.84

-4.26

ALLE vs. USB - Sharpe Ratio Comparison

The current ALLE Sharpe Ratio is -0.21, which is lower than the USB Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of ALLE and USB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ALLEUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.21

1.14

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.06

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.20

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.33

+0.03

Drawdowns

ALLE vs. USB - Drawdown Comparison

The maximum ALLE drawdown since its inception was -43.25%, smaller than the maximum USB drawdown of -76.08%. Use the drawdown chart below to compare losses from any high point for ALLE and USB.


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Drawdown Indicators


ALLEUSBDifference

Max Drawdown

Largest peak-to-trough decline

-43.25%

-76.08%

+32.83%

Max Drawdown (1Y)

Largest decline over 1 year

-29.84%

-16.21%

-13.63%

Max Drawdown (3Y)

Largest decline over 3 years

-29.84%

-30.63%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-38.87%

-52.13%

+13.26%

Max Drawdown (10Y)

Largest decline over 10 years

-43.25%

-52.13%

+8.88%

Current Drawdown

Current decline from peak

-27.35%

-11.54%

-15.81%

Average Drawdown

Average peak-to-trough decline

-10.93%

-14.19%

+3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.39%

6.48%

+5.91%

Volatility

ALLE vs. USB - Volatility Comparison

Allegion plc (ALLE) has a higher volatility of 7.13% compared to U.S. Bancorp (USB) at 6.79%. This indicates that ALLE's price experiences larger fluctuations and is considered to be riskier than USB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALLEUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

6.79%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

19.67%

16.39%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

24.70%

22.01%

+2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.02%

29.75%

-3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.78%

30.27%

-3.49%

Dividends

ALLE vs. USB - Dividend Comparison

ALLE's dividend yield for the trailing twelve months is around 1.60%, less than USB's 3.88% yield.


PositionTTM20252024202320222021202020192018201720162015
ALLE
Allegion plc
1.60%1.28%1.47%1.42%1.56%1.09%1.10%0.87%1.05%0.80%0.75%0.61%
USB
U.S. Bancorp
3.88%3.82%4.14%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%

Financials

ALLE vs. USB - Financials Comparison

This section allows you to compare key financial metrics between Allegion plc and U.S. Bancorp. 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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
1.03B
10.84B
(ALLE) Total Revenue
(USB) Total Revenue
Values in USD except per share items

ALLE vs. USB - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
44.0%
61.7%
Portfolio components
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%.

USB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, U.S. Bancorp reported a gross profit of 6.68B and revenue of 10.84B. Therefore, the gross margin over that period was 61.7%.

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%.

USB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, U.S. Bancorp reported an operating income of 2.69B and revenue of 10.84B, resulting in an operating margin of 24.8%.

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%.

USB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, U.S. Bancorp reported a net income of 1.95B and revenue of 10.84B, resulting in a net margin of 18.0%.


Frequently Asked Questions


ALLE and USB have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALLE has higher volatility (7.13%) compared to USB (6.79%). In terms of maximum drawdown, ALLE dropped -43.25% vs USB's -76.08%.

USB currently has the higher Sharpe Ratio (1.14 vs -0.21), 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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