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

Correlation

The correlation between ALLE and USB is 0.49, 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.


-0.50.00.51.00.5

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.

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
205.65%
79.17%
ALLE
USB

Key characteristics

Sharpe Ratio

ALLE:

0.54

USB:

0.72

Sortino Ratio

ALLE:

0.90

USB:

1.18

Omega Ratio

ALLE:

1.10

USB:

1.14

Calmar Ratio

ALLE:

0.57

USB:

0.56

Martin Ratio

ALLE:

1.56

USB:

2.91

Ulcer Index

ALLE:

6.97%

USB:

6.24%

Daily Std Dev

ALLE:

20.21%

USB:

25.37%

Max Drawdown

ALLE:

-43.25%

USB:

-76.08%

Current Drawdown

ALLE:

-13.81%

USB:

-13.72%

Fundamentals

Market Cap

ALLE:

$11.88B

USB:

$77.97B

EPS

ALLE:

$6.50

USB:

$3.25

PE Ratio

ALLE:

21.02

USB:

15.38

PEG Ratio

ALLE:

1.80

USB:

1.22

Total Revenue (TTM)

ALLE:

$3.72B

USB:

$34.70B

Gross Profit (TTM)

ALLE:

$1.64B

USB:

$34.70B

EBITDA (TTM)

ALLE:

$882.40M

USB:

$7.62B

Returns By Period

In the year-to-date period, ALLE achieves a 5.49% return, which is significantly lower than USB's 14.64% return. Over the past 10 years, ALLE has outperformed USB with an annualized return of 10.24%, while USB has yielded a comparatively lower 3.92% annualized return.


ALLE

YTD

5.49%

1M

-5.20%

6M

14.10%

1Y

8.64%

5Y*

2.60%

10Y*

10.24%

USB

YTD

14.64%

1M

-6.75%

6M

23.57%

1Y

15.32%

5Y*

-0.11%

10Y*

3.92%

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Risk-Adjusted Performance

ALLE vs. USB - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ALLE, currently valued at 0.54, compared to the broader market-4.00-2.000.002.000.540.72
The chart of Sortino ratio for ALLE, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.901.18
The chart of Omega ratio for ALLE, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.14
The chart of Calmar ratio for ALLE, currently valued at 0.57, compared to the broader market0.002.004.006.000.570.56
The chart of Martin ratio for ALLE, currently valued at 1.56, compared to the broader market-5.000.005.0010.0015.0020.0025.001.562.91
ALLE
USB

The current ALLE Sharpe Ratio is 0.54, which is comparable to the USB Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of ALLE and USB, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.54
0.72
ALLE
USB

Dividends

ALLE vs. USB - Dividend Comparison

ALLE's dividend yield for the trailing twelve months is around 1.09%, less than USB's 4.11% yield.


TTM20232022202120202019201820172016201520142013
ALLE
Allegion plc
1.09%1.42%1.56%1.09%1.10%0.87%1.05%0.80%0.75%0.61%0.58%0.00%
USB
U.S. Bancorp
4.11%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%2.19%

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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.81%
-13.72%
ALLE
USB

Volatility

ALLE vs. USB - Volatility Comparison

The current volatility for Allegion plc (ALLE) is 4.72%, while U.S. Bancorp (USB) has a volatility of 7.13%. This indicates that ALLE experiences smaller price fluctuations and is considered to be less risky than USB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.72%
7.13%
ALLE
USB

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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