ALLE vs. VTI

Last updated Jun 4, 2026

ALLE (Allegion plc) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, ALLE returned 8.02%/yr vs 15.05%/yr for VTI. A 0.61 correlation means they provide meaningful diversification when combined.

Performance

ALLE vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allegion plc (ALLE) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ALLE achieves a -17.97% return, which is significantly lower than VTI's 11.20% return. Over the past 10 years, ALLE has underperformed VTI with an annualized return of 8.02%, while VTI has yielded a comparatively higher 15.05% 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%

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ALLE vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ALLE Allegion plc	-17.97%	23.54%	4.66%	22.32%	-19.26%	15.06%	-5.41%	57.89%	1.18%	25.32%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between ALLE and VTI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Nov 19, 2013	0.61

Over the past year, the correlation between ALLE and VTI has dropped to 0.39 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

Return for Risk

ALLE vs. VTI — Risk / Return Rank

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

ALLE

ALLE Risk / Return Rank: 31
ALLE Sharpe Ratio Rank: 32
ALLE Sortino Ratio Rank: 27
ALLE Omega Ratio Rank: 27
ALLE Calmar Ratio Rank: 34
ALLE Martin Ratio Rank: 33

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allegion plc (ALLE) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio Return per unit of total volatility	-0.21	2.33	-2.54
Sortino ratio Return per unit of downside risk	-0.12	3.18	-3.31
Omega ratio Gain probability vs. loss probability	0.98	1.42	-0.43
Calmar ratio Return relative to maximum drawdown	-0.17	3.17	-3.35
Martin ratio Return relative to average drawdown	-0.42	14.62	-15.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALLE vs. VTI - Sharpe Ratio Comparison

The current ALLE Sharpe Ratio is -0.21, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of ALLE and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ALLE	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.21	2.33	-2.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.73	-0.73
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.82	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.51	-0.14

Drawdowns

ALLE vs. VTI - Drawdown Comparison

The maximum ALLE drawdown since its inception was -43.25%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ALLE and VTI.

Drawdown Indicators

	ALLE	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-43.25%	-55.45%	+12.20%
Max Drawdown (1Y) Largest decline over 1 year	-29.84%	-8.92%	-20.92%
Max Drawdown (3Y) Largest decline over 3 years	-29.84%	-19.30%	-10.54%
Max Drawdown (5Y) Largest decline over 5 years	-38.87%	-25.36%	-13.51%
Max Drawdown (10Y) Largest decline over 10 years	-43.25%	-35.00%	-8.25%
Current Drawdown Current decline from peak	-27.35%	-0.72%	-26.63%
Average Drawdown Average peak-to-trough decline	-10.93%	-8.03%	-2.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.39%	1.93%	+10.46%

Volatility

ALLE vs. VTI - Volatility Comparison

Allegion plc (ALLE) has a higher volatility of 7.13% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that ALLE's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ALLE	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.13%	2.96%	+4.17%
Volatility (6M) Calculated over the trailing 6-month period	19.67%	9.13%	+10.54%
Volatility (1Y) Calculated over the trailing 1-year period	24.70%	12.17%	+12.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.02%	17.40%	+8.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.78%	18.30%	+8.48%

Dividends

ALLE vs. VTI - Dividend Comparison

ALLE's dividend yield for the trailing twelve months is around 1.60%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both ALLE and VTI in my portfolio?

ALLE and VTI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ALLE or VTI?

ALLE has higher volatility (7.13%) compared to VTI (2.96%). In terms of maximum drawdown, ALLE dropped -43.25% vs VTI's -55.45%.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.33 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.