ALLE vs. VTI
Compare and contrast key facts about Allegion plc (ALLE) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALLE or VTI.
Performance
ALLE vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, ALLE achieves a 12.85% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, ALLE has underperformed VTI with an annualized return of 11.35%, while VTI has yielded a comparatively higher 12.67% annualized return.
ALLE
12.85%
-6.10%
17.19%
37.12%
4.94%
11.35%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| ALLE | VTI | |
|---|---|---|
| Sharpe Ratio | 1.74 | 2.68 |
| Sortino Ratio | 2.58 | 3.57 |
| Omega Ratio | 1.30 | 1.49 |
| Calmar Ratio | 1.38 | 3.91 |
| Martin Ratio | 5.88 | 17.13 |
| Ulcer Index | 6.43% | 1.96% |
| Daily Std Dev | 21.72% | 12.51% |
| Max Drawdown | -43.25% | -55.45% |
| Current Drawdown | -7.79% | -0.84% |
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Correlation
The correlation between ALLE and VTI is 0.63, 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. VTI - Risk-Adjusted Performance 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.
Dividends
ALLE vs. VTI - Dividend Comparison
ALLE's dividend yield for the trailing twelve months is around 1.34%, more than VTI's 1.27% 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% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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. For additional features, visit the drawdowns tool.
Volatility
ALLE vs. VTI - Volatility Comparison
Allegion plc (ALLE) has a higher volatility of 5.56% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. 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.