ALLE vs. VTI
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 8.28%/yr vs 15.14%/yr for VTI. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
ALLE vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, ALLE achieves a -18.49% return, which is significantly lower than VTI's 8.82% return. Over the past 10 years, ALLE has underperformed VTI with an annualized return of 8.28%, while VTI has yielded a comparatively higher 15.14% annualized return.
ALLE
- 1D
- -1.66%
- 1M
- -0.87%
- YTD
- -18.49%
- 6M
- -19.20%
- 1Y
- -8.34%
- 3Y*
- 5.23%
- 5Y*
- -0.02%
- 10Y*
- 8.28%
VTI
- 1D
- -1.39%
- 1M
- -0.84%
- YTD
- 8.82%
- 6M
- 7.71%
- 1Y
- 24.22%
- 3Y*
- 20.62%
- 5Y*
- 11.90%
- 10Y*
- 15.14%
ALLE vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALLE Allegion plc | -18.49% | 23.54% | 4.66% | 22.32% | -19.26% | 15.06% | -5.41% | 57.89% | 1.18% | 25.32% |
VTI Vanguard Total Stock Market ETF | 8.82% | 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 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
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 18, 2013 | 0.61 |
Over the past year, the correlation between ALLE and VTI has dropped to 0.40 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
ALLE vs. VTI — Risk / Return Rank
ALLE
VTI
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ALLE | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.34 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.73 | -3.01 |
| Martin ratioReturn relative to average drawdown | -0.61 | 12.14 | -12.75 |
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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.
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Drawdown Indicators
| ALLE | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -27.81% | -2.85% | -24.96% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -8.01% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.78% | 2.00% | +11.78% |
Volatility
ALLE vs. VTI - Volatility Comparison
Allegion plc (ALLE) has a higher volatility of 7.41% compared to Vanguard Total Stock Market ETF (VTI) at 4.95%. 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.
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Volatility by Period
| ALLE | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 4.95% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 20.25% | 10.05% | +10.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.55% | 12.83% | +12.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.17% | 17.51% | +8.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.82% | 18.32% | +8.50% |
Dividends
ALLE vs. VTI - Dividend Comparison
ALLE's dividend yield for the trailing twelve months is around 1.65%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALLE Allegion plc | 1.65% | 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 | 1.04% | 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
ALLE and VTI have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALLE has higher volatility (7.41%) compared to VTI (4.95%). In terms of maximum drawdown, ALLE dropped -43.25% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.90 vs -0.33), 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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