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BIRG.IR vs. ALLE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BIRG.IR vs. ALLE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bank of Ireland Group plc (BIRG.IR) and Allegion plc (ALLE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BIRG.IR is traded in EUR, while ALLE is traded in USD. To make them comparable, the ALLE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BIRG.IR achieves a 8.27% return, which is significantly higher than ALLE's -16.99% return. Over the past 10 years, BIRG.IR has outperformed ALLE with an annualized return of 12.33%, while ALLE has yielded a comparatively lower 7.79% annualized return.


BIRG.IR

1D
-1.65%
1M
3.05%
YTD
8.27%
6M
10.29%
1Y
46.81%
3Y*
30.61%
5Y*
32.00%
10Y*
12.33%

ALLE

1D
0.42%
1M
-1.10%
YTD
-16.99%
6M
-19.69%
1Y
-7.08%
3Y*
4.70%
5Y*
1.08%
10Y*
7.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIRG.IR vs. ALLE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIRG.IR
Bank of Ireland Group plc
8.27%94.34%17.90%-5.58%80.15%51.09%-24.23%3.44%-30.43%1.07%
ALLE
Allegion plc
-16.99%8.88%11.56%18.65%-14.25%23.66%-13.21%61.46%5.92%9.92%

Correlation

The correlation between BIRG.IR and ALLE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.12

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

0.12

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

0.17

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

0.20

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Return for Risk

BIRG.IR vs. ALLE — Risk / Return Rank

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

BIRG.IR
BIRG.IR Risk / Return Rank: 8282
Overall Rank
BIRG.IR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BIRG.IR Sortino Ratio Rank: 7979
Sortino Ratio Rank
BIRG.IR Omega Ratio Rank: 7777
Omega Ratio Rank
BIRG.IR Calmar Ratio Rank: 8383
Calmar Ratio Rank
BIRG.IR Martin Ratio Rank: 8585
Martin Ratio Rank

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
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.

BIRG.IR vs. ALLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of Ireland Group plc (BIRG.IR) and Allegion plc (ALLE). 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.


BIRG.IRALLEDifference

Sharpe ratio

Return per unit of total volatility

1.69

-0.29

+1.98

Sortino ratio

Return per unit of downside risk

2.27

-0.24

+2.50

Omega ratio

Gain probability vs. loss probability

1.28

0.97

+0.31

Calmar ratio

Return relative to maximum drawdown

3.20

-0.24

+3.44

Martin ratio

Return relative to average drawdown

8.67

-0.57

+9.24

BIRG.IR vs. ALLE - Sharpe Ratio Comparison

The current BIRG.IR Sharpe Ratio is 1.69, which is higher than the ALLE Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of BIRG.IR and ALLE, 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


BIRG.IRALLEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

-0.29

+1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.04

+0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.29

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.40

-0.48

Drawdowns

BIRG.IR vs. ALLE - Drawdown Comparison

The maximum BIRG.IR drawdown since its inception was -99.56%, which is greater than ALLE's maximum drawdown of -42.70%. Use the drawdown chart below to compare losses from any high point for BIRG.IR and ALLE.


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Drawdown Indicators


BIRG.IRALLEDifference

Max Drawdown

Largest peak-to-trough decline

-99.56%

-42.70%

-56.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.48%

-29.64%

+15.16%

Max Drawdown (3Y)

Largest decline over 3 years

-25.58%

-29.64%

+4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-27.28%

-29.64%

+2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-82.95%

-42.70%

-40.25%

Current Drawdown

Current decline from peak

-92.29%

-27.02%

-65.27%

Average Drawdown

Average peak-to-trough decline

-71.14%

-10.33%

-60.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

12.52%

-7.15%

Volatility

BIRG.IR vs. ALLE - Volatility Comparison

The current volatility for Bank of Ireland Group plc (BIRG.IR) is 6.38%, while Allegion plc (ALLE) has a volatility of 6.72%. This indicates that BIRG.IR experiences smaller price fluctuations and is considered to be less risky than ALLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIRG.IRALLEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

6.72%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

19.95%

19.54%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

27.46%

24.57%

+2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.21%

25.55%

+9.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.28%

26.86%

+16.42%

Dividends

BIRG.IR vs. ALLE - Dividend Comparison

BIRG.IR's dividend yield for the trailing twelve months is around 4.06%, more than ALLE's 1.60% 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%
BIRG.IR
Bank of Ireland Group plc
4.06%3.24%10.79%2.56%0.56%0.00%5.30%3.28%2.37%0.00%0.00%0.00%

Financials

BIRG.IR vs. ALLE - Financials Comparison

This section allows you to compare key financial metrics between Bank of Ireland Group plc and Allegion plc. 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


Please note, different currencies. BIRG.IR values in EUR, ALLE values in USD

Frequently Asked Questions


BIRG.IR and ALLE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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