GILD vs. ALLE
GILD (Gilead Sciences, Inc.) and ALLE (Allegion plc) are both stocks. GILD operates in Drug Manufacturers - General (Healthcare), while ALLE operates in Security & Protection Services (Industrials). Over the past 10 years, GILD returned 8.56%/yr vs 9.12%/yr for ALLE. At a 0.31 correlation, their price movements are largely independent.
Performance
GILD vs. ALLE - Performance Comparison
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Returns By Period
In the year-to-date period, GILD achieves a 6.65% return, which is significantly higher than ALLE's -2.92% return. Over the past 10 years, GILD has underperformed ALLE with an annualized return of 8.56%, while ALLE has yielded a comparatively higher 9.12% annualized return.
GILD
- 1D
- -1.18%
- 1M
- 3.32%
- 6M
- -3.70%
- YTD
- 6.65%
- 1Y
- 17.21%
- 3Y*
- 22.71%
- 5Y*
- 17.59%
- 10Y*
- 8.56%
- ALL TIME*
- 18.50%
ALLE
- 1D
- -0.78%
- 1M
- 14.45%
- 6M
- -7.33%
- YTD
- -2.92%
- 1Y
- -4.98%
- 3Y*
- 8.05%
- 5Y*
- 3.47%
- 10Y*
- 9.12%
- ALL TIME*
- 10.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ALLE Allegion plc | $217.10M | $209.29M | $167.97M |
| $775.03M | $964.29M | $981.41M |
GILD vs. ALLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GILD Gilead Sciences, Inc. | 6.65% | 36.59% | 18.68% | -1.99% | 23.63% | 29.95% | -6.70% | 7.88% | -9.92% | 2.96% |
ALLE Allegion plc | -2.92% | 23.54% | 4.66% | 22.32% | -19.26% | 15.06% | -5.41% | 57.89% | 1.18% | 25.32% |
Correlation
The correlation between GILD and ALLE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2013 | 0.31 |
Fundamentals
GILD:
$160.55B
ALLE:
$13.18B
GILD:
$7.35
ALLE:
$7.62
GILD:
17.59
ALLE:
20.12
GILD:
0.04
ALLE:
2.25
GILD:
5.45
ALLE:
3.09
GILD:
6.90
ALLE:
6.23
GILD:
$29.74B
ALLE:
$4.29B
GILD:
$18.74B
ALLE:
$1.92B
GILD:
$12.88B
ALLE:
$996.30M
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Return for Risk
GILD vs. ALLE — Risk / Return Rank
GILD
ALLE
GILD vs. ALLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gilead Sciences, Inc. (GILD) 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.
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.
| GILD | ALLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.99 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | -0.17 | +0.97 |
| Martin ratioReturn relative to average drawdown | 1.86 | -0.33 | +2.19 |
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Drawdowns
GILD vs. ALLE - Drawdown Comparison
The maximum GILD drawdown since its inception was -70.83%, which is greater than ALLE's maximum drawdown of -43.25%. Use the drawdown chart below to compare losses from any high point for GILD and ALLE.
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Drawdown Indicators
| GILD | ALLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.83% | -43.25% | -27.58% |
Max Drawdown (1Y)Largest decline over 1 year | -21.59% | -29.84% | +8.25% |
Max Drawdown (3Y)Largest decline over 3 years | -26.59% | -29.84% | +3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | -38.87% | +12.28% |
Max Drawdown (10Y)Largest decline over 10 years | -30.47% | -43.25% | +12.78% |
Current DrawdownCurrent decline from peak | -15.98% | -14.02% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -22.13% | -11.11% | -11.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.27% | 15.23% | -5.96% |
Volatility
GILD vs. ALLE - Volatility Comparison
The current volatility for Gilead Sciences, Inc. (GILD) is 10.10%, while Allegion plc (ALLE) has a volatility of 11.52%. This indicates that GILD 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
| GILD | ALLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.10% | 11.52% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 19.50% | 23.23% | -3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.12% | 27.39% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.52% | 26.57% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.59% | 27.03% | -1.44% |
Dividends
GILD vs. ALLE - Dividend Comparison
GILD's dividend yield for the trailing twelve months is around 2.49%, more than ALLE's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALLE Allegion plc | 1.38% | 1.28% | 1.47% | 1.42% | 1.56% | 1.09% | 1.10% | 0.87% | 1.05% | 0.80% | 0.75% | 0.61% |
GILD Gilead Sciences, Inc. | 2.49% | 2.57% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% |
Financials
GILD vs. ALLE - Financials Comparison
This section allows you to compare key financial metrics between Gilead Sciences, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
GILD vs. ALLE - Profitability Comparison
GILD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Gilead Sciences, Inc. reported a gross profit of 79.20M and revenue of 6.96B. Therefore, the gross margin over that period was 1.1%.
ALLE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Allegion plc reported a gross profit of 517.50M and revenue of 1.15B. Therefore, the gross margin over that period was 44.9%.
GILD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Gilead Sciences, Inc. reported an operating income of 2.59B and revenue of 6.96B, resulting in an operating margin of 37.2%.
ALLE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Allegion plc reported an operating income of 254.70M and revenue of 1.15B, resulting in an operating margin of 22.1%.
GILD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Gilead Sciences, Inc. reported a net income of 2.02B and revenue of 6.96B, resulting in a net margin of 29.0%.
ALLE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Allegion plc reported a net income of 184.60M and revenue of 1.15B, resulting in a net margin of 16.0%.
Frequently Asked Questions
GILD and ALLE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALLE has higher volatility (11.52%) compared to GILD (10.10%). In terms of maximum drawdown, GILD dropped -70.83% vs ALLE's -43.25%.
GILD currently has the higher Sharpe Ratio (0.64 vs -0.19), 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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