Allegion PLC

10-Year Study

ALLE.US · Industrials · US · Common Stock

Executive Summary: Allegion PLC has compounded at 9.0% annually over the last 10 years, with a maximum drawdown of 36.6% and an annualized volatility of 27.1%.

1Y CAGR
+0.2%
3Y CAGR
+12.4%
5Y CAGR
+1.5%
10Y CAGR
+9.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
36.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +57.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.9-2.6-9.8-2.6————————-11.1%
20251.6-3.01.86.72.51.415.12.34.8-6.50.2-3.823.5%
2024-2.23.25.7-9.80.2-2.615.81.55.3-4.20.9-6.94.7%
202311.7-4.1-4.93.5-5.215.0-2.6-2.6-8.1-5.67.919.922.3%
2022-7.3-6.7-3.84.1-2.3-12.08.0-10.0-5.316.88.5-7.0-19.3%
2021-8.11.715.87.04.5-0.6-1.95.4-8.0-2.9-3.67.415.1%
20203.8-11.1-19.79.3-0.82.8-2.74.0-4.0-0.415.82.4-5.4%
20197.74.81.19.4-2.214.2-6.3-7.08.012.03.44.057.9%
20188.2-2.31.7-9.5-1.01.55.47.04.1-5.36.8-12.81.2%
20172.610.54.53.9-0.03.40.1-3.110.1-3.60.9-5.325.3%
2016———2.73.32.84.3-1.6-3.1-7.44.8-4.21.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 27.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.8% of variance. Idiosyncratic stock-specific factors contribute 21.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110273.121922812219
2016-05-0110616.866959606119
2016-06-0110917.112252280867
2016-07-0111382.533043923271
2016-08-0111198.56353786154
2016-09-0110854.677325427498
2016-10-0110056.046729136888
2016-11-0110539.643884447738
2016-12-0110099.864118446363
2017-01-0110363.421391638873
2017-02-0111455.467909012297
2017-03-0111971.976635431556
2017-04-0112436.938606243493
2017-05-0112435.35038029188
2017-06-0112855.365556673196
2017-07-0112874.388974182502
2017-08-0112473.450156175551
2017-09-0113729.789824765738
2017-10-0113240.73976035435
2017-11-0113359.821412815221
2017-12-0112657.402015282265
2018-01-0113699.472356044964
2018-02-0113381.280110116997
2018-03-0113602.184693031217
2018-04-0112308.786418903419
2018-05-0112189.175357792012
2018-06-0112369.615472850159
2018-07-0113037.976247198547
2018-08-0113946.194434150386
2018-09-0114515.9616708137
2018-10-0113740.23682213634
2018-11-0114679.443062099634
2018-12-0112806.14819912824
2019-01-0113794.201210581112
2019-02-0114452.909100534704
2019-03-0114617.431662166693
2019-04-0115990.382409515238
2019-05-0115639.08447597367
2019-06-0117860.677290133586
2019-07-0116728.113364039036
2019-08-0115553.56733195687
2019-09-0116791.077699542944
2019-10-0118798.2247163252
2019-11-0119444.597384721266
2019-12-0120219.598708242895
2020-01-0120995.641202110575
2020-02-0118669.119593414158
2020-03-0114982.723631037465
2020-04-0116369.9507649955
2020-05-0116233.169216651666
2020-06-0116695.642966806077
2020-07-0116244.851500873523
2020-08-0116886.741842695043
2020-09-0116207.334074505445
2020-10-0116140.152116752253
2020-11-0118686.537138016836
2020-12-0119125.769848412656
2021-01-0117585.914200504703
2021-02-0117876.788960064943
2021-03-0120707.360544937972
2021-04-0122151.375580143645
2021-05-0123156.89907706425
2021-06-0123022.30575114264
2021-07-0122576.084846559726
2021-08-0123797.430603349392
2021-09-0121902.077046605606
2021-10-0121259.163181393054
2021-11-0120487.003017629308
2021-12-0122005.347027370426
2022-01-0120391.991811812873
2022-02-0119027.8821889283
2022-03-0118307.357015546968
2022-04-0119051.123228686887
2022-05-0118619.2140046235
2022-06-0116392.574161328463
2022-07-0117698.607655249085
2022-08-0115923.729860412586
2022-09-0115081.175993082392
2022-10-0117618.80812465809
2022-11-0119112.12875218381
2022-12-0117767.571955459083
2023-01-0119842.095046499726
2023-02-0119025.11161699049
2023-03-0118092.54063211393
2023-04-0118728.21924576914
2023-05-0117755.201439991528
2023-06-0120423.456332609807
2023-07-0119885.718319304004
2023-08-0119366.703725272204
2023-09-0117806.783489508885
2023-10-0116808.77759542591
2023-11-0118129.758060246702
2023-12-0121732.578043658566
2024-01-0121252.263221981048
2024-02-0121935.00626466903
2024-03-0123192.19298710008
2024-04-0120928.24748089717
2024-05-0120973.000158822597
2024-06-0120423.43868565479
2024-07-0123649.002064693737
2024-08-0123999.91176522491
2024-09-0125277.039546826196
2024-10-0124217.339898000602
2024-11-0124427.19748707361
2024-12-0122744.436797430604
2025-01-0123101.24058093776
2025-02-0122401.556461432578
2025-03-0122799.177651896163
2025-04-0124326.574549561472
2025-05-0124938.235657437308
2025-06-0125279.36894488856
2025-07-0129103.199392944745
2025-08-0129783.77186016553
2025-09-0131198.98706478197
2025-10-0129161.857871424283
2025-11-0129207.598778830714
2025-12-0128097.481779518945
2026-01-0129186.298904124087
2026-02-0128438.06801136464
2026-03-0125639.26094552385
2026-04-0124973.97074134858
Annual Return Matrix
YearAnnual Return
20170.25322498073660427
20180.011751715215048364
20190.5788977601882908
2020-0.054097456414123446
20210.1505600664329212
2022-0.19257933386100945
20230.22315970342707603
20240.046559536182928296
20250.235356233691971
2026-0.11116693882678053
Total Factor Risk
0.27091409780388287
VTI.US Exposure
0.11836534252843106
VEA.US Exposure
-0.024250936855961174
VWO.US Exposure
0.03457350946786819
QQQ.US Exposure
-0.0811274434448617
VTV.US Exposure
0.0378718684061181
IJR.US Exposure
0.12025799300278926
QUAL.US Exposure
0.09688060607955848
SHV.US Exposure
0.3979417139170067
TLT.US Exposure
0.024141536877696317
LQD.US Exposure
-0.025862472365196867
HYG.US Exposure
0.1295482681206128
GLD.US Exposure
-0.0026836651925994685
USO.US Exposure
0.015674286450614187
VNQ.US Exposure
-0.00862857055347238
BTC-USD.CC Exposure
-0.008153168765010887
CPER.US Exposure
-0.016444574600908493
VIX.INDX Exposure
-0.03339805924233086
UUP.US Exposure
0.005929311128333773
TIP.US Exposure
0.0075388824846228724
Idiosyncratic Exposure
0.21182557255669
Value Score
42.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.42%
Market Cap$12.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$97
Avg Yield on Cost
0.97%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$97.060.97%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-8.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-12.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
21.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Allegion PLC a high-risk investment?

Allegion PLC (ALLE.US) has an annualized volatility of 27.1% and experienced a maximum drawdown of 36.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ALLE.US?

Over the past 10 years, ALLE.US has generated a Compound Annual Growth Rate (CAGR) of 9.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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