Allegion (ALLE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Allegion, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $180.66 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +24.40% |
| Total return over period | +91.83% |
| Annualized volatility | 25.76% |
| Period volatility | 44.50% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.78 |
| Sortino ratio | 2.80 |
| Max drawdown | -29.84% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.24% |
| Correlation with the S&P 500 | 0.38 |
| Period range | $94.45 – $180.66 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Allegion (ALLE) has posted an annualized return of +24.40% with annual volatility of 25.76%, a Sharpe ratio of 1.78. Its worst stretch (max drawdown from a peak) was -29.84%. Its correlation with the S&P 500 is 0.38, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ALLE would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Allegion (ALLE) is of the S&P 500.
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