Allegion (ALLE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Allegion, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $157.07 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +11.84% |
| Total return over period | +39.64% |
| Annualized volatility | 25.02% |
| Sharpe ratio | 0.33 |
| Sortino ratio | 0.49 |
| Max drawdown | -29.84% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.30% |
| Correlation with the S&P 500 | 0.43 |
| Period range | $93.30 – $178.36 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Allegion (ALLE) has posted an annualized return of +11.84% with annual volatility of 25.02%, a Sharpe ratio of 0.33. Its worst stretch (max drawdown from a peak) was -29.84%. Its correlation with the S&P 500 is 0.43, which means it moves moderately in step with the index.
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 S&P 500 stocks, try the optimizer.
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