Sirens
Some alarms will have a regular siren that will go off during an alert. These have their benefits, as you will likely hear it even if you’re sleeping, and the loud sound may deter thieves as well.
However, if your shed is far from the main house then you may not hear it going off, which defeats the purpose
Phone/Text Message
The alternative to a regular alarm is to get a phone or text message when an alert is triggered. Again, this method has its own benefits and drawbacks. One benefit is how convenient it is, as you can get an alert no matter where you are and can react accordingly.
This is handy if you travel or leave the house often. This kind of alert won’t scare intruders, however, and you may not see the alert if your phone is on silent or not on your person.