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Schneider Electric S.E. (SU.PA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINFR0000121972
SectorIndustrials
IndustrySpecialty Industrial Machinery

Highlights

Market Cap€116.59B
EPS€7.06
PE Ratio29.52
PEG Ratio2.46
Revenue (TTM)€35.90B
Gross Profit (TTM)€13.88B
EBITDA (TTM)€6.78B
Year Range€134.38 - €218.50
Target Price€208.10

Share Price Chart


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Schneider Electric S.E.

Popular comparisons: SU.PA vs. BDC, SU.PA vs. AI.PA, SU.PA vs. XOM, SU.PA vs. OR.PA, SU.PA vs. dg.PA, SU.PA vs. SPY, SU.PA vs. WFSPX

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Schneider Electric S.E., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%NovemberDecember2024FebruaryMarchApril
699.83%
356.53%
SU.PA (Schneider Electric S.E.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Schneider Electric S.E. had a return of 16.98% year-to-date (YTD) and 39.14% in the last 12 months. Over the past 10 years, Schneider Electric S.E. had an annualized return of 15.11%, outperforming the S&P 500 benchmark which had an annualized return of 10.55%.


PeriodReturnBenchmark
Year-To-Date16.98%6.33%
1 month-1.07%-2.81%
6 months51.91%21.13%
1 year39.14%24.56%
5 years (annualized)25.39%11.55%
10 years (annualized)15.11%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.62%14.71%-0.07%
2023-1.01%-7.64%16.31%7.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SU.PA is 89, placing it in the top 11% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of SU.PA is 8989
Schneider Electric S.E.(SU.PA)
The Sharpe Ratio Rank of SU.PA is 9090Sharpe Ratio Rank
The Sortino Ratio Rank of SU.PA is 8787Sortino Ratio Rank
The Omega Ratio Rank of SU.PA is 8686Omega Ratio Rank
The Calmar Ratio Rank of SU.PA is 9393Calmar Ratio Rank
The Martin Ratio Rank of SU.PA is 8989Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schneider Electric S.E. (SU.PA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SU.PA
Sharpe ratio
The chart of Sharpe ratio for SU.PA, currently valued at 1.77, compared to the broader market-2.00-1.000.001.002.003.001.77
Sortino ratio
The chart of Sortino ratio for SU.PA, currently valued at 2.52, compared to the broader market-4.00-2.000.002.004.006.002.52
Omega ratio
The chart of Omega ratio for SU.PA, currently valued at 1.32, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for SU.PA, currently valued at 2.06, compared to the broader market0.001.002.003.004.005.006.002.06
Martin ratio
The chart of Martin ratio for SU.PA, currently valued at 7.85, compared to the broader market0.0010.0020.0030.007.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current Schneider Electric S.E. Sharpe ratio is 1.77. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.77
2.33
SU.PA (Schneider Electric S.E.)
Benchmark (^GSPC)

Dividends

Dividend History

Schneider Electric S.E. granted a 1.48% dividend yield in the last twelve months. The annual payout for that period amounted to €3.15 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€3.15€3.15€2.90€2.60€2.55€2.35€2.20€2.04€2.00€1.92€1.87€1.87

Dividend yield

1.48%1.73%2.22%1.51%2.16%2.57%3.68%2.88%3.03%3.65%3.09%2.95%

Monthly Dividends

The table displays the monthly dividend distributions for Schneider Electric S.E.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€3.15€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€2.90€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.00€2.60€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2020€0.00€0.00€0.00€0.00€2.55€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2019€0.00€0.00€0.00€2.35€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2018€0.00€0.00€0.00€0.00€2.20€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2017€0.00€0.00€0.00€0.00€2.04€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2016€0.00€0.00€0.00€0.00€2.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2015€0.00€0.00€0.00€1.92€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2014€0.00€0.00€0.00€0.00€1.87€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2013€1.87€0.00€0.00€0.00€0.00€0.00€0.00€0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.5%
Schneider Electric S.E. has a dividend yield of 1.48%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%44.6%
Schneider Electric S.E. has a payout ratio of 44.55%, which is quite average when compared to the overall market. This suggests that Schneider Electric S.E. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.48%
-2.88%
SU.PA (Schneider Electric S.E.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schneider Electric S.E.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Schneider Electric S.E. was 82.25%, occurring on Mar 10, 1995. Recovery took 2918 trading sessions.

The current Schneider Electric S.E. drawdown is 2.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.25%Apr 25, 1990822Mar 10, 19952918Oct 12, 20063740
-61.86%Jun 18, 2007350Oct 27, 2008497Oct 6, 2010847
-40.54%Apr 4, 2011166Nov 23, 2011320Feb 22, 2013486
-36.94%Apr 8, 2015203Jan 20, 2016322Apr 21, 2017525
-35.98%Jan 6, 2022125Jul 1, 2022369Dec 6, 2023494

Volatility

Volatility Chart

The current Schneider Electric S.E. volatility is 7.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
7.71%
3.38%
SU.PA (Schneider Electric S.E.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Schneider Electric S.E. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items