ABBN.SW vs. SBGSY
Compare and contrast key facts about ABB Ltd (ABBN.SW) and Schneider Electric SA (SBGSY).
Performance
ABBN.SW vs. SBGSY - Performance Comparison
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ABBN.SW vs. SBGSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABBN.SW ABB Ltd | 13.58% | 23.04% | 34.28% | 36.79% | -9.93% | 45.42% | 10.94% | 30.22% | -25.73% | 25.97% |
SBGSY Schneider Electric SA | 1.20% | -2.17% | 35.10% | 33.66% | -26.01% | 42.11% | 34.11% | 53.04% | -17.20% | 20.53% |
Different Trading Currencies
ABBN.SW is traded in CHF, while SBGSY is traded in USD. To make them comparable, the SBGSY values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, ABBN.SW achieves a 13.58% return, which is significantly higher than SBGSY's 1.20% return. Over the past 10 years, ABBN.SW has outperformed SBGSY with an annualized return of 18.61%, while SBGSY has yielded a comparatively lower 16.87% annualized return.
ABBN.SW
- 1D
- 4.81%
- 1M
- -4.78%
- YTD
- 13.58%
- 6M
- 16.98%
- 1Y
- 46.67%
- 3Y*
- 30.67%
- 5Y*
- 22.89%
- 10Y*
- 18.61%
SBGSY
- 1D
- 1.40%
- 1M
- -9.69%
- YTD
- 1.20%
- 6M
- -4.21%
- 1Y
- 8.61%
- 3Y*
- 14.85%
- 5Y*
- 10.50%
- 10Y*
- 16.87%
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Return for Risk
ABBN.SW vs. SBGSY — Risk / Return Rank
ABBN.SW
SBGSY
ABBN.SW vs. SBGSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABB Ltd (ABBN.SW) and Schneider Electric SA (SBGSY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ABBN.SW | SBGSY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 0.24 | +1.45 |
Sortino ratioReturn per unit of downside risk | 2.46 | 0.59 | +1.87 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.08 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.80 | 0.56 | +2.25 |
Martin ratioReturn relative to average drawdown | 9.89 | 1.37 | +8.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABBN.SW | SBGSY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 0.24 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.35 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.56 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.38 | -0.18 |
Correlation
The correlation between ABBN.SW and SBGSY is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ABBN.SW vs. SBGSY - Dividend Comparison
ABBN.SW's dividend yield for the trailing twelve months is around 1.42%, more than SBGSY's 1.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBN.SW ABB Ltd | 1.42% | 1.52% | 1.77% | 2.25% | 7.33% | 2.38% | 3.35% | 3.55% | 4.32% | 3.01% | 3.57% | 4.15% |
SBGSY Schneider Electric SA | 1.04% | 1.05% | 1.52% | 1.73% | 2.18% | 1.56% | 1.91% | 2.59% | 3.64% | 2.32% | 2.93% | 1.06% |
Drawdowns
ABBN.SW vs. SBGSY - Drawdown Comparison
The maximum ABBN.SW drawdown since its inception was -97.01%, which is greater than SBGSY's maximum drawdown of -46.33%. Use the drawdown chart below to compare losses from any high point for ABBN.SW and SBGSY.
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Drawdown Indicators
| ABBN.SW | SBGSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.01% | -47.64% | -49.37% |
Max Drawdown (1Y)Largest decline over 1 year | -14.41% | -20.86% | +6.45% |
Max Drawdown (5Y)Largest decline over 5 years | -28.32% | -45.04% | +16.72% |
Max Drawdown (10Y)Largest decline over 10 years | -40.53% | -45.04% | +4.51% |
Current DrawdownCurrent decline from peak | -6.35% | -15.01% | +8.66% |
Average DrawdownAverage peak-to-trough decline | -35.75% | -14.29% | -21.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 7.52% | -3.26% |
Volatility
ABBN.SW vs. SBGSY - Volatility Comparison
The current volatility for ABB Ltd (ABBN.SW) is 10.18%, while Schneider Electric SA (SBGSY) has a volatility of 12.40%. This indicates that ABBN.SW experiences smaller price fluctuations and is considered to be less risky than SBGSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABBN.SW | SBGSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.18% | 12.40% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 18.67% | 21.96% | -3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.14% | 36.69% | -8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.49% | 30.31% | -5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 29.96% | -6.12% |
Financials
ABBN.SW vs. SBGSY - Financials Comparison
This section allows you to compare key financial metrics between ABB Ltd and Schneider Electric SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities