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ACM vs. SU.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

ACM vs. SU.PA

Last updated Jun 16, 2026

ACM (AECOM) and SU.PA (Schneider Electric S.E.) are both stocks. Both are in the Industrials sector — ACM in Engineering & Construction, SU.PA in Specialty Industrial Machinery. Over the past 10 years, ACM returned 8.48%/yr vs 20.39%/yr for SU.PA. At a 0.35 correlation, their price movements are largely independent.

Performance

ACM vs. SU.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AECOM (ACM) and Schneider Electric S.E. (SU.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ACM is traded in USD, while SU.PA is traded in EUR. To make them comparable, the SU.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ACM achieves a -26.51% return, which is significantly lower than SU.PA's 15.28% return. Over the past 10 years, ACM has underperformed SU.PA with an annualized return of 8.48%, while SU.PA has yielded a comparatively higher 20.39% annualized return.

ACM

1D
-0.76%
1M
-2.41%
YTD
-26.51%
6M
-28.48%
1Y
-37.17%
3Y*
-6.12%
5Y*
3.10%
10Y*
8.48%

SU.PA

1D
2.05%
1M
2.14%
YTD
15.28%
6M
11.50%
1Y
24.91%
3Y*
22.61%
5Y*
16.60%
10Y*
20.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACM vs. SU.PA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ACM
AECOM		-26.51%-9.91%16.67%9.77%10.72%55.38%15.42%62.75%-28.67%2.17%
SU.PA
Schneider Electric S.E.		15.28%12.59%26.19%46.36%-27.10%38.52%45.34%54.98%-17.23%25.79%

Correlation

The correlation between ACM and SU.PA is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2007

0.35

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AECOM

Schneider Electric S.E.

Often compared with ACM:
ACM vs. WSP.TOACM vs. JACM vs. MTZACM vs. STRLACM vs. PWRACM vs. EMEACM vs. EXPO
Often compared with SU.PA:
SU.PA vs. AI.PASU.PA vs. SPYSU.PA vs. OR.PASU.PA vs. BDCSU.PA vs. XOMSU.PA vs. ^GSPCSU.PA vs. VUL.AX

Return for Risk

ACM vs. SU.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ACM
ACM Risk / Return Rank: 77
Overall Rank
ACM Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ACM Sortino Ratio Rank: 66
Sortino Ratio Rank
ACM Omega Ratio Rank: 44
Omega Ratio Rank
ACM Calmar Ratio Rank: 1313
Calmar Ratio Rank
ACM Martin Ratio Rank: 77
Martin Ratio Rank
SU.PA
SU.PA Risk / Return Rank: 6565
Overall Rank
SU.PA Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SU.PA Sortino Ratio Rank: 6262
Sortino Ratio Rank
SU.PA Omega Ratio Rank: 5959
Omega Ratio Rank
SU.PA Calmar Ratio Rank: 6868
Calmar Ratio Rank
SU.PA Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACM vs. SU.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) and Schneider Electric S.E. (SU.PA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

ACMSU.PADifference
Sharpe ratioReturn per unit of total volatility
-1.16
0.74

-1.90

Sortino ratioReturn per unit of downside risk
-1.53
1.28

-2.81

Omega ratioGain probability vs. loss probability

0.78

1.15

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.77

1.21

-1.98

Martin ratioReturn relative to average drawdown

-1.46

3.21

-4.67

ACM vs. SU.PA - Sharpe Ratio Comparison

The current ACM Sharpe Ratio is -1.16, which is lower than the SU.PA Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ACM and SU.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ACM vs. SU.PA - Drawdown Comparison

The maximum ACM drawdown since its inception was -59.97%, roughly equal to the maximum SU.PA drawdown of -62.85%. Use the drawdown chart below to compare losses from any high point for ACM and SU.PA.

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Drawdown Indicators

ACMSU.PADifference

Max Drawdown

Largest peak-to-trough decline

-59.97%

-62.85%

+2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-48.61%

-20.24%

-28.37%

Max Drawdown (3Y)

Largest decline over 3 years

-48.61%

-28.35%

-20.26%

Max Drawdown (5Y)

Largest decline over 5 years

-48.61%

-44.80%

-3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-54.12%

-44.80%

-9.32%

Current Drawdown

Current decline from peak

-47.85%

-6.23%

-41.62%

Average Drawdown

Average peak-to-trough decline

-18.49%

-13.77%

-4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.45%

7.69%

+17.76%

Volatility

ACM vs. SU.PA - Volatility Comparison

The current volatility for AECOM (ACM) is 8.02%, while Schneider Electric S.E. (SU.PA) has a volatility of 10.99%. This indicates that ACM experiences smaller price fluctuations and is considered to be less risky than SU.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ACMSU.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

10.99%

-2.97%

Volatility (6M)

Calculated over the trailing 6-month period

26.28%

26.04%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

32.21%

33.13%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.69%

31.52%

-4.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.19%

29.23%

+1.96%

Dividends

ACM vs. SU.PA - Dividend Comparison

ACM's dividend yield for the trailing twelve months is around 1.64%, more than SU.PA's 1.55% yield.

PositionTTM20252024202320222021202020192018201720162015
ACM
AECOM		1.64%1.09%0.82%0.78%0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SU.PA
Schneider Electric S.E.		1.55%1.66%1.45%1.73%2.22%1.51%2.16%2.57%3.68%2.88%3.03%2.59%

Financials

ACM vs. SU.PA - Financials Comparison

This section allows you to compare key financial metrics between AECOM and Schneider Electric S.E.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.

Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities

Please note, different currencies. ACM values in USD, SU.PA values in EUR

Frequently Asked Questions

ACM and SU.PA have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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