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AEC1.DE vs. SND.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AEC1.DE vs. SND.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Express Company (AEC1.DE) and Schneider Electric S.E. (SND.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AEC1.DE:

0.83

SND.DE:

-0.01

Sortino Ratio

AEC1.DE:

1.27

SND.DE:

0.12

Omega Ratio

AEC1.DE:

1.18

SND.DE:

1.02

Calmar Ratio

AEC1.DE:

0.83

SND.DE:

-0.08

Martin Ratio

AEC1.DE:

2.18

SND.DE:

-0.20

Ulcer Index

AEC1.DE:

12.43%

SND.DE:

12.54%

Daily Std Dev

AEC1.DE:

31.79%

SND.DE:

33.33%

Max Drawdown

AEC1.DE:

-48.32%

SND.DE:

-62.20%

Current Drawdown

AEC1.DE:

-11.07%

SND.DE:

-15.61%

Fundamentals

Market Cap

AEC1.DE:

€194.41B

SND.DE:

€126.50B

EPS

AEC1.DE:

€12.21

SND.DE:

€7.89

PE Ratio

AEC1.DE:

22.73

SND.DE:

28.54

PEG Ratio

AEC1.DE:

2.15

SND.DE:

1.97

PS Ratio

AEC1.DE:

3.13

SND.DE:

3.32

PB Ratio

AEC1.DE:

7.17

SND.DE:

4.15

Total Revenue (TTM)

AEC1.DE:

€50.78B

SND.DE:

€19.98B

Gross Profit (TTM)

AEC1.DE:

€46.98B

SND.DE:

€8.49B

EBITDA (TTM)

AEC1.DE:

€10.59B

SND.DE:

€4.21B

Returns By Period

In the year-to-date period, AEC1.DE achieves a -2.43% return, which is significantly higher than SND.DE's -4.38% return.


AEC1.DE

YTD
-2.43%
1M
5.05%
6M
-3.75%
1Y
26.55%
3Y*
26.63%
5Y*
29.32%
10Y*
N/A

SND.DE

YTD
-4.38%
1M
0.94%
6M
-8.47%
1Y
-0.24%
3Y*
26.98%
5Y*
20.65%
10Y*
16.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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American Express Company

Schneider Electric S.E.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AEC1.DE vs. SND.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AEC1.DE
The Risk-Adjusted Performance Rank of AEC1.DE is 7171
Overall Rank
The Sharpe Ratio Rank of AEC1.DE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of AEC1.DE is 6666
Sortino Ratio Rank
The Omega Ratio Rank of AEC1.DE is 6868
Omega Ratio Rank
The Calmar Ratio Rank of AEC1.DE is 7676
Calmar Ratio Rank
The Martin Ratio Rank of AEC1.DE is 6969
Martin Ratio Rank

SND.DE
The Risk-Adjusted Performance Rank of SND.DE is 3737
Overall Rank
The Sharpe Ratio Rank of SND.DE is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of SND.DE is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SND.DE is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SND.DE is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SND.DE is 4040
Martin 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.

AEC1.DE vs. SND.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AEC1.DE) and Schneider Electric S.E. (SND.DE). 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.


The current AEC1.DE Sharpe Ratio is 0.83, which is higher than the SND.DE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of AEC1.DE and SND.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between AEC1.DE and SND.DE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AEC1.DE vs. SND.DE - Dividend Comparison

AEC1.DE's dividend yield for the trailing twelve months is around 0.86%, less than SND.DE's 1.73% yield.


TTM20242023202220212020201920182017201620152014
AEC1.DE
American Express Company
0.86%0.74%1.09%1.18%0.85%1.35%0.00%0.00%0.00%0.00%0.00%0.00%
SND.DE
Schneider Electric S.E.
1.73%1.46%1.73%2.20%1.50%2.12%2.56%3.78%2.85%3.04%3.56%3.82%

Drawdowns

AEC1.DE vs. SND.DE - Drawdown Comparison

The maximum AEC1.DE drawdown since its inception was -48.32%, smaller than the maximum SND.DE drawdown of -62.20%. Use the drawdown chart below to compare losses from any high point for AEC1.DE and SND.DE.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AEC1.DE vs. SND.DE - Volatility Comparison

The current volatility for American Express Company (AEC1.DE) is 5.83%, while Schneider Electric S.E. (SND.DE) has a volatility of 8.43%. This indicates that AEC1.DE experiences smaller price fluctuations and is considered to be less risky than SND.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

AEC1.DE vs. SND.DE - Financials Comparison

This section allows you to compare key financial metrics between American Express Company 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


8.00B10.00B12.00B14.00B16.00B18.00B20.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
16.97B
19.98B
(AEC1.DE) Total Revenue
(SND.DE) Total Revenue
Values in EUR except per share items