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BDC vs. SU.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BDC vs. SU.PA - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
25.44%
2.36%
BDC
SU.PA

Returns By Period

In the year-to-date period, BDC achieves a 53.42% return, which is significantly higher than SU.PA's 33.78% return. Over the past 10 years, BDC has underperformed SU.PA with an annualized return of 5.35%, while SU.PA has yielded a comparatively higher 16.80% annualized return.


BDC

YTD

53.42%

1M

-1.30%

6M

25.44%

1Y

72.08%

5Y (annualized)

17.98%

10Y (annualized)

5.35%

SU.PA

YTD

33.78%

1M

-2.62%

6M

4.82%

1Y

46.48%

5Y (annualized)

24.88%

10Y (annualized)

16.80%

Fundamentals


BDCSU.PA
Market Cap$4.77B€134.19B
EPS$4.31€7.22
PE Ratio27.4533.05
PEG Ratio2.142.41
Total Revenue (TTM)$2.35B€36.44B
Gross Profit (TTM)$860.54M€15.50B
EBITDA (TTM)$346.76M€7.45B

Key characteristics


BDCSU.PA
Sharpe Ratio2.212.04
Sortino Ratio3.252.61
Omega Ratio1.401.34
Calmar Ratio2.253.20
Martin Ratio16.3612.06
Ulcer Index4.55%3.91%
Daily Std Dev33.80%23.10%
Max Drawdown-85.69%-74.24%
Current Drawdown-9.97%-3.70%

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Correlation

-0.50.00.51.00.2

The correlation between BDC and SU.PA is 0.24, 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.

Risk-Adjusted Performance

BDC vs. SU.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Belden Inc. (BDC) 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.


Sharpe ratio
The chart of Sharpe ratio for BDC, currently valued at 2.16, compared to the broader market-4.00-2.000.002.004.002.161.73
The chart of Sortino ratio for BDC, currently valued at 3.21, compared to the broader market-4.00-2.000.002.004.003.212.29
The chart of Omega ratio for BDC, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.30
The chart of Calmar ratio for BDC, currently valued at 2.21, compared to the broader market0.002.004.006.002.213.06
The chart of Martin ratio for BDC, currently valued at 15.95, compared to the broader market-10.000.0010.0020.0030.0015.9510.20
BDC
SU.PA

The current BDC Sharpe Ratio is 2.21, which is comparable to the SU.PA Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of BDC and SU.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.16
1.73
BDC
SU.PA

Dividends

BDC vs. SU.PA - Dividend Comparison

BDC's dividend yield for the trailing twelve months is around 0.17%, less than SU.PA's 1.46% yield.


TTM20232022202120202019201820172016201520142013
BDC
Belden Inc.
0.17%0.26%0.28%0.30%0.48%0.36%0.50%0.26%0.27%0.42%0.25%0.28%
SU.PA
Schneider Electric S.E.
1.46%1.73%2.22%1.51%2.16%2.57%3.68%2.88%3.03%3.65%3.09%2.95%

Drawdowns

BDC vs. SU.PA - Drawdown Comparison

The maximum BDC drawdown since its inception was -85.69%, which is greater than SU.PA's maximum drawdown of -74.24%. Use the drawdown chart below to compare losses from any high point for BDC and SU.PA. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.97%
-7.08%
BDC
SU.PA

Volatility

BDC vs. SU.PA - Volatility Comparison

Belden Inc. (BDC) has a higher volatility of 12.70% compared to Schneider Electric S.E. (SU.PA) at 8.03%. This indicates that BDC's price experiences larger fluctuations and is considered to be riskier than SU.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
12.70%
8.03%
BDC
SU.PA

Financials

BDC vs. SU.PA - Financials Comparison

This section allows you to compare key financial metrics between Belden Inc. 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. BDC values in USD, SU.PA values in EUR