CRZBY vs. SND.DE
CRZBY (Commerzbank AG PK) and SND.DE (Schneider Electric S.E.) are both stocks. CRZBY operates in Banks - Regional (Financial Services), while SND.DE operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, CRZBY returned 23.42%/yr vs 20.64%/yr for SND.DE. Their 0.34 correlation means their historical movements had little consistent relationship.
Performance
CRZBY vs. SND.DE - Performance Comparison
Loading charts...
Different Trading Currencies
CRZBY is traded in USD, while SND.DE is traded in EUR. To make them comparable, the SND.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CRZBY achieves a 5.47% return, which is significantly lower than SND.DE's 22.34% return. Over the past 10 years, CRZBY has outperformed SND.DE with an annualized return of 23.42%, while SND.DE has yielded a comparatively lower 20.64% annualized return.
CRZBY
- 1D
- 0.22%
- 1M
- -0.12%
- 6M
- 8.89%
- YTD
- 5.47%
- 1Y
- 21.64%
- 3Y*
- 57.90%
- 5Y*
- 49.66%
- 10Y*
- 23.42%
- ALL TIME*
- 16.31%
SND.DE
- 1D
- 1.94%
- 1M
- 5.95%
- 6M
- 18.17%
- YTD
- 22.34%
- 1Y
- 37.12%
- 3Y*
- 25.76%
- 5Y*
- 16.90%
- 10Y*
- 20.64%
- ALL TIME*
- 17.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CRZBY Commerzbank AG PK | $705.64K | $1.29M | $1.66M |
SND.DE Schneider Electric S.E. | $1.63M | $1.32M | $1.23M |
CRZBY vs. SND.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRZBY Commerzbank AG PK | 5.47% | 168.59% | 40.74% | 28.90% | 23.19% | 17.67% | 6.26% | -7.13% | -55.39% | 95.16% |
SND.DE Schneider Electric S.E. | 22.34% | 13.22% | 25.83% | 45.28% | -26.28% | 35.54% | 47.34% | 57.65% | -18.52% | 27.29% |
Correlation
The correlation between CRZBY and SND.DE is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.34 |
The correlation between CRZBY and SND.DE shifts across timeframes, from 0.30 (3 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CRZBY vs. SND.DE — Risk / Return Rank
CRZBY
SND.DE
CRZBY vs. SND.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Commerzbank AG PK (CRZBY) 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.
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.
| CRZBY | SND.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.44 | -0.49 |
| Martin ratioReturn relative to average drawdown | 2.14 | 4.04 | -1.90 |
Loading charts...
Drawdowns
CRZBY vs. SND.DE - Drawdown Comparison
The maximum CRZBY drawdown since its inception was -81.07%, which is greater than SND.DE's maximum drawdown of -60.53%. Use the drawdown chart below to compare losses from any high point for CRZBY and SND.DE.
Loading charts...
Drawdown Indicators
| CRZBY | SND.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.07% | -60.53% | -20.54% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -20.95% | -2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -23.27% | -28.11% | +4.84% |
Max Drawdown (5Y)Largest decline over 5 years | -44.78% | -45.03% | +0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -81.07% | -45.03% | -36.04% |
Current DrawdownCurrent decline from peak | -2.43% | -0.05% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -34.05% | -13.30% | -20.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.38% | 7.50% | +2.88% |
Volatility
CRZBY vs. SND.DE - Volatility Comparison
The current volatility for Commerzbank AG PK (CRZBY) is 10.03%, while Schneider Electric S.E. (SND.DE) has a volatility of 13.13%. This indicates that CRZBY 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.
Loading charts...
Volatility by Period
| CRZBY | SND.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.03% | 13.13% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 29.21% | 28.62% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.06% | 34.76% | +3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.74% | 32.02% | +9.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.77% | 29.64% | +13.13% |
Dividends
CRZBY vs. SND.DE - Dividend Comparison
CRZBY's dividend yield for the trailing twelve months is around 2.97%, more than SND.DE's 1.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRZBY Commerzbank AG PK | 2.97% | 1.72% | 2.33% | 1.86% | 0.00% | 0.00% | 0.00% | 2.39% | 0.00% | 0.00% | 2.69% | 0.00% |
SND.DE Schneider Electric S.E. | 1.45% | 1.65% | 1.46% | 1.73% | 2.20% | 1.50% | 2.12% | 2.54% | 3.72% | 2.86% | 3.04% | 3.55% |
Financials
CRZBY vs. SND.DE - Financials Comparison
This section allows you to compare key financial metrics between Commerzbank AG PK 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CRZBY and SND.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for CRZBY and SND.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer