DHR vs. SU.PA

Last updated Jun 9, 2026

DHR (Danaher Corporation) and SU.PA (Schneider Electric S.E.) are both stocks. DHR operates in Diagnostics & Research (Healthcare), while SU.PA operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, DHR returned 11.19%/yr vs 20.26%/yr for SU.PA. At a 0.35 correlation, their price movements are largely independent.

Performance

DHR vs. SU.PA - Performance Comparison

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

Different Trading Currencies

DHR 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, DHR achieves a -19.66% return, which is significantly lower than SU.PA's 14.83% return. Over the past 10 years, DHR has underperformed SU.PA with an annualized return of 11.19%, while SU.PA has yielded a comparatively higher 20.26% annualized return.

DHR

• 1D: -0.42%
• 1M: 7.23%
• YTD: -19.66%
• 6M: -17.95%
• 1Y: -5.73%
• 3Y*: -3.67%
• 5Y*: -2.52%
• 10Y*: 11.19%

SU.PA

• 1D: 0.00%
• 1M: -1.38%
• YTD: 14.83%
• 6M: 14.58%
• 1Y: 22.16%
• 3Y*: 22.93%
• 5Y*: 16.53%
• 10Y*: 20.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DHR vs. SU.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DHR Danaher Corporation	-19.66%	0.35%	-0.35%	-1.22%	-19.02%	48.57%	45.34%	49.55%	11.80%	20.01%
SU.PA Schneider Electric S.E.	14.83%	12.59%	26.19%	46.36%	-27.10%	38.52%	45.34%	54.98%	-17.23%	25.79%

Correlation

The correlation between DHR and SU.PA is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since May 28, 2007	0.35

The correlation between DHR and SU.PA shifts across timeframes, from 0.16 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DHR vs. SU.PA — Risk / Return Rank

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

DHR

DHR Risk / Return Rank: 32
DHR Sharpe Ratio Rank: 33
DHR Sortino Ratio Rank: 29
DHR Omega Ratio Rank: 29
DHR Calmar Ratio Rank: 37
DHR Martin Ratio Rank: 34

SU.PA

SU.PA Risk / Return Rank: 63
SU.PA Sharpe Ratio Rank: 65
SU.PA Sortino Ratio Rank: 60
SU.PA Omega Ratio Rank: 58
SU.PA Calmar Ratio Rank: 67
SU.PA Martin Ratio Rank: 68

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.

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

This table presents a comparison of risk-adjusted performance metrics for Danaher Corporation (DHR) 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.

	DHR	SU.PA	Difference
Sharpe ratio: Return per unit of total volatility	-0.21	0.70	-0.90
Sortino ratio: Return per unit of downside risk	-0.11	1.22	-1.33
Omega ratio: Gain probability vs. loss probability	0.99	1.14	-0.16
Calmar ratio: Return relative to maximum drawdown	-0.17	1.13	-1.30
Martin ratio: Return relative to average drawdown	-0.42	3.01	-3.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DHR vs. SU.PA - Sharpe Ratio Comparison

The current DHR Sharpe Ratio is -0.21, which is lower than the SU.PA Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of DHR 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.

Sharpe Ratios by Period

	DHR	SU.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.21	0.70	-0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	0.52	-0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.68	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.40	+0.25

Drawdowns

DHR vs. SU.PA - Drawdown Comparison

The maximum DHR drawdown since its inception was -45.80%, smaller than the maximum SU.PA drawdown of -62.83%. Use the drawdown chart below to compare losses from any high point for DHR and SU.PA.

Drawdown Indicators

	DHR	SU.PA	Difference
Max Drawdown Largest peak-to-trough decline	-45.80%	-62.83%	+17.03%
Max Drawdown (1Y) Largest decline over 1 year	-32.97%	-20.24%	-12.73%
Max Drawdown (3Y) Largest decline over 3 years	-41.72%	-28.35%	-13.37%
Max Drawdown (5Y) Largest decline over 5 years	-43.81%	-44.80%	+0.99%
Max Drawdown (10Y) Largest decline over 10 years	-43.81%	-44.80%	+0.99%
Current Drawdown Current decline from peak	-36.31%	-6.60%	-29.71%
Average Drawdown Average peak-to-trough decline	-10.21%	-13.76%	+3.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.51%	7.62%	+5.89%

Volatility

DHR vs. SU.PA - Volatility Comparison

The current volatility for Danaher Corporation (DHR) is 9.24%, while Schneider Electric S.E. (SU.PA) has a volatility of 11.01%. This indicates that DHR 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.

Volatility by Period

	DHR	SU.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.24%	11.01%	-1.77%
Volatility (6M) Calculated over the trailing 6-month period	19.43%	25.76%	-6.33%
Volatility (1Y) Calculated over the trailing 1-year period	28.08%	32.77%	-4.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.00%	31.46%	-3.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.53%	29.22%	-3.69%

Dividends

DHR vs. SU.PA - Dividend Comparison

DHR's dividend yield for the trailing twelve months is around 0.74%, less than SU.PA's 1.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DHR Danaher Corporation	0.74%	0.56%	0.47%	12.64%	0.38%	0.26%	0.32%	0.44%	0.62%	0.60%	32.55%	0.58%
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

Frequently Asked Questions

Can I hold both DHR and SU.PA in my portfolio?

DHR and SU.PA have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.