ETN vs. SBGSY

Last updated Apr 2, 2026

Compare and contrast key facts about Eaton Corporation plc (ETN) and Schneider Electric SA (SBGSY).

Performance

ETN vs. SBGSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Corporation plc (ETN) and Schneider Electric SA (SBGSY). The values are adjusted to include any dividend payments, if applicable.

ETN vs. SBGSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ETN Eaton Corporation plc	15.13%	-2.79%	39.51%	56.22%	-7.18%	46.70%	29.88%	42.76%	-10.04%	21.54%
SBGSY Schneider Electric SA	0.88%	11.96%	25.23%	46.80%	-27.00%	38.04%	46.46%	55.68%	-17.99%	25.87%

Fundamentals

Market Cap ETN : $142.39B SBGSY : $157.84B
EPS ETN : $10.47 SBGSY : $2.97
PE Ratio ETN : 34.93 SBGSY : 18.66
PEG Ratio ETN : 1.90 SBGSY : 2.79
PS Ratio ETN : 5.20 SBGSY : 2.01
PB Ratio ETN : 7.31 SBGSY : 6.53
Total Revenue (TTM) ETN : $27.45B SBGSY : $78.31B
Gross Profit (TTM) ETN : $10.32B SBGSY : $32.68B
EBITDA (TTM) ETN : $5.90B SBGSY : $15.39B

Returns By Period

In the year-to-date period, ETN achieves a 15.13% return, which is significantly higher than SBGSY's 0.88% return. Over the past 10 years, ETN has outperformed SBGSY with an annualized return of 21.98%, while SBGSY has yielded a comparatively lower 19.05% annualized return.

ETN

• 1D: 2.21%
• 1M: -2.84%
• YTD: 15.13%
• 6M: -1.64%
• 1Y: 33.74%
• 3Y*: 30.52%
• 5Y*: 23.26%
• 10Y*: 21.98%

SBGSY

• 1D: 1.82%
• 1M: -11.61%
• YTD: 0.88%
• 6M: -4.05%
• 1Y: 20.60%
• 3Y*: 20.32%
• 5Y*: 14.28%
• 10Y*: 19.05%

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

Return for Risk

ETN vs. SBGSY — Risk / Return Rank

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

ETN

ETN Risk / Return Rank: 71
ETN Sharpe Ratio Rank: 73
ETN Sortino Ratio Rank: 68
ETN Omega Ratio Rank: 66
ETN Calmar Ratio Rank: 75
ETN Martin Ratio Rank: 73

SBGSY

SBGSY Risk / Return Rank: 61
SBGSY Sharpe Ratio Rank: 62
SBGSY Sortino Ratio Rank: 56
SBGSY Omega Ratio Rank: 55
SBGSY Calmar Ratio Rank: 64
SBGSY Martin Ratio Rank: 66

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.

ETN vs. SBGSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Corporation plc (ETN) and Schneider Electric SA (SBGSY). 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.

	ETN	SBGSY	Difference
Sharpe ratio Return per unit of total volatility	0.99	0.60	+0.39
Sortino ratio Return per unit of downside risk	1.51	1.06	+0.45
Omega ratio Gain probability vs. loss probability	1.20	1.13	+0.07
Calmar ratio Return relative to maximum drawdown	1.89	1.06	+0.83
Martin ratio Return relative to average drawdown	4.21	2.94	+1.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ETN vs. SBGSY - Sharpe Ratio Comparison

The current ETN Sharpe Ratio is 0.99, which is higher than the SBGSY Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ETN and SBGSY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ETN	SBGSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	0.60	+0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.46	+0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.64	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.44	-0.03

Correlation

The correlation between ETN and SBGSY is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ETN vs. SBGSY - Dividend Comparison

ETN's dividend yield for the trailing twelve months is around 1.15%, more than SBGSY's 1.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ETN Eaton Corporation plc	1.15%	1.31%	1.13%	1.43%	2.06%	1.76%	1.88%	3.00%	3.85%	3.04%	3.40%	4.23%
SBGSY Schneider Electric SA	1.04%	1.05%	1.52%	1.73%	2.18%	1.56%	1.91%	2.59%	3.64%	2.32%	2.93%	1.06%

Drawdowns

ETN vs. SBGSY - Drawdown Comparison

The maximum ETN drawdown since its inception was -68.95%, which is greater than SBGSY's maximum drawdown of -47.64%. Use the drawdown chart below to compare losses from any high point for ETN and SBGSY.

Drawdown Indicators

	ETN	SBGSY	Difference
Max Drawdown Largest peak-to-trough decline	-68.95%	-47.64%	-21.31%
Max Drawdown (1Y) Largest decline over 1 year	-19.14%	-20.86%	+1.72%
Max Drawdown (5Y) Largest decline over 5 years	-34.46%	-45.04%	+10.58%
Max Drawdown (10Y) Largest decline over 10 years	-44.55%	-45.04%	+0.49%
Current Drawdown Current decline from peak	-7.42%	-15.01%	+7.59%
Average Drawdown Average peak-to-trough decline	-14.93%	-14.29%	-0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.58%	7.52%	+1.06%

Volatility

ETN vs. SBGSY - Volatility Comparison

The current volatility for Eaton Corporation plc (ETN) is 10.43%, while Schneider Electric SA (SBGSY) has a volatility of 12.92%. This indicates that ETN experiences smaller price fluctuations and is considered to be less risky than SBGSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ETN	SBGSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.43%	12.92%	-2.49%
Volatility (6M) Calculated over the trailing 6-month period	23.39%	22.41%	+0.98%
Volatility (1Y) Calculated over the trailing 1-year period	34.38%	34.61%	-0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.21%	30.88%	-1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.65%	29.96%	-0.31%

Financials

ETN vs. SBGSY - Profitability Comparison

The chart below illustrates the profitability comparison between Eaton Corporation plc and Schneider Electric SA over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ETN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Eaton Corporation plc reported a gross profit of 2.60B and revenue of 7.06B. Therefore, the gross margin over that period was 36.8%.

SBGSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Schneider Electric SA reported a gross profit of 8.21B and revenue of 20.82B. Therefore, the gross margin over that period was 39.4%.

ETN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Eaton Corporation plc reported an operating income of 1.38B and revenue of 7.06B, resulting in an operating margin of 19.5%.

SBGSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Schneider Electric SA reported an operating income of 3.15B and revenue of 20.82B, resulting in an operating margin of 15.1%.

ETN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Eaton Corporation plc reported a net income of 1.13B and revenue of 7.06B, resulting in a net margin of 16.1%.

SBGSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Schneider Electric SA reported a net income of 2.25B and revenue of 20.82B, resulting in a net margin of 10.8%.