ETN vs. SBGSY
ETN (Eaton Corporation plc) and SBGSY (Schneider Electric SA) are both stocks. Both operate in the Specialty Industrial Machinery industry within the Industrials sector. Over the past 10 years, ETN returned 24.31%/yr vs 21.45%/yr for SBGSY. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
ETN vs. SBGSY - Performance Comparison
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Returns By Period
In the year-to-date period, ETN achieves a 27.99% return, which is significantly higher than SBGSY's 17.71% return. Over the past 10 years, ETN has outperformed SBGSY with an annualized return of 24.31%, while SBGSY has yielded a comparatively lower 21.45% annualized return.
ETN
- 1D
- -7.00%
- 1M
- 3.56%
- YTD
- 27.99%
- 6M
- 26.29%
- 1Y
- 23.13%
- 3Y*
- 29.40%
- 5Y*
- 24.68%
- 10Y*
- 24.31%
SBGSY
- 1D
- -4.67%
- 1M
- 2.36%
- YTD
- 17.71%
- 6M
- 16.52%
- 1Y
- 30.32%
- 3Y*
- 24.50%
- 5Y*
- 16.22%
- 10Y*
- 21.45%
ETN vs. SBGSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETN Eaton Corporation plc | 27.99% | -2.79% | 39.51% | 56.22% | -7.18% | 46.70% | 29.88% | 42.76% | -10.04% | 21.54% |
SBGSY Schneider Electric SA | 17.71% | 11.96% | 25.23% | 46.80% | -27.00% | 38.04% | 46.46% | 55.68% | -17.99% | 25.87% |
Correlation
The correlation between ETN and SBGSY is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2008 | 0.53 |
The correlation between ETN and SBGSY has been stable across timeframes, ranging from 0.53 to 0.58 - a consistent structural relationship.
Fundamentals
ETN:
$157.73B
SBGSY:
$181.40B
ETN:
$10.22
SBGSY:
€2.97
ETN:
39.64
SBGSY:
18.76
ETN:
2.15
SBGSY:
2.80
ETN:
5.55
SBGSY:
2.02
ETN:
7.98
SBGSY:
6.56
ETN:
$28.52B
SBGSY:
€78.31B
ETN:
$7.87B
SBGSY:
€32.68B
ETN:
$4.75B
SBGSY:
€15.39B
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Return for Risk
ETN vs. SBGSY — Risk / Return Rank
ETN
SBGSY
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.
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.
| ETN | SBGSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.46 | -0.25 |
| Martin ratioReturn relative to average drawdown | 2.61 | 3.89 | -1.28 |
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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.
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Drawdown Indicators
| ETN | SBGSY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -34.46% | -28.61% | -5.85% |
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 DrawdownCurrent decline from peak | -7.00% | -4.84% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -14.89% | -14.17% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 7.82% | +1.07% |
Volatility
ETN vs. SBGSY - Volatility Comparison
Eaton Corporation plc (ETN) and Schneider Electric SA (SBGSY) have volatilities of 15.38% and 15.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETN | SBGSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.38% | 15.02% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 27.40% | 28.20% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.23% | 35.09% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.47% | 32.06% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.15% | 30.18% | -0.03% |
Dividends
ETN vs. SBGSY - Dividend Comparison
ETN's dividend yield for the trailing twelve months is around 1.06%, less than SBGSY's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETN Eaton Corporation plc | 1.06% | 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 | 1.55% | 1.05% | 1.52% | 1.73% | 2.18% | 1.56% | 1.91% | 2.59% | 3.64% | 2.32% | 2.93% | 1.06% |
Financials
ETN vs. SBGSY - Financials Comparison
This section allows you to compare key financial metrics between Eaton Corporation plc and Schneider Electric SA. 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
ETN vs. SBGSY - Profitability Comparison
ETN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported a gross profit of 0.00 and revenue of 7.45B. Therefore, the gross margin over that period was 0.0%.
SBGSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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 Jun 2026, Eaton Corporation plc reported an operating income of 0.00 and revenue of 7.45B, resulting in an operating margin of 0.0%.
SBGSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 Jun 2026, Eaton Corporation plc reported a net income of 866.00M and revenue of 7.45B, resulting in a net margin of 11.6%.
SBGSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Schneider Electric SA reported a net income of 2.25B and revenue of 20.82B, resulting in a net margin of 10.8%.
Frequently Asked Questions
ETN and SBGSY have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETN has higher volatility (15.38%) compared to SBGSY (15.02%). In terms of maximum drawdown, ETN dropped -68.95% vs SBGSY's -47.64%.
SBGSY currently has the higher Sharpe Ratio (0.87 vs 0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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