GOOG vs. SU.PA
GOOG (Alphabet Inc) and SU.PA (Schneider Electric S.E.) are both stocks. GOOG operates in Internet Content & Information (Communication Services), while SU.PA operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, GOOG returned 26.05%/yr vs 20.26%/yr for SU.PA. At a 0.28 correlation, their price movements are largely independent.
Performance
GOOG vs. SU.PA - Performance Comparison
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Different Trading Currencies
GOOG 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
The year-to-date returns for both stocks are quite close, with GOOG having a 15.25% return and SU.PA slightly lower at 14.83%. Over the past 10 years, GOOG has outperformed SU.PA with an annualized return of 26.05%, while SU.PA has yielded a comparatively lower 20.26% annualized return.
GOOG
- 1D
- -1.20%
- 1M
- -8.98%
- YTD
- 15.25%
- 6M
- 15.01%
- 1Y
- 107.32%
- 3Y*
- 43.67%
- 5Y*
- 23.94%
- 10Y*
- 26.05%
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%
GOOG vs. SU.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 15.25% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
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 GOOG and SU.PA is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014 | 0.28 |
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Return for Risk
GOOG vs. SU.PA — Risk / Return Rank
GOOG
SU.PA
GOOG vs. SU.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) 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.
| GOOG | SU.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.07 | ||
| Sortino ratioReturn per unit of downside risk | +3.93 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.14 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 5.20 | 1.13 | +4.07 |
| Martin ratioReturn relative to average drawdown | 18.68 | 3.01 | +15.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOOG | SU.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.76 | 0.70 | +3.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.52 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.68 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.40 | +0.42 |
Drawdowns
GOOG vs. SU.PA - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum SU.PA drawdown of -62.83%. Use the drawdown chart below to compare losses from any high point for GOOG and SU.PA.
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Drawdown Indicators
| GOOG | SU.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.60% | -62.83% | +18.23% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -20.24% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -29.35% | -28.35% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -44.60% | -44.80% | +0.20% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -44.80% | +0.20% |
Current DrawdownCurrent decline from peak | -9.44% | -6.60% | -2.84% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -13.76% | +4.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.77% | 7.62% | -1.85% |
Volatility
GOOG vs. SU.PA - Volatility Comparison
The current volatility for Alphabet Inc (GOOG) is 8.43%, while Schneider Electric S.E. (SU.PA) has a volatility of 11.01%. This indicates that GOOG 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.
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Volatility by Period
| GOOG | SU.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 11.01% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 20.50% | 25.76% | -5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.74% | 32.77% | -4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.14% | 31.46% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.02% | 29.22% | -0.20% |
Dividends
GOOG vs. SU.PA - Dividend Comparison
GOOG's dividend yield for the trailing twelve months is around 0.29%, less than SU.PA's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.29% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
GOOG vs. SU.PA - Financials Comparison
This section allows you to compare key financial metrics between Alphabet 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GOOG and SU.PA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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