PH vs. SBGSY
PH (Parker-Hannifin Corporation) 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, PH returned 27.63%/yr vs 21.80%/yr for SBGSY. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
PH vs. SBGSY - Performance Comparison
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Returns By Period
In the year-to-date period, PH achieves a 13.09% return, which is significantly lower than SBGSY's 17.22% return. Over the past 10 years, PH has outperformed SBGSY with an annualized return of 27.63%, while SBGSY has yielded a comparatively lower 21.80% annualized return.
PH
- 1D
- 3.00%
- 1M
- 14.04%
- YTD
- 13.09%
- 6M
- 11.97%
- 1Y
- 48.26%
- 3Y*
- 39.63%
- 5Y*
- 28.47%
- 10Y*
- 27.63%
SBGSY
- 1D
- 0.17%
- 1M
- -0.63%
- YTD
- 17.22%
- 6M
- 16.31%
- 1Y
- 28.45%
- 3Y*
- 23.92%
- 5Y*
- 16.13%
- 10Y*
- 21.80%
PH vs. SBGSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PH Parker-Hannifin Corporation | 13.09% | 39.54% | 39.58% | 60.81% | -6.91% | 18.30% | 34.78% | 40.75% | -24.00% | 44.91% |
SBGSY Schneider Electric SA | 17.22% | 11.96% | 25.23% | 46.80% | -27.00% | 38.04% | 46.46% | 55.68% | -17.99% | 25.87% |
Correlation
The correlation between PH and SBGSY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2008 | 0.51 |
The correlation between PH and SBGSY shifts across timeframes, from 0.41 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
PH:
$126.71B
SBGSY:
$180.63B
PH:
$27.11
SBGSY:
€2.97
PH:
36.52
SBGSY:
18.79
PH:
1.54
SBGSY:
2.81
PH:
6.06
SBGSY:
2.02
PH:
8.14
SBGSY:
6.57
PH:
$20.99B
SBGSY:
€78.31B
PH:
$7.81B
SBGSY:
€32.68B
PH:
$5.31B
SBGSY:
€15.39B
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Return for Risk
PH vs. SBGSY — Risk / Return Rank
PH
SBGSY
PH vs. SBGSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parker-Hannifin Corporation (PH) 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.
| PH | SBGSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.16 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.37 | +1.14 |
| Martin ratioReturn relative to average drawdown | 7.30 | 3.64 | +3.66 |
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Drawdowns
PH vs. SBGSY - Drawdown Comparison
The maximum PH drawdown since its inception was -66.92%, which is greater than SBGSY's maximum drawdown of -47.64%. Use the drawdown chart below to compare losses from any high point for PH and SBGSY.
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Drawdown Indicators
| PH | SBGSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.92% | -47.64% | -19.28% |
Max Drawdown (1Y)Largest decline over 1 year | -19.34% | -20.86% | +1.52% |
Max Drawdown (3Y)Largest decline over 3 years | -26.79% | -28.61% | +1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -28.64% | -45.04% | +16.40% |
Max Drawdown (10Y)Largest decline over 10 years | -54.68% | -45.04% | -9.64% |
Current DrawdownCurrent decline from peak | -3.02% | -5.24% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -15.32% | -14.16% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 7.83% | -1.20% |
Volatility
PH vs. SBGSY - Volatility Comparison
The current volatility for Parker-Hannifin Corporation (PH) is 8.15%, while Schneider Electric SA (SBGSY) has a volatility of 14.81%. This indicates that PH 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.
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Volatility by Period
| PH | SBGSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 14.81% | -6.66% |
Volatility (6M)Calculated over the trailing 6-month period | 19.29% | 28.19% | -8.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.24% | 35.02% | -9.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.66% | 32.05% | -3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.66% | 30.17% | +1.49% |
Dividends
PH vs. SBGSY - Dividend Comparison
PH's dividend yield for the trailing twelve months is around 0.75%, less than SBGSY's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PH Parker-Hannifin Corporation | 0.75% | 0.80% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% |
SBGSY Schneider Electric SA | 1.56% | 1.05% | 1.52% | 1.73% | 2.18% | 1.56% | 1.91% | 2.59% | 3.64% | 2.32% | 2.93% | 1.06% |
Financials
PH vs. SBGSY - Financials Comparison
This section allows you to compare key financial metrics between Parker-Hannifin Corporation 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
PH vs. SBGSY - Profitability Comparison
PH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a gross profit of 2.02B and revenue of 5.49B. 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 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%.
PH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported an operating income of 1.13B and revenue of 5.49B, resulting in an operating margin of 20.7%.
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%.
PH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a net income of 904.00M and revenue of 5.49B, resulting in a net margin of 16.5%.
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
PH and SBGSY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBGSY has higher volatility (14.81%) compared to PH (8.15%). In terms of maximum drawdown, PH dropped -66.92% vs SBGSY's -47.64%.
PH currently has the higher Sharpe Ratio (1.92 vs 0.82), 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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