SBGSF vs. ABBNY
SBGSF (Schneider Electric S.E.) and ABBNY (ABB Ltd) are both stocks. Both are in the Industrials sector — SBGSF in Specialty Industrial Machinery, ABBNY in Electrical Equipment & Parts. Over the past 10 years, SBGSF returned 24.55%/yr vs 22.17%/yr for ABBNY. At a 0.38 correlation, their price movements are largely independent.
Performance
SBGSF vs. ABBNY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SBGSF achieves a 20.61% return, which is significantly lower than ABBNY's 45.38% return. Over the past 10 years, SBGSF has outperformed ABBNY with an annualized return of 24.55%, while ABBNY has yielded a comparatively lower 22.17% annualized return.
SBGSF
- 1D
- -2.79%
- 1M
- 3.43%
- YTD
- 20.61%
- 6M
- 20.00%
- 1Y
- 35.63%
- 3Y*
- 26.68%
- 5Y*
- 18.20%
- 10Y*
- 24.55%
ABBNY
- 1D
- -3.42%
- 1M
- -0.40%
- YTD
- 45.38%
- 6M
- 43.06%
- 1Y
- 88.53%
- 3Y*
- 43.31%
- 5Y*
- 28.07%
- 10Y*
- 22.17%
SBGSF vs. ABBNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBGSF Schneider Electric S.E. | 20.61% | 13.58% | 26.32% | 50.15% | -26.06% | 64.38% | 47.24% | 56.42% | -18.39% | 26.54% |
ABBNY ABB Ltd | 45.38% | 40.49% | 23.75% | 49.62% | -18.13% | 40.40% | 21.21% | 31.87% | -26.52% | 31.68% |
Correlation
The correlation between SBGSF and ABBNY is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2007 | 0.38 |
The correlation between SBGSF and ABBNY shifts across timeframes, from 0.38 (all time) to 0.59 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SBGSF:
$186.17B
ABBNY:
$192.97B
SBGSF:
€14.85
ABBNY:
$2.71
SBGSF:
19.35
ABBNY:
39.06
SBGSF:
2.91
ABBNY:
3.94
SBGSF:
2.08
ABBNY:
5.41
SBGSF:
6.76
ABBNY:
13.07
SBGSF:
€78.30B
ABBNY:
$35.74B
SBGSF:
€32.67B
ABBNY:
$14.33B
SBGSF:
€15.38B
ABBNY:
$7.34B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SBGSF vs. ABBNY — Risk / Return Rank
SBGSF
ABBNY
SBGSF vs. ABBNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SBGSF) and ABB Ltd (ABBNY). 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.
| SBGSF | ABBNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.50 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 5.66 | -3.99 |
| Martin ratioReturn relative to average drawdown | 4.40 | 21.83 | -17.43 |
Loading charts...
Drawdowns
SBGSF vs. ABBNY - Drawdown Comparison
The maximum SBGSF drawdown since its inception was -71.65%, smaller than the maximum ABBNY drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for SBGSF and ABBNY.
Loading charts...
Drawdown Indicators
| SBGSF | ABBNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.65% | -93.98% | +22.33% |
Max Drawdown (1Y)Largest decline over 1 year | -21.43% | -15.71% | -5.72% |
Max Drawdown (3Y)Largest decline over 3 years | -29.69% | -20.26% | -9.43% |
Max Drawdown (5Y)Largest decline over 5 years | -43.95% | -36.07% | -7.88% |
Max Drawdown (10Y)Largest decline over 10 years | -43.95% | -43.98% | +0.03% |
Current DrawdownCurrent decline from peak | -2.79% | -3.42% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -31.61% | -25.50% | -6.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.12% | 4.07% | +4.05% |
Volatility
SBGSF vs. ABBNY - Volatility Comparison
Schneider Electric S.E. (SBGSF) has a higher volatility of 12.94% compared to ABB Ltd (ABBNY) at 11.47%. This indicates that SBGSF's price experiences larger fluctuations and is considered to be riskier than ABBNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SBGSF | ABBNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.94% | 11.47% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 32.95% | 25.77% | +7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.67% | 30.71% | +11.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.14% | 26.29% | +11.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.56% | 25.41% | +10.15% |
Dividends
SBGSF vs. ABBNY - Dividend Comparison
SBGSF's dividend yield for the trailing twelve months is around 1.52%, more than ABBNY's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 1.15% | 1.39% | 1.79% | 2.07% | 2.88% | 2.29% | 2.77% | 3.31% | 4.35% | 2.84% | 3.47% | 4.21% |
SBGSF Schneider Electric S.E. | 1.52% | 3.17% | 1.51% | 3.44% | 4.32% | 12.49% | 3.94% | 2.56% | 4.23% | 2.38% | 0.00% | 0.00% |
Financials
SBGSF vs. ABBNY - Financials Comparison
This section allows you to compare key financial metrics between Schneider Electric S.E. and ABB Ltd. 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
SBGSF vs. ABBNY - Profitability Comparison
SBGSF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Schneider Electric S.E. reported a gross profit of 8.20B and revenue of 20.81B. Therefore, the gross margin over that period was 39.4%.
ABBNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a gross profit of 3.44B and revenue of 8.73B. Therefore, the gross margin over that period was 39.4%.
SBGSF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Schneider Electric S.E. reported an operating income of 3.15B and revenue of 20.81B, resulting in an operating margin of 15.1%.
ABBNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported an operating income of 1.43B and revenue of 8.73B, resulting in an operating margin of 16.4%.
SBGSF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Schneider Electric S.E. reported a net income of 2.25B and revenue of 20.81B, resulting in a net margin of 10.8%.
ABBNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a net income of 1.32B and revenue of 8.73B, resulting in a net margin of 15.2%.
Frequently Asked Questions
SBGSF and ABBNY have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBGSF has higher volatility (12.94%) compared to ABBNY (11.47%). In terms of maximum drawdown, SBGSF dropped -71.65% vs ABBNY's -93.98%.
ABBNY currently has the higher Sharpe Ratio (2.90 vs 0.84), 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.
Find the right allocation for SBGSF and ABBNY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer