SBGSF vs. NKT.CO
SBGSF (Schneider Electric S.E.) and NKT.CO (NKT A/S) are both stocks. Both are in the Industrials sector — SBGSF in Specialty Industrial Machinery, NKT.CO in Electrical Equipment & Parts. Over the past 10 years, SBGSF returned 24.55%/yr vs 22.62%/yr for NKT.CO. At a 0.28 correlation, their price movements are largely independent.
Performance
SBGSF vs. NKT.CO - Performance Comparison
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Different Trading Currencies
SBGSF is traded in USD, while NKT.CO is traded in DKK. To make them comparable, the NKT.CO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SBGSF achieves a 20.61% return, which is significantly lower than NKT.CO's 23.03% return. Over the past 10 years, SBGSF has outperformed NKT.CO with an annualized return of 24.55%, while NKT.CO has yielded a comparatively lower 22.62% 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%
NKT.CO
- 1D
- -4.92%
- 1M
- -10.51%
- YTD
- 23.03%
- 6M
- 24.04%
- 1Y
- 107.70%
- 3Y*
- 38.90%
- 5Y*
- 31.69%
- 10Y*
- 22.62%
SBGSF vs. NKT.CO - 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% |
NKT.CO NKT A/S | 23.03% | 75.06% | 4.25% | 33.11% | 16.86% | 7.47% | 110.59% | 76.41% | -70.10% | 29.95% |
Correlation
The correlation between SBGSF and NKT.CO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2007 | 0.28 |
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Return for Risk
SBGSF vs. NKT.CO — Risk / Return Rank
SBGSF
NKT.CO
SBGSF vs. NKT.CO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SBGSF) and NKT A/S (NKT.CO). 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 | NKT.CO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.46 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 7.95 | -6.28 |
| Martin ratioReturn relative to average drawdown | 4.40 | 22.81 | -18.41 |
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Drawdowns
SBGSF vs. NKT.CO - Drawdown Comparison
The maximum SBGSF drawdown since its inception was -71.65%, smaller than the maximum NKT.CO drawdown of -87.07%. Use the drawdown chart below to compare losses from any high point for SBGSF and NKT.CO.
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Drawdown Indicators
| SBGSF | NKT.CO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.65% | -87.07% | +15.42% |
Max Drawdown (1Y)Largest decline over 1 year | -21.43% | -13.94% | -7.49% |
Max Drawdown (3Y)Largest decline over 3 years | -29.69% | -36.94% | +7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -43.95% | -36.94% | -7.01% |
Max Drawdown (10Y)Largest decline over 10 years | -43.95% | -75.87% | +31.92% |
Current DrawdownCurrent decline from peak | -2.79% | -10.58% | +7.79% |
Average DrawdownAverage peak-to-trough decline | -31.61% | -34.75% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.12% | 4.87% | +3.25% |
Volatility
SBGSF vs. NKT.CO - Volatility Comparison
Schneider Electric S.E. (SBGSF) has a higher volatility of 12.94% compared to NKT A/S (NKT.CO) at 10.78%. This indicates that SBGSF's price experiences larger fluctuations and is considered to be riskier than NKT.CO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBGSF | NKT.CO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.94% | 10.78% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 32.95% | 25.46% | +7.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.67% | 37.93% | +4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.14% | 38.40% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.56% | 41.83% | -6.27% |
Dividends
SBGSF vs. NKT.CO - Dividend Comparison
SBGSF's dividend yield for the trailing twelve months is around 1.52%, while NKT.CO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NKT.CO NKT A/S | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.42% | 2.25% |
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. NKT.CO - Financials Comparison
This section allows you to compare key financial metrics between Schneider Electric S.E. and NKT A/S. 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
SBGSF and NKT.CO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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