SBGSF vs. TRV
SBGSF (Schneider Electric S.E.) and TRV (The Travelers Companies, Inc.) are both stocks. SBGSF operates in Specialty Industrial Machinery (Industrials), while TRV operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, SBGSF returned 23.49%/yr vs 14.78%/yr for TRV. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
SBGSF vs. TRV - Performance Comparison
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Returns By Period
In the year-to-date period, SBGSF achieves a 24.16% return, which is significantly lower than TRV's 30.07% return. Over the past 10 years, SBGSF has outperformed TRV with an annualized return of 23.49%, while TRV has yielded a comparatively lower 14.78% annualized return.
SBGSF
- 1D
- 2.54%
- 1M
- 6.92%
- 6M
- 17.74%
- YTD
- 24.16%
- 1Y
- 36.02%
- 3Y*
- 26.28%
- 5Y*
- 18.16%
- 10Y*
- 23.49%
- ALL TIME*
- 8.13%
TRV
- 1D
- -0.43%
- 1M
- 9.36%
- 6M
- 32.61%
- YTD
- 30.07%
- 1Y
- 47.23%
- 3Y*
- 31.86%
- 5Y*
- 22.60%
- 10Y*
- 14.78%
- ALL TIME*
- 11.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $597.13K | $460.38K | $472.34K | |
| $902.70M | $763.57M | $614.43M |
SBGSF vs. TRV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBGSF Schneider Electric S.E. | 24.16% | 13.58% | 26.32% | 50.15% | -26.06% | 64.38% | 47.24% | 56.42% | -18.39% | 26.54% |
TRV The Travelers Companies, Inc. | 30.07% | 22.38% | 28.76% | 3.93% | 22.42% | 13.96% | 5.31% | 17.00% | -9.64% | 13.36% |
Correlation
The correlation between SBGSF and TRV is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2007 | 0.15 |
The correlation between SBGSF and TRV shifts across timeframes, from -0.05 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SBGSF:
$189.65B
TRV:
$78.08B
SBGSF:
€15.86
TRV:
$37.59
SBGSF:
18.39
TRV:
9.96
SBGSF:
2.77
TRV:
0.46
SBGSF:
2.04
TRV:
1.69
SBGSF:
6.80
TRV:
2.41
SBGSF:
€81.32B
TRV:
$48.98B
SBGSF:
€33.89B
TRV:
$17.01B
SBGSF:
€16.36B
TRV:
$11.31B
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Return for Risk
SBGSF vs. TRV — Risk / Return Rank
SBGSF
TRV
SBGSF vs. TRV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SBGSF) and The Travelers Companies, Inc. (TRV). 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 | TRV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.41 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 5.58 | -4.33 |
| Martin ratioReturn relative to average drawdown | 3.58 | 14.16 | -10.58 |
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Drawdowns
SBGSF vs. TRV - Drawdown Comparison
The maximum SBGSF drawdown since its inception was -71.65%, which is greater than TRV's maximum drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for SBGSF and TRV.
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Drawdown Indicators
| SBGSF | TRV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.65% | -55.11% | -16.54% |
Max Drawdown (1Y)Largest decline over 1 year | -21.43% | -8.31% | -13.12% |
Max Drawdown (3Y)Largest decline over 3 years | -29.69% | -12.47% | -17.22% |
Max Drawdown (5Y)Largest decline over 5 years | -43.95% | -18.90% | -25.05% |
Max Drawdown (10Y)Largest decline over 10 years | -43.95% | -46.28% | +2.33% |
Current DrawdownCurrent decline from peak | 0.00% | -5.75% | +5.75% |
Average DrawdownAverage peak-to-trough decline | -31.47% | -11.07% | -20.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.57% | 3.27% | +4.30% |
Volatility
SBGSF vs. TRV - Volatility Comparison
Schneider Electric S.E. (SBGSF) has a higher volatility of 15.02% compared to The Travelers Companies, Inc. (TRV) at 11.55%. This indicates that SBGSF's price experiences larger fluctuations and is considered to be riskier than TRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBGSF | TRV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.02% | 11.55% | +3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 35.20% | 16.55% | +18.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.05% | 20.71% | +23.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.40% | 22.24% | +16.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.76% | 24.65% | +11.11% |
Dividends
SBGSF vs. TRV - Dividend Comparison
SBGSF's dividend yield for the trailing twelve months is around 1.47%, more than TRV's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBGSF Schneider Electric S.E. | 1.47% | 3.17% | 1.51% | 3.44% | 4.32% | 12.49% | 3.94% | 2.56% | 4.23% | 2.38% | 0.00% | 0.00% |
TRV The Travelers Companies, Inc. | 1.22% | 1.50% | 1.72% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% |
Financials
SBGSF vs. TRV - Financials Comparison
This section allows you to compare key financial metrics between Schneider Electric S.E. and The Travelers Companies, Inc.. 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. TRV - Profitability Comparison
SBGSF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Schneider Electric S.E. reported a gross profit of 9.11B and revenue of 21.19B. Therefore, the gross margin over that period was 43.0%.
TRV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Travelers Companies, Inc. reported a gross profit of 4.45B and revenue of 12.15B. Therefore, the gross margin over that period was 36.6%.
SBGSF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Schneider Electric S.E. reported an operating income of 3.86B and revenue of 21.19B, resulting in an operating margin of 18.2%.
TRV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Travelers Companies, Inc. reported an operating income of 2.88B and revenue of 12.15B, resulting in an operating margin of 23.7%.
SBGSF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Schneider Electric S.E. reported a net income of 2.48B and revenue of 21.19B, resulting in a net margin of 11.7%.
TRV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Travelers Companies, Inc. reported a net income of 2.21B and revenue of 12.15B, resulting in a net margin of 18.2%.
Frequently Asked Questions
SBGSF and TRV have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBGSF has higher volatility (15.02%) compared to TRV (11.55%). In terms of maximum drawdown, SBGSF dropped -71.65% vs TRV's -55.11%.
TRV currently has the higher Sharpe Ratio (2.24 vs 0.61), 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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