SBGSF vs. XYL
SBGSF (Schneider Electric S.E.) and XYL (Xylem Inc.) are both stocks. Both operate in the Specialty Industrial Machinery industry within the Industrials sector. Over the past 10 years, SBGSF returned 22.93%/yr vs 11.28%/yr for XYL. At a 0.28 correlation, their price movements are largely independent.
Performance
SBGSF vs. XYL - Performance Comparison
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Returns By Period
In the year-to-date period, SBGSF achieves a 10.60% return, which is significantly higher than XYL's -10.34% return. Over the past 10 years, SBGSF has outperformed XYL with an annualized return of 22.93%, while XYL has yielded a comparatively lower 11.28% annualized return.
SBGSF
- 1D
- -2.71%
- 1M
- -1.09%
- 6M
- 9.86%
- YTD
- 10.60%
- 1Y
- 16.72%
- 3Y*
- 20.48%
- 5Y*
- 16.68%
- 10Y*
- 22.93%
XYL
- 1D
- -0.01%
- 1M
- 10.11%
- 6M
- -12.21%
- YTD
- -10.34%
- 1Y
- -6.24%
- 3Y*
- 4.73%
- 5Y*
- 1.25%
- 10Y*
- 11.28%
SBGSF vs. XYL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBGSF Schneider Electric S.E. | 10.60% | 13.58% | 26.32% | 50.15% | -26.06% | 64.38% | 47.24% | 56.42% | -18.39% | 26.54% |
XYL Xylem Inc. | -10.34% | 18.78% | 2.57% | 4.77% | -6.60% | 18.94% | 30.90% | 19.59% | -1.01% | 39.50% |
Correlation
The correlation between SBGSF and XYL 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 | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011 | 0.28 |
Fundamentals
SBGSF:
$168.50B
XYL:
$28.81B
SBGSF:
€14.80
XYL:
$4.02
SBGSF:
17.78
XYL:
30.13
SBGSF:
2.67
XYL:
1.90
SBGSF:
1.91
XYL:
4.24
SBGSF:
6.20
XYL:
2.69
SBGSF:
€78.30B
XYL:
$6.97B
SBGSF:
€32.67B
XYL:
$2.71B
SBGSF:
€15.38B
XYL:
$1.41B
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Return for Risk
SBGSF vs. XYL — Risk / Return Rank
SBGSF
XYL
SBGSF vs. XYL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SBGSF) and Xylem Inc. (XYL). 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 | XYL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.98 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | -0.21 | +0.99 |
| Martin ratioReturn relative to average drawdown | 2.03 | -0.42 | +2.45 |
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Drawdowns
SBGSF vs. XYL - Drawdown Comparison
The maximum SBGSF drawdown since its inception was -71.65%, which is greater than XYL's maximum drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for SBGSF and XYL.
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Drawdown Indicators
| SBGSF | XYL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.65% | -46.69% | -24.96% |
Max Drawdown (1Y)Largest decline over 1 year | -21.43% | -30.04% | +8.61% |
Max Drawdown (3Y)Largest decline over 3 years | -29.69% | -30.04% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -43.95% | -46.69% | +2.74% |
Max Drawdown (10Y)Largest decline over 10 years | -43.95% | -46.69% | +2.74% |
Current DrawdownCurrent decline from peak | -10.85% | -19.95% | +9.10% |
Average DrawdownAverage peak-to-trough decline | -31.54% | -10.46% | -21.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.25% | 15.01% | -6.76% |
Volatility
SBGSF vs. XYL - Volatility Comparison
Schneider Electric S.E. (SBGSF) has a higher volatility of 13.42% compared to Xylem Inc. (XYL) at 6.18%. This indicates that SBGSF's price experiences larger fluctuations and is considered to be riskier than XYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBGSF | XYL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.42% | 6.18% | +7.24% |
Volatility (6M)Calculated over the trailing 6-month period | 33.36% | 19.95% | +13.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.33% | 25.03% | +18.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.10% | 26.16% | +11.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.54% | 27.29% | +8.25% |
Dividends
SBGSF vs. XYL - Dividend Comparison
SBGSF's dividend yield for the trailing twelve months is around 1.65%, more than XYL's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBGSF Schneider Electric S.E. | 1.65% | 3.17% | 1.51% | 3.44% | 4.32% | 12.49% | 3.94% | 2.56% | 4.23% | 2.38% | 0.00% | 0.00% |
XYL Xylem Inc. | 1.37% | 1.17% | 1.24% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% |
Financials
SBGSF vs. XYL - Financials Comparison
This section allows you to compare key financial metrics between Schneider Electric S.E. and Xylem 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
Frequently Asked Questions
SBGSF and XYL 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.
SBGSF has higher volatility (13.42%) compared to XYL (6.18%). In terms of maximum drawdown, SBGSF dropped -71.65% vs XYL's -46.69%.
SBGSF currently has the higher Sharpe Ratio (0.39 vs -0.25), 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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