SBGSY vs. ABBN.SW
Compare and contrast key facts about Schneider Electric SA (SBGSY) and ABB Ltd (ABBN.SW).
Performance
SBGSY vs. ABBN.SW - Performance Comparison
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SBGSY vs. ABBN.SW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBGSY Schneider Electric SA | -0.92% | 11.96% | 25.23% | 46.80% | -27.00% | 38.04% | 46.46% | 55.68% | -17.99% | 25.87% |
ABBN.SW ABB Ltd | 7.61% | 40.47% | 25.02% | 50.24% | -10.98% | 40.30% | 22.02% | 32.30% | -26.51% | 31.71% |
Different Trading Currencies
SBGSY is traded in USD, while ABBN.SW is traded in CHF. To make them comparable, the ABBN.SW values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SBGSY achieves a -0.92% return, which is significantly lower than ABBN.SW's 7.61% return. Over the past 10 years, SBGSY has underperformed ABBN.SW with an annualized return of 18.84%, while ABBN.SW has yielded a comparatively higher 20.25% annualized return.
SBGSY
- 1D
- 5.46%
- 1M
- -16.53%
- YTD
- -0.92%
- 6M
- -2.84%
- 1Y
- 19.92%
- 3Y*
- 19.60%
- 5Y*
- 13.87%
- 10Y*
- 18.84%
ABBN.SW
- 1D
- 1.92%
- 1M
- -13.84%
- YTD
- 7.61%
- 6M
- 11.78%
- 1Y
- 57.49%
- 3Y*
- 34.69%
- 5Y*
- 25.87%
- 10Y*
- 20.25%
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Return for Risk
SBGSY vs. ABBN.SW — Risk / Return Rank
SBGSY
ABBN.SW
SBGSY vs. ABBN.SW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric SA (SBGSY) and ABB Ltd (ABBN.SW). 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.
| SBGSY | ABBN.SW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.98 | -1.40 |
Sortino ratioReturn per unit of downside risk | 1.04 | 2.85 | -1.81 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.37 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 3.18 | -2.33 |
Martin ratioReturn relative to average drawdown | 2.36 | 11.36 | -8.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SBGSY | ABBN.SW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.98 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 1.00 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.82 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.36 | +0.08 |
Correlation
The correlation between SBGSY and ABBN.SW is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SBGSY vs. ABBN.SW - Dividend Comparison
SBGSY's dividend yield for the trailing twelve months is around 1.06%, less than ABBN.SW's 1.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBGSY Schneider Electric SA | 1.06% | 1.05% | 1.52% | 1.73% | 2.18% | 1.56% | 1.91% | 2.59% | 3.64% | 2.32% | 2.93% | 1.06% |
ABBN.SW ABB Ltd | 1.49% | 1.52% | 1.77% | 2.25% | 7.33% | 2.38% | 3.35% | 3.55% | 4.32% | 3.01% | 3.57% | 4.15% |
Drawdowns
SBGSY vs. ABBN.SW - Drawdown Comparison
The maximum SBGSY drawdown since its inception was -47.64%, smaller than the maximum ABBN.SW drawdown of -70.16%. Use the drawdown chart below to compare losses from any high point for SBGSY and ABBN.SW.
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Drawdown Indicators
| SBGSY | ABBN.SW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.64% | -97.01% | +49.37% |
Max Drawdown (1Y)Largest decline over 1 year | -20.86% | -14.65% | -6.21% |
Max Drawdown (5Y)Largest decline over 5 years | -45.04% | -28.32% | -16.72% |
Max Drawdown (10Y)Largest decline over 10 years | -45.04% | -40.53% | -4.51% |
Current DrawdownCurrent decline from peak | -16.53% | -10.64% | -5.89% |
Average DrawdownAverage peak-to-trough decline | -14.29% | -35.75% | +21.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.46% | 4.72% | +2.74% |
Volatility
SBGSY vs. ABBN.SW - Volatility Comparison
Schneider Electric SA (SBGSY) has a higher volatility of 13.64% compared to ABB Ltd (ABBN.SW) at 10.50%. This indicates that SBGSY's price experiences larger fluctuations and is considered to be riskier than ABBN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBGSY | ABBN.SW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.64% | 10.50% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 22.42% | 19.62% | +2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.62% | 29.64% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.89% | 26.00% | +4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.97% | 24.65% | +5.32% |
Financials
SBGSY vs. ABBN.SW - Financials Comparison
This section allows you to compare key financial metrics between Schneider Electric SA 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