SBGSY vs. CARR
SBGSY (Schneider Electric SA) and CARR (Carrier Global Corporation) are both stocks. Both are in the Industrials sector — SBGSY in Specialty Industrial Machinery, CARR in Building Products & Equipment. Over the past 5 years, SBGSY returned 16.86%/yr vs 3.79%/yr for CARR. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
SBGSY vs. CARR - Performance Comparison
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Returns By Period
In the year-to-date period, SBGSY achieves a 23.98% return, which is significantly higher than CARR's 18.32% return.
SBGSY
- 1D
- 1.99%
- 1M
- 6.59%
- 6M
- 19.40%
- YTD
- 23.98%
- 1Y
- 37.23%
- 3Y*
- 25.58%
- 5Y*
- 16.86%
- 10Y*
- 20.47%
- ALL TIME*
- 17.26%
CARR
- 1D
- 0.68%
- 1M
- -11.47%
- 6M
- 4.49%
- YTD
- 18.32%
- 1Y
- -6.22%
- 3Y*
- 2.60%
- 5Y*
- 3.79%
- 10Y*
- —
- ALL TIME*
- 28.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $590.03M | $475.98M | $441.62M | |
| $16.82M | $16.85M | $23.14M |
SBGSY vs. CARR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SBGSY Schneider Electric SA | 23.98% | 11.96% | 25.23% | 46.80% | -27.00% | 38.04% | 85.69% |
CARR Carrier Global Corporation | 18.32% | -21.57% | 20.26% | 41.47% | -22.68% | 45.31% | 176.86% |
Correlation
The correlation between SBGSY and CARR is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2020 | 0.45 |
Fundamentals
SBGSY:
$189.10B
CARR:
$50.95B
SBGSY:
€2.96
CARR:
$1.44
SBGSY:
19.67
CARR:
42.91
SBGSY:
2.94
CARR:
0.63
SBGSY:
2.12
CARR:
2.37
SBGSY:
6.86
CARR:
3.95
SBGSY:
€78.31B
CARR:
$22.11B
SBGSY:
€32.68B
CARR:
$5.38B
SBGSY:
€15.39B
CARR:
$2.75B
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Return for Risk
SBGSY vs. CARR — Risk / Return Rank
SBGSY
CARR
SBGSY vs. CARR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric SA (SBGSY) and Carrier Global Corporation (CARR). 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.
| SBGSY | CARR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.99 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | -0.34 | +1.80 |
| Martin ratioReturn relative to average drawdown | 4.12 | -0.68 | +4.80 |
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Drawdowns
SBGSY vs. CARR - Drawdown Comparison
The maximum SBGSY drawdown since its inception was -47.64%, which is greater than CARR's maximum drawdown of -40.82%. Use the drawdown chart below to compare losses from any high point for SBGSY and CARR.
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Drawdown Indicators
| SBGSY | CARR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.64% | -40.82% | -6.82% |
Max Drawdown (1Y)Largest decline over 1 year | -20.86% | -25.38% | +4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -28.61% | -37.91% | +9.30% |
Max Drawdown (5Y)Largest decline over 5 years | -45.04% | -40.82% | -4.22% |
Max Drawdown (10Y)Largest decline over 10 years | -45.04% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -22.92% | +22.92% |
Average DrawdownAverage peak-to-trough decline | -14.13% | -14.20% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 13.38% | -5.96% |
Volatility
SBGSY vs. CARR - Volatility Comparison
Schneider Electric SA (SBGSY) has a higher volatility of 13.94% compared to Carrier Global Corporation (CARR) at 12.94%. This indicates that SBGSY's price experiences larger fluctuations and is considered to be riskier than CARR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBGSY | CARR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.94% | 12.94% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 30.89% | 30.28% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.53% | 35.83% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.61% | 32.34% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.38% | 34.98% | -4.60% |
Dividends
SBGSY vs. CARR - Dividend Comparison
SBGSY's dividend yield for the trailing twelve months is around 1.48%, less than CARR's 1.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CARR Carrier Global Corporation | 1.53% | 1.70% | 1.16% | 1.30% | 1.54% | 0.94% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SBGSY Schneider Electric SA | 1.48% | 1.05% | 1.52% | 1.73% | 2.18% | 1.56% | 1.91% | 2.59% | 3.64% | 2.32% | 2.93% | 1.06% |
Financials
SBGSY vs. CARR - Financials Comparison
This section allows you to compare key financial metrics between Schneider Electric SA and Carrier Global Corporation. 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
SBGSY vs. CARR - Profitability Comparison
SBGSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Schneider Electric SA reported a gross profit of 8.21B and revenue of 20.82B. Therefore, the gross margin over that period was 39.4%.
CARR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Carrier Global Corporation reported a gross profit of 1.73B and revenue of 6.35B. Therefore, the gross margin over that period was 27.2%.
SBGSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Schneider Electric SA reported an operating income of 3.15B and revenue of 20.82B, resulting in an operating margin of 15.1%.
CARR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Carrier Global Corporation reported an operating income of 770.00M and revenue of 6.35B, resulting in an operating margin of 12.1%.
SBGSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Schneider Electric SA reported a net income of 2.25B and revenue of 20.82B, resulting in a net margin of 10.8%.
CARR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Carrier Global Corporation reported a net income of 501.00M and revenue of 6.35B, resulting in a net margin of 7.9%.
Frequently Asked Questions
SBGSY and CARR have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBGSY has higher volatility (13.94%) compared to CARR (12.94%). In terms of maximum drawdown, SBGSY dropped -47.64% vs CARR's -40.82%.
SBGSY currently has the higher Sharpe Ratio (0.84 vs -0.24), 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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