SBGSY vs. ETN
SBGSY (Schneider Electric SA) and ETN (Eaton Corporation plc) are both stocks. Both operate in the Specialty Industrial Machinery industry within the Industrials sector. Over the past 10 years, SBGSY returned 20.31%/yr vs 24.08%/yr for ETN. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
SBGSY vs. ETN - Performance Comparison
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Returns By Period
In the year-to-date period, SBGSY achieves a 21.45% return, which is significantly lower than ETN's 33.02% return. Over the past 10 years, SBGSY has underperformed ETN with an annualized return of 20.31%, while ETN has yielded a comparatively higher 24.08% annualized return.
SBGSY
- 1D
- -1.65%
- 1M
- 9.39%
- YTD
- 21.45%
- 6M
- 24.26%
- 1Y
- 32.14%
- 3Y*
- 24.57%
- 5Y*
- 17.62%
- 10Y*
- 20.31%
ETN
- 1D
- 0.86%
- 1M
- -0.02%
- YTD
- 33.02%
- 6M
- 26.26%
- 1Y
- 30.76%
- 3Y*
- 32.92%
- 5Y*
- 25.16%
- 10Y*
- 24.08%
SBGSY vs. ETN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBGSY Schneider Electric SA | 21.45% | 11.96% | 25.23% | 46.80% | -27.00% | 38.04% | 46.46% | 55.68% | -17.99% | 25.87% |
ETN Eaton Corporation plc | 33.02% | -2.79% | 39.51% | 56.22% | -7.18% | 46.70% | 29.88% | 42.76% | -10.04% | 21.54% |
Correlation
The correlation between SBGSY and ETN is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2008 | 0.53 |
The correlation between SBGSY and ETN has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.
Fundamentals
SBGSY:
$187.15B
ETN:
$163.93B
SBGSY:
$2.97
ETN:
$10.22
SBGSY:
22.12
ETN:
41.19
SBGSY:
3.31
ETN:
2.24
SBGSY:
2.38
ETN:
5.76
SBGSY:
7.74
ETN:
8.29
SBGSY:
$78.31B
ETN:
$28.52B
SBGSY:
$32.68B
ETN:
$7.87B
SBGSY:
$15.39B
ETN:
$4.75B
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Return for Risk
SBGSY vs. ETN — Risk / Return Rank
SBGSY
ETN
SBGSY vs. ETN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric SA (SBGSY) and Eaton Corporation plc (ETN). 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 | ETN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.61 | -0.07 |
| Martin ratioReturn relative to average drawdown | 4.18 | 3.53 | +0.65 |
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 | ETN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.97 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.85 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.81 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.42 | +0.05 |
Drawdowns
SBGSY vs. ETN - Drawdown Comparison
The maximum SBGSY drawdown since its inception was -47.64%, smaller than the maximum ETN drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for SBGSY and ETN.
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Drawdown Indicators
| SBGSY | ETN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.64% | -68.95% | +21.31% |
Max Drawdown (1Y)Largest decline over 1 year | -20.86% | -19.14% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -28.61% | -34.46% | +5.85% |
Max Drawdown (5Y)Largest decline over 5 years | -45.04% | -34.46% | -10.58% |
Max Drawdown (10Y)Largest decline over 10 years | -45.04% | -44.55% | -0.49% |
Current DrawdownCurrent decline from peak | -1.65% | -2.46% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -14.20% | -14.90% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.72% | 8.75% | -1.03% |
Volatility
SBGSY vs. ETN - Volatility Comparison
Schneider Electric SA (SBGSY) and Eaton Corporation plc (ETN) have volatilities of 12.24% and 12.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBGSY | ETN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | 12.77% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 25.80% | 25.11% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.74% | 32.08% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.53% | 29.93% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.30% | 29.96% | +0.34% |
Dividends
SBGSY vs. ETN - Dividend Comparison
SBGSY's dividend yield for the trailing twelve months is around 1.51%, more than ETN's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETN Eaton Corporation plc | 1.02% | 1.31% | 1.13% | 1.43% | 2.06% | 1.76% | 1.88% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% |
SBGSY Schneider Electric SA | 1.51% | 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. ETN - Financials Comparison
This section allows you to compare key financial metrics between Schneider Electric SA and Eaton Corporation plc. 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. ETN - Profitability Comparison
SBGSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
ETN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported a gross profit of 0.00 and revenue of 7.45B. Therefore, the gross margin over that period was 0.0%.
SBGSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Schneider Electric SA reported an operating income of 3.15B and revenue of 20.82B, resulting in an operating margin of 15.1%.
ETN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported an operating income of 0.00 and revenue of 7.45B, resulting in an operating margin of 0.0%.
SBGSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Schneider Electric SA reported a net income of 2.25B and revenue of 20.82B, resulting in a net margin of 10.8%.
ETN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported a net income of 866.00M and revenue of 7.45B, resulting in a net margin of 11.6%.
Frequently Asked Questions
SBGSY and ETN have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETN has higher volatility (12.77%) compared to SBGSY (12.24%). In terms of maximum drawdown, SBGSY dropped -47.64% vs ETN's -68.95%.
SBGSY currently has the higher Sharpe Ratio (0.99 vs 0.97), 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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