SBGSY vs. ETN
Compare and contrast key facts about Schneider Electric SA (SBGSY) and Eaton Corporation plc (ETN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBGSY or ETN.
Key characteristics
| SBGSY | ETN | |
|---|---|---|
| YTD Return | 27.95% | 55.12% |
| 1Y Return | 50.01% | 67.83% |
| 3Y Return (Ann) | 14.74% | 31.42% |
| 5Y Return (Ann) | 24.22% | 35.25% |
| 10Y Return (Ann) | 15.69% | 21.99% |
| Sharpe Ratio | 2.01 | 2.49 |
| Sortino Ratio | 2.60 | 3.04 |
| Omega Ratio | 1.33 | 1.44 |
| Calmar Ratio | 3.58 | 3.46 |
| Martin Ratio | 12.14 | 11.16 |
| Ulcer Index | 4.05% | 6.13% |
| Daily Std Dev | 24.43% | 27.42% |
| Max Drawdown | -52.02% | -68.95% |
| Current Drawdown | -7.43% | -0.80% |
Fundamentals
| SBGSY | ETN | |
|---|---|---|
| Market Cap | $149.89B | $145.82B |
| EPS | $1.54 | $9.41 |
| PE Ratio | 32.94 | 39.21 |
| PEG Ratio | 2.30 | 3.21 |
| Total Revenue (TTM) | $36.44B | $24.61B |
| Gross Profit (TTM) | $14.98B | $9.52B |
| EBITDA (TTM) | $6.97B | $4.99B |
Correlation
The correlation between SBGSY and ETN is 0.53, 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.
Performance
SBGSY vs. ETN - Performance Comparison
In the year-to-date period, SBGSY achieves a 27.95% return, which is significantly lower than ETN's 55.12% return. Over the past 10 years, SBGSY has underperformed ETN with an annualized return of 15.69%, while ETN has yielded a comparatively higher 21.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SBGSY vs. ETN - Risk-Adjusted Performance 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.
Dividends
SBGSY vs. ETN - Dividend Comparison
SBGSY's dividend yield for the trailing twelve months is around 1.49%, more than ETN's 1.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBGSY Schneider Electric SA | 1.49% | 1.73% | 2.18% | 1.56% | 1.91% | 2.59% | 4.01% | 2.57% | 3.25% | 3.63% | 3.60% | 2.79% |
ETN Eaton Corporation plc | 1.02% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% | 2.21% |
Drawdowns
SBGSY vs. ETN - Drawdown Comparison
The maximum SBGSY drawdown since its inception was -52.02%, 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. For additional features, visit the drawdowns tool.
Volatility
SBGSY vs. ETN - Volatility Comparison
Schneider Electric SA (SBGSY) and Eaton Corporation plc (ETN) have volatilities of 8.40% and 8.65%, 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.
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