SBGSY vs. ETN

Last updated Apr 2, 2026

Compare and contrast key facts about Schneider Electric SA (SBGSY) and Eaton Corporation plc (ETN).

Performance

SBGSY vs. ETN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schneider Electric SA (SBGSY) and Eaton Corporation plc (ETN). The values are adjusted to include any dividend payments, if applicable.

SBGSY vs. ETN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SBGSY Schneider Electric SA	0.88%	11.96%	25.23%	46.80%	-27.00%	38.04%	46.46%	55.68%	-17.99%	25.87%
ETN Eaton Corporation plc	15.13%	-2.79%	39.51%	56.22%	-7.18%	46.70%	29.88%	42.76%	-10.04%	21.54%

Fundamentals

Market Cap SBGSY : $157.84B ETN : $142.39B
EPS SBGSY : $2.97 ETN : $10.47
PE Ratio SBGSY : 18.66 ETN : 34.93
PEG Ratio SBGSY : 2.79 ETN : 1.90
PS Ratio SBGSY : 2.01 ETN : 5.20
PB Ratio SBGSY : 6.53 ETN : 7.31
Total Revenue (TTM) SBGSY : $78.31B ETN : $27.45B
Gross Profit (TTM) SBGSY : $32.68B ETN : $10.32B
EBITDA (TTM) SBGSY : $15.39B ETN : $5.90B

Returns By Period

In the year-to-date period, SBGSY achieves a 0.88% return, which is significantly lower than ETN's 15.13% return. Over the past 10 years, SBGSY has underperformed ETN with an annualized return of 19.05%, while ETN has yielded a comparatively higher 21.98% annualized return.

SBGSY

• 1D: 1.82%
• 1M: -11.61%
• YTD: 0.88%
• 6M: -4.05%
• 1Y: 20.60%
• 3Y*: 20.32%
• 5Y*: 14.28%
• 10Y*: 19.05%

ETN

• 1D: 2.21%
• 1M: -2.84%
• YTD: 15.13%
• 6M: -1.64%
• 1Y: 33.74%
• 3Y*: 30.52%
• 5Y*: 23.26%
• 10Y*: 21.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SBGSY vs. ETN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBGSY

SBGSY Risk / Return Rank: 61
SBGSY Sharpe Ratio Rank: 62
SBGSY Sortino Ratio Rank: 56
SBGSY Omega Ratio Rank: 55
SBGSY Calmar Ratio Rank: 64
SBGSY Martin Ratio Rank: 66

ETN

ETN Risk / Return Rank: 71
ETN Sharpe Ratio Rank: 73
ETN Sortino Ratio Rank: 68
ETN Omega Ratio Rank: 66
ETN Calmar Ratio Rank: 75
ETN Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	0.60	0.99	-0.39
Sortino ratio Return per unit of downside risk	1.06	1.51	-0.45
Omega ratio Gain probability vs. loss probability	1.13	1.20	-0.07
Calmar ratio Return relative to maximum drawdown	1.06	1.89	-0.83
Martin ratio Return relative to average drawdown	2.94	4.21	-1.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBGSY vs. ETN - Sharpe Ratio Comparison

The current SBGSY Sharpe Ratio is 0.60, which is lower than the ETN Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SBGSY and ETN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SBGSY	ETN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	0.99	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.80	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.74	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.41	+0.03

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.

Dividends

SBGSY vs. ETN - Dividend Comparison

SBGSY's dividend yield for the trailing twelve months is around 1.04%, less than ETN's 1.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBGSY Schneider Electric SA	1.04%	1.05%	1.52%	1.73%	2.18%	1.56%	1.91%	2.59%	3.64%	2.32%	2.93%	1.06%
ETN Eaton Corporation plc	1.15%	1.31%	1.13%	1.43%	2.06%	1.76%	1.88%	3.00%	3.85%	3.04%	3.40%	4.23%

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.

Drawdown Indicators

	SBGSY	ETN	Difference
Max Drawdown Largest 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 (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 Drawdown Current decline from peak	-15.01%	-7.42%	-7.59%
Average Drawdown Average peak-to-trough decline	-14.29%	-14.93%	+0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.52%	8.58%	-1.06%

Volatility

SBGSY vs. ETN - Volatility Comparison

Schneider Electric SA (SBGSY) has a higher volatility of 12.92% compared to Eaton Corporation plc (ETN) at 10.43%. This indicates that SBGSY's price experiences larger fluctuations and is considered to be riskier than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBGSY	ETN	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.92%	10.43%	+2.49%
Volatility (6M) Calculated over the trailing 6-month period	22.41%	23.39%	-0.98%
Volatility (1Y) Calculated over the trailing 1-year period	34.61%	34.38%	+0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.88%	29.21%	+1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.96%	29.65%	+0.31%

Financials

SBGSY vs. ETN - Profitability Comparison

The chart below illustrates the profitability comparison between Schneider Electric SA and Eaton Corporation plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SBGSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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 Apr 2026, Eaton Corporation plc reported a gross profit of 2.60B and revenue of 7.06B. Therefore, the gross margin over that period was 36.8%.

SBGSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 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 Apr 2026, Eaton Corporation plc reported an operating income of 1.38B and revenue of 7.06B, resulting in an operating margin of 19.5%.

SBGSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 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 Apr 2026, Eaton Corporation plc reported a net income of 1.13B and revenue of 7.06B, resulting in a net margin of 16.1%.