SBGSY vs. NVO
SBGSY (Schneider Electric SA) and NVO (Novo Nordisk A/S) are both stocks. SBGSY operates in Specialty Industrial Machinery (Industrials), while NVO operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SBGSY returned 20.31%/yr vs 6.21%/yr for NVO. At a 0.31 correlation, their price movements are largely independent.
Performance
SBGSY vs. NVO - Performance Comparison
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Returns By Period
In the year-to-date period, SBGSY achieves a 21.45% return, which is significantly higher than NVO's -14.57% return. Over the past 10 years, SBGSY has outperformed NVO with an annualized return of 20.31%, while NVO has yielded a comparatively lower 6.21% 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%
NVO
- 1D
- -2.14%
- 1M
- -5.38%
- YTD
- -14.57%
- 6M
- -8.62%
- 1Y
- -38.01%
- 3Y*
- -16.72%
- 5Y*
- 2.89%
- 10Y*
- 6.21%
SBGSY vs. NVO - 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% |
NVO Novo Nordisk A/S | -14.57% | -39.22% | -15.93% | 54.84% | 22.66% | 63.52% | 23.33% | 28.70% | -12.98% | 52.92% |
Correlation
The correlation between SBGSY and NVO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2008 | 0.31 |
Fundamentals
SBGSY:
$187.15B
NVO:
$186.85B
SBGSY:
$2.97
NVO:
$27.42
SBGSY:
22.12
NVO:
1.53
SBGSY:
3.31
NVO:
0.07
SBGSY:
2.38
NVO:
0.57
SBGSY:
7.74
NVO:
0.92
SBGSY:
$78.31B
NVO:
$327.80B
SBGSY:
$32.68B
NVO:
$268.30B
SBGSY:
$15.39B
NVO:
$181.54B
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Return for Risk
SBGSY vs. NVO — Risk / Return Rank
SBGSY
NVO
SBGSY vs. NVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric SA (SBGSY) and Novo Nordisk A/S (NVO). 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 | NVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.72 | ||
| Sortino ratioReturn per unit of downside risk | +2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.88 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | -0.69 | +2.24 |
| Martin ratioReturn relative to average drawdown | 4.18 | -1.03 | +5.21 |
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 | NVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | -0.74 | +1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.08 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.19 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.47 | 0.00 |
Drawdowns
SBGSY vs. NVO - Drawdown Comparison
The maximum SBGSY drawdown since its inception was -47.64%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for SBGSY and NVO.
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Drawdown Indicators
| SBGSY | NVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.64% | -74.70% | +27.06% |
Max Drawdown (1Y)Largest decline over 1 year | -20.86% | -55.03% | +34.17% |
Max Drawdown (3Y)Largest decline over 3 years | -28.61% | -74.70% | +46.09% |
Max Drawdown (5Y)Largest decline over 5 years | -45.04% | -74.70% | +29.66% |
Max Drawdown (10Y)Largest decline over 10 years | -45.04% | -74.70% | +29.66% |
Current DrawdownCurrent decline from peak | -1.65% | -69.48% | +67.83% |
Average DrawdownAverage peak-to-trough decline | -14.20% | -17.76% | +3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.72% | 36.88% | -29.16% |
Volatility
SBGSY vs. NVO - Volatility Comparison
Schneider Electric SA (SBGSY) has a higher volatility of 12.24% compared to Novo Nordisk A/S (NVO) at 7.84%. This indicates that SBGSY's price experiences larger fluctuations and is considered to be riskier than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBGSY | NVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | 7.84% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 25.80% | 37.83% | -12.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.74% | 51.76% | -19.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.53% | 38.21% | -6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.30% | 32.49% | -2.19% |
Dividends
SBGSY vs. NVO - Dividend Comparison
SBGSY's dividend yield for the trailing twelve months is around 1.51%, less than NVO's 4.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 4.29% | 3.31% | 1.68% | 1.00% | 1.20% | 1.35% | 1.87% | 2.14% | 1.45% | 1.52% | 2.87% | 0.92% |
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. NVO - Financials Comparison
This section allows you to compare key financial metrics between Schneider Electric SA and Novo Nordisk A/S. 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. NVO - 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%.
NVO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported a gross profit of 83.23B and revenue of 96.82B. Therefore, the gross margin over that period was 86.0%.
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%.
NVO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported an operating income of 59.62B and revenue of 96.82B, resulting in an operating margin of 61.6%.
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%.
NVO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Novo Nordisk A/S reported a net income of 48.56B and revenue of 96.82B, resulting in a net margin of 50.2%.
Frequently Asked Questions
SBGSY and NVO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBGSY has higher volatility (12.24%) compared to NVO (7.84%). In terms of maximum drawdown, SBGSY dropped -47.64% vs NVO's -74.70%.
SBGSY currently has the higher Sharpe Ratio (0.99 vs -0.74), 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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