SBGSY vs. PH

Last updated Jun 4, 2026

SBGSY (Schneider Electric SA) and PH (Parker-Hannifin Corporation) 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 23.92%/yr for PH. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

SBGSY vs. PH - Performance Comparison

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

Returns By Period

In the year-to-date period, SBGSY achieves a 21.45% return, which is significantly higher than PH's -2.81% return. Over the past 10 years, SBGSY has underperformed PH with an annualized return of 20.31%, while PH has yielded a comparatively higher 23.92% 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%

PH

• 1D: 1.73%
• 1M: -1.74%
• YTD: -2.81%
• 6M: -1.72%
• 1Y: 29.10%
• 3Y*: 37.12%
• 5Y*: 24.04%
• 10Y*: 23.92%

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

SBGSY vs. PH - 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%
PH Parker-Hannifin Corporation	-2.81%	39.54%	39.58%	60.81%	-6.91%	18.30%	34.78%	40.75%	-24.00%	44.91%

Correlation

The correlation between SBGSY and PH is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Nov 12, 2008	0.51

The correlation between SBGSY and PH has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.

Fundamentals

Market Cap SBGSY : $187.15B PH : $108.90B
EPS SBGSY : $2.97 PH : $27.11
PE Ratio SBGSY : 22.12 PH : 31.38
PEG Ratio SBGSY : 3.31 PH : 1.32
PS Ratio SBGSY : 2.38 PH : 5.20
PB Ratio SBGSY : 7.74 PH : 7.00
Total Revenue (TTM) SBGSY : $78.31B PH : $20.99B
Gross Profit (TTM) SBGSY : $32.68B PH : $7.81B
EBITDA (TTM) SBGSY : $15.39B PH : $5.31B

Return for Risk

SBGSY vs. PH — Risk / Return Rank

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

SBGSY

SBGSY Risk / Return Rank: 68
SBGSY Sharpe Ratio Rank: 70
SBGSY Sortino Ratio Rank: 66
SBGSY Omega Ratio Rank: 62
SBGSY Calmar Ratio Rank: 69
SBGSY Martin Ratio Rank: 71

PH

PH Risk / Return Rank: 72
PH Sharpe Ratio Rank: 75
PH Sortino Ratio Rank: 71
PH Omega Ratio Rank: 69
PH Calmar Ratio Rank: 68
PH Martin Ratio Rank: 74

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. PH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schneider Electric SA (SBGSY) and Parker-Hannifin Corporation (PH). 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	PH	Difference
Sharpe ratio Return per unit of total volatility	0.99	1.19	-0.21
Sortino ratio Return per unit of downside risk	1.55	1.84	-0.29
Omega ratio Gain probability vs. loss probability	1.18	1.22	-0.04
Calmar ratio Return relative to maximum drawdown	1.55	1.51	+0.04
Martin ratio Return relative to average drawdown	4.18	4.74	-0.56
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. PH - Sharpe Ratio Comparison

The current SBGSY Sharpe Ratio is 0.99, which is comparable to the PH Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SBGSY and PH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SBGSY	PH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	1.19	-0.21
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	0.76	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.44	+0.03

Drawdowns

SBGSY vs. PH - Drawdown Comparison

The maximum SBGSY drawdown since its inception was -47.64%, smaller than the maximum PH drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for SBGSY and PH.

Drawdown Indicators

	SBGSY	PH	Difference
Max Drawdown Largest peak-to-trough decline	-47.64%	-66.92%	+19.28%
Max Drawdown (1Y) Largest decline over 1 year	-20.86%	-19.34%	-1.52%
Max Drawdown (3Y) Largest decline over 3 years	-28.61%	-26.79%	-1.82%
Max Drawdown (5Y) Largest decline over 5 years	-45.04%	-28.64%	-16.40%
Max Drawdown (10Y) Largest decline over 10 years	-45.04%	-54.68%	+9.64%
Current Drawdown Current decline from peak	-1.65%	-16.65%	+15.00%
Average Drawdown Average peak-to-trough decline	-14.20%	-15.33%	+1.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.72%	6.16%	+1.56%

Volatility

SBGSY vs. PH - Volatility Comparison

Schneider Electric SA (SBGSY) has a higher volatility of 12.24% compared to Parker-Hannifin Corporation (PH) at 6.22%. This indicates that SBGSY's price experiences larger fluctuations and is considered to be riskier than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBGSY	PH	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.24%	6.22%	+6.02%
Volatility (6M) Calculated over the trailing 6-month period	25.80%	18.45%	+7.35%
Volatility (1Y) Calculated over the trailing 1-year period	32.74%	24.48%	+8.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.53%	28.59%	+2.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.30%	31.67%	-1.37%

Dividends

SBGSY vs. PH - Dividend Comparison

SBGSY's dividend yield for the trailing twelve months is around 1.51%, more than PH's 0.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PH Parker-Hannifin Corporation	0.87%	0.80%	1.00%	1.25%	1.73%	1.25%	1.29%	1.65%	1.97%	1.32%	1.80%	2.60%
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. PH - Profitability Comparison

The chart below illustrates the profitability comparison between Schneider Electric SA and Parker-Hannifin Corporation 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 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%.

PH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a gross profit of 2.02B and revenue of 5.49B. 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 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%.

PH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported an operating income of 1.13B and revenue of 5.49B, resulting in an operating margin of 20.7%.

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%.

PH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parker-Hannifin Corporation reported a net income of 904.00M and revenue of 5.49B, resulting in a net margin of 16.5%.

Frequently Asked Questions

Can I hold both SBGSY and PH in my portfolio?

SBGSY and PH have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SBGSY or PH?

SBGSY has higher volatility (12.24%) compared to PH (6.22%). In terms of maximum drawdown, SBGSY dropped -47.64% vs PH's -66.92%.

Which has better risk-adjusted returns?

PH currently has the higher Sharpe Ratio (1.19 vs 0.99), 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.