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SBGSY vs. TT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SBGSY and TT is 0.59, 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. TT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SBGSY:

-0.02

TT:

0.80

Sortino Ratio

SBGSY:

0.38

TT:

1.33

Omega Ratio

SBGSY:

1.05

TT:

1.18

Calmar Ratio

SBGSY:

0.12

TT:

1.04

Martin Ratio

SBGSY:

0.36

TT:

2.70

Ulcer Index

SBGSY:

9.49%

TT:

9.41%

Daily Std Dev

SBGSY:

35.39%

TT:

28.89%

Max Drawdown

SBGSY:

-52.02%

TT:

-77.92%

Current Drawdown

SBGSY:

-14.48%

TT:

-2.98%

Fundamentals

Market Cap

SBGSY:

$136.51B

TT:

$90.26B

EPS

SBGSY:

$1.78

TT:

$12.14

PE Ratio

SBGSY:

27.28

TT:

33.34

PEG Ratio

SBGSY:

1.77

TT:

3.11

PS Ratio

SBGSY:

3.58

TT:

4.44

PB Ratio

SBGSY:

3.89

TT:

12.05

Total Revenue (TTM)

SBGSY:

$38.15B

TT:

$20.31B

Gross Profit (TTM)

SBGSY:

$16.35B

TT:

$7.30B

EBITDA (TTM)

SBGSY:

$7.39B

TT:

$4.06B

Returns By Period

In the year-to-date period, SBGSY achieves a -2.20% return, which is significantly lower than TT's 9.88% return. Over the past 10 years, SBGSY has underperformed TT with an annualized return of 14.62%, while TT has yielded a comparatively higher 24.42% annualized return.


SBGSY

YTD

-2.20%

1M

5.89%

6M

-6.27%

1Y

-2.31%

5Y*

24.82%

10Y*

14.62%

TT

YTD

9.88%

1M

17.04%

6M

-0.95%

1Y

23.12%

5Y*

41.68%

10Y*

24.42%

*Annualized

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Risk-Adjusted Performance

SBGSY vs. TT — Risk-Adjusted Performance Rank

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

SBGSY
The Risk-Adjusted Performance Rank of SBGSY is 5050
Overall Rank
The Sharpe Ratio Rank of SBGSY is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SBGSY is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SBGSY is 4848
Omega Ratio Rank
The Calmar Ratio Rank of SBGSY is 5454
Calmar Ratio Rank
The Martin Ratio Rank of SBGSY is 5353
Martin Ratio Rank

TT
The Risk-Adjusted Performance Rank of TT is 7777
Overall Rank
The Sharpe Ratio Rank of TT is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of TT is 7575
Sortino Ratio Rank
The Omega Ratio Rank of TT is 7373
Omega Ratio Rank
The Calmar Ratio Rank of TT is 8383
Calmar Ratio Rank
The Martin Ratio Rank of TT is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SBGSY vs. TT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schneider Electric SA (SBGSY) and Trane Technologies plc (TT). 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.


The current SBGSY Sharpe Ratio is -0.02, which is lower than the TT Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of SBGSY and TT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SBGSY vs. TT - Dividend Comparison

SBGSY's dividend yield for the trailing twelve months is around 1.55%, more than TT's 0.85% yield.


TTM20242023202220212020201920182017201620152014
SBGSY
Schneider Electric SA
1.55%1.52%1.73%2.18%1.56%1.91%2.59%4.01%2.57%3.25%3.63%3.60%
TT
Trane Technologies plc
0.85%0.91%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%

Drawdowns

SBGSY vs. TT - Drawdown Comparison

The maximum SBGSY drawdown since its inception was -52.02%, smaller than the maximum TT drawdown of -77.92%. Use the drawdown chart below to compare losses from any high point for SBGSY and TT. For additional features, visit the drawdowns tool.


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Volatility

SBGSY vs. TT - Volatility Comparison

Schneider Electric SA (SBGSY) has a higher volatility of 11.70% compared to Trane Technologies plc (TT) at 11.07%. This indicates that SBGSY's price experiences larger fluctuations and is considered to be riskier than TT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SBGSY vs. TT - Financials Comparison

This section allows you to compare key financial metrics between Schneider Electric SA and Trane Technologies 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00B20.00B20212022202320242025
19.98B
4.69B
(SBGSY) Total Revenue
(TT) Total Revenue
Values in USD except per share items

SBGSY vs. TT - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%20212022202320242025
41.9%
35.8%
(SBGSY) Gross Margin
(TT) Gross Margin
SBGSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Schneider Electric SA reported a gross profit of 8.38B and revenue of 19.98B. Therefore, the gross margin over that period was 41.9%.

TT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Trane Technologies plc reported a gross profit of 1.68B and revenue of 4.69B. Therefore, the gross margin over that period was 35.8%.

SBGSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Schneider Electric SA reported an operating income of 3.44B and revenue of 19.98B, resulting in an operating margin of 17.2%.

TT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Trane Technologies plc reported an operating income of 818.90M and revenue of 4.69B, resulting in an operating margin of 17.5%.

SBGSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Schneider Electric SA reported a net income of 2.39B and revenue of 19.98B, resulting in a net margin of 12.0%.

TT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Trane Technologies plc reported a net income of 604.90M and revenue of 4.69B, resulting in a net margin of 12.9%.