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

Correlation

The correlation between SBGSY and TT is 0.48, 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.


-0.50.00.51.00.5

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.

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
620.54%
2,073.24%
SBGSY
TT

Key characteristics

Sharpe Ratio

SBGSY:

1.19

TT:

2.56

Sortino Ratio

SBGSY:

1.69

TT:

3.33

Omega Ratio

SBGSY:

1.21

TT:

1.43

Calmar Ratio

SBGSY:

2.13

TT:

6.03

Martin Ratio

SBGSY:

6.29

TT:

20.45

Ulcer Index

SBGSY:

4.67%

TT:

2.92%

Daily Std Dev

SBGSY:

24.71%

TT:

23.29%

Max Drawdown

SBGSY:

-52.02%

TT:

-77.92%

Current Drawdown

SBGSY:

-9.00%

TT:

-9.85%

Fundamentals

Market Cap

SBGSY:

$144.14B

TT:

$88.16B

EPS

SBGSY:

$1.51

TT:

$10.92

PE Ratio

SBGSY:

34.01

TT:

35.88

PEG Ratio

SBGSY:

2.38

TT:

2.81

Total Revenue (TTM)

SBGSY:

$36.44B

TT:

$19.39B

Gross Profit (TTM)

SBGSY:

$14.98B

TT:

$6.84B

EBITDA (TTM)

SBGSY:

$6.97B

TT:

$3.73B

Returns By Period

In the year-to-date period, SBGSY achieves a 25.78% return, which is significantly lower than TT's 56.18% return. Over the past 10 years, SBGSY has underperformed TT with an annualized return of 15.92%, while TT has yielded a comparatively higher 24.59% annualized return.


SBGSY

YTD

25.78%

1M

-0.16%

6M

2.87%

1Y

27.21%

5Y*

22.30%

10Y*

15.92%

TT

YTD

56.18%

1M

-9.03%

6M

13.37%

1Y

57.15%

5Y*

31.28%

10Y*

24.59%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SBGSY, currently valued at 1.19, compared to the broader market-4.00-2.000.002.001.192.56
The chart of Sortino ratio for SBGSY, currently valued at 1.69, compared to the broader market-4.00-2.000.002.004.001.693.33
The chart of Omega ratio for SBGSY, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.43
The chart of Calmar ratio for SBGSY, currently valued at 2.13, compared to the broader market0.002.004.006.002.136.03
The chart of Martin ratio for SBGSY, currently valued at 6.29, compared to the broader market-5.000.005.0010.0015.0020.0025.006.2920.45
SBGSY
TT

The current SBGSY Sharpe Ratio is 1.19, which is lower than the TT Sharpe Ratio of 2.56. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.19
2.56
SBGSY
TT

Dividends

SBGSY vs. TT - Dividend Comparison

SBGSY's dividend yield for the trailing twelve months is around 1.51%, more than TT's 0.89% yield.


TTM20232022202120202019201820172016201520142013
SBGSY
Schneider Electric SA
1.51%1.73%2.18%1.56%1.91%2.59%4.01%2.57%3.25%3.63%3.60%2.79%
TT
Trane Technologies plc
0.89%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%1.09%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.00%
-9.85%
SBGSY
TT

Volatility

SBGSY vs. TT - Volatility Comparison

Schneider Electric SA (SBGSY) has a higher volatility of 6.30% compared to Trane Technologies plc (TT) at 5.34%. 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%JulyAugustSeptemberOctoberNovemberDecember
6.30%
5.34%
SBGSY
TT

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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