SBGSY vs. TTE

Last updated Jun 4, 2026

SBGSY (Schneider Electric SA) and TTE (TotalEnergies SE) are both stocks. SBGSY operates in Specialty Industrial Machinery (Industrials), while TTE operates in Oil & Gas Integrated (Energy). Over the past 10 years, SBGSY returned 20.31%/yr vs 17.18%/yr for TTE. At a 0.19 correlation, their price movements are largely independent.

Performance

SBGSY vs. TTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schneider Electric SA (SBGSY) and TotalEnergies SE (TTE). 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 lower than TTE's 38.40% return. Over the past 10 years, SBGSY has outperformed TTE with an annualized return of 20.31%, while TTE has yielded a comparatively lower 17.18% 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%

TTE

• 1D: 0.20%
• 1M: -2.95%
• YTD: 38.40%
• 6M: 36.94%
• 1Y: 57.68%
• 3Y*: 22.83%
• 5Y*: 26.02%
• 10Y*: 17.18%

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

SBGSY vs. TTE - 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%
TTE TotalEnergies SE	38.40%	31.96%	-11.58%	10.48%	37.55%	56.52%	-9.98%	15.41%	-2.56%	12.42%

Correlation

The correlation between SBGSY and TTE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.18
Correlation (All Time) Calculated using the full available price history since Nov 12, 2008	0.19

The correlation between SBGSY and TTE shifts across timeframes, from -0.04 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SBGSY : $187.15B TTE : $193.85B
EPS SBGSY : $2.97 TTE : $6.84
PE Ratio SBGSY : 22.12 TTE : 13.09
PEG Ratio SBGSY : 3.31 TTE : 11.11
PS Ratio SBGSY : 2.38 TTE : 1.07
PB Ratio SBGSY : 7.74 TTE : 1.58
Total Revenue (TTM) SBGSY : $78.31B TTE : $183.34B
Gross Profit (TTM) SBGSY : $32.68B TTE : $61.59B
EBITDA (TTM) SBGSY : $15.39B TTE : $37.85B

Return for Risk

SBGSY vs. TTE — 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

TTE

TTE Risk / Return Rank: 90
TTE Sharpe Ratio Rank: 90
TTE Sortino Ratio Rank: 87
TTE Omega Ratio Rank: 86
TTE Calmar Ratio Rank: 93
TTE Martin Ratio Rank: 94

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. TTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schneider Electric SA (SBGSY) and TotalEnergies SE (TTE). 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	TTE	Difference
Sharpe ratio Return per unit of total volatility	0.99	2.28	-1.30
Sortino ratio Return per unit of downside risk	1.55	2.92	-1.37
Omega ratio Gain probability vs. loss probability	1.18	1.37	-0.19
Calmar ratio Return relative to maximum drawdown	1.55	5.93	-4.39
Martin ratio Return relative to average drawdown	4.18	16.90	-12.73
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. TTE - Sharpe Ratio Comparison

The current SBGSY Sharpe Ratio is 0.99, which is lower than the TTE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of SBGSY and TTE, 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	TTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	2.28	-1.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.72	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.46	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.19	+0.28

Drawdowns

SBGSY vs. TTE - Drawdown Comparison

The maximum SBGSY drawdown since its inception was -47.64%, smaller than the maximum TTE drawdown of -62.81%. Use the drawdown chart below to compare losses from any high point for SBGSY and TTE.

Drawdown Indicators

	SBGSY	TTE	Difference
Max Drawdown Largest peak-to-trough decline	-47.64%	-62.81%	+15.17%
Max Drawdown (1Y) Largest decline over 1 year	-20.86%	-9.77%	-11.09%
Max Drawdown (3Y) Largest decline over 3 years	-28.61%	-24.51%	-4.10%
Max Drawdown (5Y) Largest decline over 5 years	-45.04%	-24.95%	-20.09%
Max Drawdown (10Y) Largest decline over 10 years	-45.04%	-62.81%	+17.77%
Current Drawdown Current decline from peak	-1.65%	-4.29%	+2.64%
Average Drawdown Average peak-to-trough decline	-14.20%	-18.98%	+4.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.72%	3.43%	+4.29%

Volatility

SBGSY vs. TTE - Volatility Comparison

Schneider Electric SA (SBGSY) has a higher volatility of 12.24% compared to TotalEnergies SE (TTE) at 7.36%. This indicates that SBGSY's price experiences larger fluctuations and is considered to be riskier than TTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBGSY	TTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.24%	7.36%	+4.88%
Volatility (6M) Calculated over the trailing 6-month period	25.80%	18.72%	+7.08%
Volatility (1Y) Calculated over the trailing 1-year period	32.74%	25.44%	+7.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.53%	36.26%	-4.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.30%	37.68%	-7.38%

Dividends

SBGSY vs. TTE - Dividend Comparison

SBGSY's dividend yield for the trailing twelve months is around 1.51%, less than TTE's 4.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
TTE TotalEnergies SE	4.40%	9.64%	9.09%	4.60%	8.41%	27.22%	10.10%	6.52%	4.07%	4.51%	4.77%	5.46%

Financials

SBGSY vs. TTE - Profitability Comparison

The chart below illustrates the profitability comparison between Schneider Electric SA and TotalEnergies SE 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%.

TTE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TotalEnergies SE reported a gross profit of 10.03B and revenue of 48.90B. Therefore, the gross margin over that period was 20.5%.

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%.

TTE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TotalEnergies SE reported an operating income of 10.03B and revenue of 48.90B, resulting in an operating margin of 20.5%.

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%.

TTE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TotalEnergies SE reported a net income of 5.74B and revenue of 48.90B, resulting in a net margin of 11.7%.

Frequently Asked Questions

Can I hold both SBGSY and TTE in my portfolio?

SBGSY and TTE have a correlation of -0.04, 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 TTE?

SBGSY has higher volatility (12.24%) compared to TTE (7.36%). In terms of maximum drawdown, SBGSY dropped -47.64% vs TTE's -62.81%.

Which has better risk-adjusted returns?

TTE currently has the higher Sharpe Ratio (2.28 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.