PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SBGSY vs. TTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SBGSY and TTE is 0.52, 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. 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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
12.71%
-9.61%
SBGSY
TTE

Key characteristics

Sharpe Ratio

SBGSY:

1.74

TTE:

-0.13

Sortino Ratio

SBGSY:

2.35

TTE:

-0.04

Omega Ratio

SBGSY:

1.29

TTE:

0.99

Calmar Ratio

SBGSY:

3.13

TTE:

-0.10

Martin Ratio

SBGSY:

8.80

TTE:

-0.23

Ulcer Index

SBGSY:

4.89%

TTE:

10.95%

Daily Std Dev

SBGSY:

24.78%

TTE:

19.68%

Max Drawdown

SBGSY:

-52.02%

TTE:

-59.76%

Current Drawdown

SBGSY:

0.00%

TTE:

-17.40%

Fundamentals

Market Cap

SBGSY:

$153.99B

TTE:

$132.71B

EPS

SBGSY:

$1.54

TTE:

$7.09

PE Ratio

SBGSY:

35.65

TTE:

8.34

PEG Ratio

SBGSY:

2.51

TTE:

7.12

Total Revenue (TTM)

SBGSY:

$18.17B

TTE:

$148.50B

Gross Profit (TTM)

SBGSY:

$7.89B

TTE:

$26.32B

EBITDA (TTM)

SBGSY:

$3.74B

TTE:

$29.59B

Returns By Period

In the year-to-date period, SBGSY achieves a 10.60% return, which is significantly higher than TTE's 8.46% return. Over the past 10 years, SBGSY has outperformed TTE with an annualized return of 16.74%, while TTE has yielded a comparatively lower 7.20% annualized return.


SBGSY

YTD

10.60%

1M

10.11%

6M

10.69%

1Y

42.36%

5Y*

24.52%

10Y*

16.74%

TTE

YTD

8.46%

1M

10.85%

6M

-9.52%

1Y

-1.47%

5Y*

9.07%

10Y*

7.20%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SBGSY vs. TTE — 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 8888
Overall Rank
The Sharpe Ratio Rank of SBGSY is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SBGSY is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SBGSY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SBGSY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of SBGSY is 8989
Martin Ratio Rank

TTE
The Risk-Adjusted Performance Rank of TTE is 3636
Overall Rank
The Sharpe Ratio Rank of TTE is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of TTE is 3030
Sortino Ratio Rank
The Omega Ratio Rank of TTE is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TTE is 3939
Calmar Ratio Rank
The Martin Ratio Rank of TTE is 4040
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. TTE - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SBGSY, currently valued at 1.74, compared to the broader market-2.000.002.004.001.74-0.13
The chart of Sortino ratio for SBGSY, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.006.002.35-0.04
The chart of Omega ratio for SBGSY, currently valued at 1.29, compared to the broader market0.501.001.502.001.290.99
The chart of Calmar ratio for SBGSY, currently valued at 3.13, compared to the broader market0.002.004.006.003.13-0.10
The chart of Martin ratio for SBGSY, currently valued at 8.80, compared to the broader market0.0010.0020.0030.008.80-0.23
SBGSY
TTE

The current SBGSY Sharpe Ratio is 1.74, which is higher than the TTE Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of SBGSY and TTE, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.74
-0.13
SBGSY
TTE

Dividends

SBGSY vs. TTE - Dividend Comparison

SBGSY's dividend yield for the trailing twelve months is around 1.37%, less than TTE's 5.71% yield.


TTM20242023202220212020201920182017201620152014
SBGSY
Schneider Electric SA
1.37%1.52%1.73%2.18%1.56%1.91%2.59%4.01%2.57%3.25%3.63%3.60%
TTE
TotalEnergies SE
5.71%6.19%4.67%6.21%6.10%8.97%3.64%4.75%4.29%4.47%5.06%5.21%

Drawdowns

SBGSY vs. TTE - Drawdown Comparison

The maximum SBGSY drawdown since its inception was -52.02%, smaller than the maximum TTE drawdown of -59.76%. Use the drawdown chart below to compare losses from any high point for SBGSY and TTE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-17.40%
SBGSY
TTE

Volatility

SBGSY vs. TTE - Volatility Comparison

Schneider Electric SA (SBGSY) has a higher volatility of 6.56% compared to TotalEnergies SE (TTE) at 3.80%. 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.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.56%
3.80%
SBGSY
TTE

Financials

SBGSY vs. TTE - Financials Comparison

This section allows you to compare key financial metrics between Schneider Electric SA and TotalEnergies SE. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab