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

Correlation

The correlation between SBGSY and TTEK is 0.60, 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. TTEK - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SBGSY:

-0.02

TTEK:

-0.47

Sortino Ratio

SBGSY:

0.38

TTEK:

-0.48

Omega Ratio

SBGSY:

1.05

TTEK:

0.93

Calmar Ratio

SBGSY:

0.12

TTEK:

-0.36

Martin Ratio

SBGSY:

0.36

TTEK:

-0.70

Ulcer Index

SBGSY:

9.49%

TTEK:

22.63%

Daily Std Dev

SBGSY:

35.39%

TTEK:

33.70%

Max Drawdown

SBGSY:

-52.02%

TTEK:

-77.89%

Current Drawdown

SBGSY:

-14.48%

TTEK:

-29.63%

Fundamentals

Market Cap

SBGSY:

$136.08B

TTEK:

$9.50B

EPS

SBGSY:

$1.78

TTEK:

$0.69

PE Ratio

SBGSY:

27.28

TTEK:

51.36

PEG Ratio

SBGSY:

1.77

TTEK:

2.23

PS Ratio

SBGSY:

3.57

TTEK:

2.11

PB Ratio

SBGSY:

3.89

TTEK:

5.53

Total Revenue (TTM)

SBGSY:

$38.15B

TTEK:

$4.14B

Gross Profit (TTM)

SBGSY:

$16.35B

TTEK:

$689.93M

EBITDA (TTM)

SBGSY:

$7.39B

TTEK:

$356.73M

Returns By Period

In the year-to-date period, SBGSY achieves a -2.20% return, which is significantly higher than TTEK's -10.88% return. Over the past 10 years, SBGSY has underperformed TTEK with an annualized return of 14.88%, while TTEK has yielded a comparatively higher 23.92% annualized return.


SBGSY

YTD

-2.20%

1M

9.05%

6M

-6.27%

1Y

-2.31%

5Y*

24.80%

10Y*

14.88%

TTEK

YTD

-10.88%

1M

21.12%

6M

-24.05%

1Y

-16.18%

5Y*

22.53%

10Y*

23.92%

*Annualized

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Risk-Adjusted Performance

SBGSY vs. TTEK — 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 5252
Overall Rank
The Sharpe Ratio Rank of SBGSY is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of SBGSY is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SBGSY is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SBGSY is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SBGSY is 5656
Martin Ratio Rank

TTEK
The Risk-Adjusted Performance Rank of TTEK is 2828
Overall Rank
The Sharpe Ratio Rank of TTEK is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of TTEK is 2424
Sortino Ratio Rank
The Omega Ratio Rank of TTEK is 2323
Omega Ratio Rank
The Calmar Ratio Rank of TTEK is 2929
Calmar Ratio Rank
The Martin Ratio Rank of TTEK is 3737
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. TTEK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schneider Electric SA (SBGSY) and Tetra Tech, Inc. (TTEK). 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 higher than the TTEK Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of SBGSY and TTEK, 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. TTEK - Dividend Comparison

SBGSY's dividend yield for the trailing twelve months is around 1.56%, more than TTEK's 0.65% yield.


TTM20242023202220212020201920182017201620152014
SBGSY
Schneider Electric SA
1.56%1.53%1.71%2.20%1.56%1.90%2.58%4.01%2.62%3.30%3.63%3.56%
TTEK
Tetra Tech, Inc.
0.65%0.57%0.61%0.61%0.45%0.57%0.66%0.89%0.81%0.81%1.19%0.79%

Drawdowns

SBGSY vs. TTEK - Drawdown Comparison

The maximum SBGSY drawdown since its inception was -52.02%, smaller than the maximum TTEK drawdown of -77.89%. Use the drawdown chart below to compare losses from any high point for SBGSY and TTEK. For additional features, visit the drawdowns tool.


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Volatility

SBGSY vs. TTEK - Volatility Comparison

The current volatility for Schneider Electric SA (SBGSY) is 11.70%, while Tetra Tech, Inc. (TTEK) has a volatility of 13.32%. This indicates that SBGSY experiences smaller price fluctuations and is considered to be less risky than TTEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SBGSY vs. TTEK - Financials Comparison

This section allows you to compare key financial metrics between Schneider Electric SA and Tetra Tech, Inc.. 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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
19.98B
1.42B
(SBGSY) Total Revenue
(TTEK) Total Revenue
Values in USD except per share items

SBGSY vs. TTEK - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%40.0%45.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
41.9%
15.6%
(SBGSY) Gross Margin
(TTEK) 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%.

TTEK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Tetra Tech, Inc. reported a gross profit of 221.48M and revenue of 1.42B. Therefore, the gross margin over that period was 15.6%.

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%.

TTEK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Tetra Tech, Inc. reported an operating income of 22.53M and revenue of 1.42B, resulting in an operating margin of 1.6%.

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%.

TTEK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Tetra Tech, Inc. reported a net income of 747.00K and revenue of 1.42B, resulting in a net margin of 0.1%.