SBGSY vs. TTEK
SBGSY (Schneider Electric SA) and TTEK (Tetra Tech, Inc.) are both stocks. Both are in the Industrials sector — SBGSY in Specialty Industrial Machinery, TTEK in Engineering & Construction. Over the past 10 years, SBGSY returned 20.78%/yr vs 18.79%/yr for TTEK. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
SBGSY vs. TTEK - Performance Comparison
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Returns By Period
In the year-to-date period, SBGSY achieves a 28.03% return, which is significantly higher than TTEK's 4.89% return. Over the past 10 years, SBGSY has outperformed TTEK with an annualized return of 20.78%, while TTEK has yielded a comparatively lower 18.79% annualized return.
SBGSY
- 1D
- 3.40%
- 1M
- 10.07%
- 6M
- 18.78%
- YTD
- 28.03%
- 1Y
- 38.50%
- 3Y*
- 27.26%
- 5Y*
- 16.71%
- 10Y*
- 20.78%
- ALL TIME*
- 17.46%
TTEK
- 1D
- 3.55%
- 1M
- 17.16%
- 6M
- -9.84%
- YTD
- 4.89%
- 1Y
- -3.39%
- 3Y*
- 1.89%
- 5Y*
- 5.95%
- 10Y*
- 18.79%
- ALL TIME*
- 15.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.70M | $16.34M | $22.60M | |
TTEK Tetra Tech, Inc. | $115.17M | $93.95M | $104.21M |
SBGSY vs. TTEK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBGSY Schneider Electric SA | 28.03% | 11.96% | 25.23% | 46.80% | -27.00% | 38.04% | 46.46% | 55.68% | -17.99% | 25.87% |
TTEK Tetra Tech, Inc. | 4.89% | -15.19% | 19.98% | 15.74% | -13.96% | 47.46% | 35.34% | 67.76% | 8.39% | 12.57% |
Correlation
The correlation between SBGSY and TTEK is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2008 | 0.39 |
Over the past year, the correlation between SBGSY and TTEK has dropped to 0.11 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
Fundamentals
SBGSY:
$195.28B
TTEK:
$9.09B
SBGSY:
€3.19
TTEK:
$1.66
SBGSY:
18.86
TTEK:
21.06
SBGSY:
2.82
TTEK:
5.39
SBGSY:
2.10
TTEK:
1.81
SBGSY:
7.01
TTEK:
4.91
SBGSY:
€81.78B
TTEK:
$5.07B
SBGSY:
€34.09B
TTEK:
$951.81M
SBGSY:
€16.46B
TTEK:
$667.08M
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Return for Risk
SBGSY vs. TTEK — Risk / Return Rank
SBGSY
TTEK
SBGSY vs. TTEK - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SBGSY | TTEK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.02 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | -0.09 | +1.94 |
| Martin ratioReturn relative to average drawdown | 5.22 | -0.17 | +5.39 |
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Drawdowns
SBGSY vs. TTEK - Drawdown Comparison
The maximum SBGSY drawdown since its inception was -47.64%, 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.
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Drawdown Indicators
| SBGSY | TTEK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.64% | -77.89% | +30.25% |
Max Drawdown (1Y)Largest decline over 1 year | -20.86% | -38.30% | +17.44% |
Max Drawdown (3Y)Largest decline over 3 years | -28.61% | -47.50% | +18.89% |
Max Drawdown (5Y)Largest decline over 5 years | -45.04% | -47.50% | +2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -45.04% | -47.50% | +2.46% |
Current DrawdownCurrent decline from peak | 0.00% | -29.75% | +29.75% |
Average DrawdownAverage peak-to-trough decline | -14.12% | -20.74% | +6.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 19.88% | -12.49% |
Volatility
SBGSY vs. TTEK - Volatility Comparison
Schneider Electric SA (SBGSY) has a higher volatility of 14.28% compared to Tetra Tech, Inc. (TTEK) at 9.68%. This indicates that SBGSY's price experiences larger fluctuations and is considered to be riskier than TTEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBGSY | TTEK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.28% | 9.68% | +4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 30.87% | 28.29% | +2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.05% | 36.92% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.63% | 32.27% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.40% | 32.20% | -1.80% |
Dividends
SBGSY vs. TTEK - Dividend Comparison
SBGSY's dividend yield for the trailing twelve months is around 1.43%, more than TTEK's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBGSY Schneider Electric SA | 1.43% | 1.05% | 1.52% | 1.73% | 2.18% | 1.56% | 1.91% | 2.59% | 3.64% | 2.32% | 2.93% | 1.06% |
TTEK Tetra Tech, Inc. | 0.76% | 0.75% | 0.57% | 0.61% | 0.61% | 0.45% | 0.57% | 0.66% | 0.89% | 0.81% | 0.81% | 1.19% |
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.
Total Revenue: Total amount of money received from sales and other business activities
SBGSY vs. TTEK - Profitability Comparison
SBGSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Schneider Electric SA reported a gross profit of 9.31B and revenue of 21.65B. Therefore, the gross margin over that period was 43.0%.
TTEK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tetra Tech, Inc. reported a gross profit of 243.21M and revenue of 1.31B. Therefore, the gross margin over that period was 18.6%.
SBGSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Schneider Electric SA reported an operating income of 3.95B and revenue of 21.65B, resulting in an operating margin of 18.2%.
TTEK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tetra Tech, Inc. reported an operating income of 157.93M and revenue of 1.31B, resulting in an operating margin of 12.1%.
SBGSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Schneider Electric SA reported a net income of 2.54B and revenue of 21.65B, resulting in a net margin of 11.7%.
TTEK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tetra Tech, Inc. reported a net income of 109.58M and revenue of 1.31B, resulting in a net margin of 8.4%.
Frequently Asked Questions
SBGSY and TTEK have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBGSY has higher volatility (14.28%) compared to TTEK (9.68%). In terms of maximum drawdown, SBGSY dropped -47.64% vs TTEK's -77.89%.
SBGSY currently has the higher Sharpe Ratio (1.07 vs -0.09), 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.
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