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SBGSY vs. TTEK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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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SBGSY vs. TTEK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBGSY
Schneider Electric SA
0.88%11.96%25.23%46.80%-27.00%38.04%46.46%55.68%-17.99%25.87%
TTEK
Tetra Tech, Inc.
-8.23%-15.19%19.98%15.74%-13.96%47.46%35.34%67.76%8.39%12.57%

Fundamentals

Market Cap

SBGSY:

$157.84B

TTEK:

$8.07B

EPS

SBGSY:

$2.97

TTEK:

$1.33

PE Ratio

SBGSY:

18.66

TTEK:

23.12

PEG Ratio

SBGSY:

2.79

TTEK:

5.92

PS Ratio

SBGSY:

2.01

TTEK:

1.70

PB Ratio

SBGSY:

6.53

TTEK:

4.37

Total Revenue (TTM)

SBGSY:

$78.31B

TTEK:

$4.80B

Gross Profit (TTM)

SBGSY:

$32.68B

TTEK:

$960.24M

EBITDA (TTM)

SBGSY:

$15.39B

TTEK:

$651.82M

Returns By Period

In the year-to-date period, SBGSY achieves a 0.88% return, which is significantly higher than TTEK's -8.23% return. Both investments have delivered pretty close results over the past 10 years, with SBGSY having a 19.05% annualized return and TTEK not far behind at 18.57%.


SBGSY

1D
1.82%
1M
-11.61%
YTD
0.88%
6M
-4.05%
1Y
20.60%
3Y*
20.32%
5Y*
14.28%
10Y*
19.05%

TTEK

1D
2.03%
1M
-14.69%
YTD
-8.23%
6M
-7.09%
1Y
4.74%
3Y*
2.17%
5Y*
2.98%
10Y*
18.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SBGSY vs. TTEK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBGSY
SBGSY Risk / Return Rank: 6161
Overall Rank
SBGSY Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SBGSY Sortino Ratio Rank: 5656
Sortino Ratio Rank
SBGSY Omega Ratio Rank: 5555
Omega Ratio Rank
SBGSY Calmar Ratio Rank: 6464
Calmar Ratio Rank
SBGSY Martin Ratio Rank: 6666
Martin Ratio Rank

TTEK
TTEK Risk / Return Rank: 4444
Overall Rank
TTEK Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TTEK Sortino Ratio Rank: 4141
Sortino Ratio Rank
TTEK Omega Ratio Rank: 4040
Omega Ratio Rank
TTEK Calmar Ratio Rank: 4545
Calmar Ratio Rank
TTEK Martin Ratio Rank: 4747
Martin Ratio Rank
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. 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.


SBGSYTTEKDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.13

+0.47

Sortino ratio

Return per unit of downside risk

1.06

0.48

+0.58

Omega ratio

Gain probability vs. loss probability

1.13

1.06

+0.07

Calmar ratio

Return relative to maximum drawdown

1.06

0.19

+0.87

Martin ratio

Return relative to average drawdown

2.94

0.54

+2.40

SBGSY vs. TTEK - Sharpe Ratio Comparison

The current SBGSY Sharpe Ratio is 0.60, which is higher than the TTEK Sharpe Ratio of 0.13. 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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Sharpe Ratios by Period


SBGSYTTEKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.13

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.09

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.58

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.34

+0.10

Correlation

The correlation between SBGSY and TTEK is 0.41, 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.


Dividends

SBGSY vs. TTEK - Dividend Comparison

SBGSY's dividend yield for the trailing twelve months is around 1.04%, more than TTEK's 0.85% yield.


TTM20252024202320222021202020192018201720162015
SBGSY
Schneider Electric SA
1.04%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.
0.85%0.75%0.57%0.61%0.61%0.45%0.57%0.66%0.89%0.81%0.81%1.19%

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


SBGSYTTEKDifference

Max Drawdown

Largest peak-to-trough decline

-47.64%

-77.89%

+30.25%

Max Drawdown (1Y)

Largest decline over 1 year

-20.86%

-30.04%

+9.18%

Max Drawdown (5Y)

Largest decline over 5 years

-45.04%

-44.38%

-0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-45.04%

-44.38%

-0.66%

Current Drawdown

Current decline from peak

-15.01%

-38.54%

+23.53%

Average Drawdown

Average peak-to-trough decline

-14.29%

-20.55%

+6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.52%

10.72%

-3.20%

Volatility

SBGSY vs. TTEK - Volatility Comparison

Schneider Electric SA (SBGSY) has a higher volatility of 12.92% compared to Tetra Tech, Inc. (TTEK) at 9.40%. 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


SBGSYTTEKDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.92%

9.40%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

22.41%

30.88%

-8.47%

Volatility (1Y)

Calculated over the trailing 1-year period

34.61%

37.23%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.88%

32.10%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.96%

31.96%

-2.00%

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


0.005.00B10.00B15.00B20.00B20212022202320242025
20.82B
1.21B
(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

20.0%25.0%30.0%35.0%40.0%20212022202320242025
39.4%
18.2%
Portfolio components
SBGSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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%.

TTEK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Tetra Tech, Inc. reported a gross profit of 220.37M and revenue of 1.21B. Therefore, the gross margin over that period was 18.2%.

SBGSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Schneider Electric SA reported an operating income of 3.15B and revenue of 20.82B, resulting in an operating margin of 15.1%.

TTEK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Tetra Tech, Inc. reported an operating income of 140.99M and revenue of 1.21B, resulting in an operating margin of 11.7%.

SBGSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Schneider Electric SA reported a net income of 2.25B and revenue of 20.82B, resulting in a net margin of 10.8%.

TTEK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Tetra Tech, Inc. reported a net income of 105.22M and revenue of 1.21B, resulting in a net margin of 8.7%.