SDVKY vs. SU.PA
Compare and contrast key facts about Sandvik AB ADR (SDVKY) and Schneider Electric S.E. (SU.PA).
Performance
SDVKY vs. SU.PA - Performance Comparison
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SDVKY vs. SU.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDVKY Sandvik AB ADR | 22.32% | 85.81% | -15.33% | 22.68% | -30.13% | 16.98% | 26.49% | 38.20% | -15.56% | 48.37% |
SU.PA Schneider Electric S.E. | 0.84% | 12.59% | 26.19% | 46.36% | -27.10% | 38.52% | 45.34% | 54.98% | -17.23% | 25.79% |
Different Trading Currencies
SDVKY is traded in USD, while SU.PA is traded in EUR. To make them comparable, the SU.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SDVKY achieves a 22.32% return, which is significantly higher than SU.PA's 0.84% return. Over the past 10 years, SDVKY has underperformed SU.PA with an annualized return of 18.28%, while SU.PA has yielded a comparatively higher 19.26% annualized return.
SDVKY
- 1D
- 2.76%
- 1M
- -7.94%
- YTD
- 22.32%
- 6M
- 41.40%
- 1Y
- 92.62%
- 3Y*
- 26.46%
- 5Y*
- 11.15%
- 10Y*
- 18.28%
SU.PA
- 1D
- 5.12%
- 1M
- -11.11%
- YTD
- 0.84%
- 6M
- -3.14%
- 1Y
- 21.55%
- 3Y*
- 20.74%
- 5Y*
- 14.61%
- 10Y*
- 19.26%
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Return for Risk
SDVKY vs. SU.PA — Risk / Return Rank
SDVKY
SU.PA
SDVKY vs. SU.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sandvik AB ADR (SDVKY) and Schneider Electric S.E. (SU.PA). 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.
| SDVKY | SU.PA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.89 | 0.66 | +2.23 |
Sortino ratioReturn per unit of downside risk | 3.62 | 1.10 | +2.51 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.14 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 4.60 | 1.80 | +2.80 |
Martin ratioReturn relative to average drawdown | 18.27 | 4.99 | +13.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDVKY | SU.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.89 | 0.66 | +2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.47 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.66 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.33 | -0.19 |
Correlation
The correlation between SDVKY and SU.PA is 0.57, 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
SDVKY vs. SU.PA - Dividend Comparison
SDVKY's dividend yield for the trailing twelve months is around 1.51%, less than SU.PA's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDVKY Sandvik AB ADR | 1.51% | 1.85% | 2.84% | 2.26% | 6.62% | 2.75% | 0.00% | 2.32% | 3.02% | 3.50% | 7.83% | 4.86% |
SU.PA Schneider Electric S.E. | 1.63% | 1.66% | 1.45% | 1.73% | 2.22% | 1.51% | 2.16% | 2.57% | 3.68% | 2.88% | 3.03% | 3.65% |
Drawdowns
SDVKY vs. SU.PA - Drawdown Comparison
The maximum SDVKY drawdown since its inception was -79.04%, which is greater than SU.PA's maximum drawdown of -64.39%. Use the drawdown chart below to compare losses from any high point for SDVKY and SU.PA.
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Drawdown Indicators
| SDVKY | SU.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.04% | -74.24% | -4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -20.12% | -17.76% | -2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -51.26% | -35.98% | -15.28% |
Max Drawdown (10Y)Largest decline over 10 years | -51.26% | -35.98% | -15.28% |
Current DrawdownCurrent decline from peak | -10.57% | -13.28% | +2.71% |
Average DrawdownAverage peak-to-trough decline | -26.29% | -19.90% | -6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 6.99% | -1.93% |
Volatility
SDVKY vs. SU.PA - Volatility Comparison
Sandvik AB ADR (SDVKY) has a higher volatility of 14.68% compared to Schneider Electric S.E. (SU.PA) at 11.80%. This indicates that SDVKY's price experiences larger fluctuations and is considered to be riskier than SU.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDVKY | SU.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.68% | 11.80% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 21.73% | 21.39% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.19% | 32.36% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.70% | 30.70% | +3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.09% | 28.80% | +4.29% |
Financials
SDVKY vs. SU.PA - Financials Comparison
This section allows you to compare key financial metrics between Sandvik AB ADR and Schneider Electric S.E.. 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