SKBSY vs. SBGSY
SKBSY (Skanska AB ser. B ADR) and SBGSY (Schneider Electric SA) are both stocks. Both are in the Industrials sector — SKBSY in Engineering & Construction, SBGSY in Specialty Industrial Machinery. Over the past 10 years, SKBSY returned 8.43%/yr vs 20.31%/yr for SBGSY. At a 0.28 correlation, their price movements are largely independent.
Performance
SKBSY vs. SBGSY - Performance Comparison
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Returns By Period
In the year-to-date period, SKBSY achieves a 1.60% return, which is significantly lower than SBGSY's 13.46% return. Over the past 10 years, SKBSY has underperformed SBGSY with an annualized return of 8.43%, while SBGSY has yielded a comparatively higher 20.31% annualized return.
SKBSY
- 1D
- -0.83%
- 1M
- 2.91%
- 6M
- -5.58%
- YTD
- 1.60%
- 1Y
- 17.20%
- 3Y*
- 28.34%
- 5Y*
- 4.17%
- 10Y*
- 8.43%
SBGSY
- 1D
- -0.49%
- 1M
- 0.16%
- 6M
- 13.53%
- YTD
- 13.46%
- 1Y
- 18.54%
- 3Y*
- 21.79%
- 5Y*
- 15.49%
- 10Y*
- 20.31%
SKBSY vs. SBGSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SKBSY Skanska AB ser. B ADR | 1.60% | 41.62% | 19.14% | 19.90% | -36.16% | 3.94% | 20.80% | 56.04% | -19.03% | -6.65% |
SBGSY Schneider Electric SA | 13.46% | 11.96% | 25.23% | 46.80% | -27.00% | 38.04% | 46.46% | 55.68% | -17.99% | 25.87% |
Correlation
The correlation between SKBSY and SBGSY is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2010 | 0.28 |
Over the past year, SKBSY and SBGSY have become more correlated (0.54) than their long-term average of 0.28, meaning their price movements have been converging.
Fundamentals
SKBSY:
$10.89B
SBGSY:
$172.60B
SKBSY:
SEK 13.92
SBGSY:
€2.96
SKBSY:
18.25
SBGSY:
18.12
SKBSY:
0.61
SBGSY:
1.95
SKBSY:
1.82
SBGSY:
6.32
SKBSY:
SEK 173.70B
SBGSY:
€78.31B
SKBSY:
SEK 15.05B
SBGSY:
€32.68B
SKBSY:
SEK 8.18B
SBGSY:
€15.39B
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Return for Risk
SKBSY vs. SBGSY — Risk / Return Rank
SKBSY
SBGSY
SKBSY vs. SBGSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Skanska AB ser. B ADR (SKBSY) and Schneider Electric SA (SBGSY). 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.
| SKBSY | SBGSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.11 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 0.86 | +0.01 |
| Martin ratioReturn relative to average drawdown | 2.14 | 2.27 | -0.12 |
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Drawdowns
SKBSY vs. SBGSY - Drawdown Comparison
The maximum SKBSY drawdown since its inception was -58.21%, which is greater than SBGSY's maximum drawdown of -47.64%. Use the drawdown chart below to compare losses from any high point for SKBSY and SBGSY.
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Drawdown Indicators
| SKBSY | SBGSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -47.64% | -10.57% |
Max Drawdown (1Y)Largest decline over 1 year | -18.67% | -20.86% | +2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -20.08% | -28.61% | +8.53% |
Max Drawdown (5Y)Largest decline over 5 years | -58.21% | -45.04% | -13.17% |
Max Drawdown (10Y)Largest decline over 10 years | -58.21% | -45.04% | -13.17% |
Current DrawdownCurrent decline from peak | -11.75% | -8.28% | -3.47% |
Average DrawdownAverage peak-to-trough decline | -17.08% | -14.15% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.61% | 7.93% | -0.32% |
Volatility
SKBSY vs. SBGSY - Volatility Comparison
The current volatility for Skanska AB ser. B ADR (SKBSY) is 8.45%, while Schneider Electric SA (SBGSY) has a volatility of 12.40%. This indicates that SKBSY experiences smaller price fluctuations and is considered to be less risky than SBGSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKBSY | SBGSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.45% | 12.40% | -3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 22.69% | 28.86% | -6.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.22% | 34.94% | -5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.41% | 32.11% | +3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.93% | 30.11% | +4.82% |
Dividends
SKBSY vs. SBGSY - Dividend Comparison
SKBSY's dividend yield for the trailing twelve months is around 5.70%, more than SBGSY's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBGSY Schneider Electric SA | 1.61% | 1.05% | 1.52% | 1.73% | 2.18% | 1.56% | 1.91% | 2.59% | 3.64% | 2.32% | 2.93% | 1.06% |
SKBSY Skanska AB ser. B ADR | 5.70% | 5.91% | 2.50% | 3.98% | 6.64% | 4.26% | 3.94% | 5.64% | 6.58% | 9.06% | 7.79% | 4.45% |
Financials
SKBSY vs. SBGSY - Financials Comparison
This section allows you to compare key financial metrics between Skanska AB ser. B ADR and Schneider Electric SA. 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
SKBSY vs. SBGSY - Profitability Comparison
SKBSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Skanska AB ser. B ADR reported a gross profit of 3.62B and revenue of 40.79B. Therefore, the gross margin over that period was 8.9%.
SBGSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
SKBSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Skanska AB ser. B ADR reported an operating income of 1.41B and revenue of 40.79B, resulting in an operating margin of 3.5%.
SBGSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Schneider Electric SA reported an operating income of 3.15B and revenue of 20.82B, resulting in an operating margin of 15.1%.
SKBSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Skanska AB ser. B ADR reported a net income of 1.21B and revenue of 40.79B, resulting in a net margin of 3.0%.
SBGSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Schneider Electric SA reported a net income of 2.25B and revenue of 20.82B, resulting in a net margin of 10.8%.
Frequently Asked Questions
SKBSY and SBGSY have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBGSY has higher volatility (12.40%) compared to SKBSY (8.45%). In terms of maximum drawdown, SKBSY dropped -58.21% vs SBGSY's -47.64%.
SKBSY currently has the higher Sharpe Ratio (0.56 vs 0.52), 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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