SND.DE vs. ^STOXX
SND.DE (Schneider Electric S.E.) is a stock, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 10 years, SND.DE returned 19.77%/yr vs 6.19%/yr for ^STOXX. At a 0.47 correlation, their price movements are largely independent.
Performance
SND.DE vs. ^STOXX - Performance Comparison
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Returns By Period
In the year-to-date period, SND.DE achieves a 21.12% return, which is significantly higher than ^STOXX's 5.45% return. Over the past 10 years, SND.DE has outperformed ^STOXX with an annualized return of 19.77%, while ^STOXX has yielded a comparatively lower 6.19% annualized return.
SND.DE
- 1D
- -0.67%
- 1M
- 1.27%
- YTD
- 21.12%
- 6M
- 21.40%
- 1Y
- 26.55%
- 3Y*
- 21.70%
- 5Y*
- 18.73%
- 10Y*
- 19.77%
^STOXX
- 1D
- 0.52%
- 1M
- 2.42%
- YTD
- 5.45%
- 6M
- 7.88%
- 1Y
- 13.33%
- 3Y*
- 10.73%
- 5Y*
- 6.65%
- 10Y*
- 6.19%
SND.DE vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SND.DE Schneider Electric S.E. | 21.12% | 0.29% | 33.47% | 40.83% | -21.99% | 47.14% | 34.23% | 63.57% | -18.31% | 11.88% |
^STOXX STOXX Europe 600 Index | 5.45% | 16.66% | 5.98% | 12.73% | -12.90% | 22.25% | -4.04% | 23.16% | -13.24% | 7.68% |
Correlation
The correlation between SND.DE and ^STOXX is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 1998 | 0.47 |
Over the past year, SND.DE and ^STOXX have become more correlated (0.70) than their long-term average of 0.47, meaning their price movements have been converging.
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Return for Risk
SND.DE vs. ^STOXX — Risk / Return Rank
SND.DE
^STOXX
SND.DE vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SND.DE) and STOXX Europe 600 Index (^STOXX). 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.
| SND.DE | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.37 | +0.09 |
| Martin ratioReturn relative to average drawdown | 3.70 | 4.91 | -1.21 |
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
| SND.DE | ^STOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.07 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.47 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.40 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.31 | +0.10 |
Drawdowns
SND.DE vs. ^STOXX - Drawdown Comparison
The maximum SND.DE drawdown since its inception was -62.20%, roughly equal to the maximum ^STOXX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for SND.DE and ^STOXX.
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Drawdown Indicators
| SND.DE | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.20% | -61.04% | -1.16% |
Max Drawdown (1Y)Largest decline over 1 year | -18.49% | -9.56% | -8.93% |
Max Drawdown (3Y)Largest decline over 3 years | -31.09% | -16.56% | -14.53% |
Max Drawdown (5Y)Largest decline over 5 years | -35.96% | -22.55% | -13.41% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -35.55% | -0.41% |
Current DrawdownCurrent decline from peak | -1.90% | -1.48% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -14.79% | -16.77% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.34% | 2.67% | +4.67% |
Volatility
SND.DE vs. ^STOXX - Volatility Comparison
Schneider Electric S.E. (SND.DE) has a higher volatility of 9.61% compared to STOXX Europe 600 Index (^STOXX) at 3.63%. This indicates that SND.DE's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SND.DE | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.61% | 3.63% | +5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 24.17% | 10.21% | +13.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.76% | 12.22% | +19.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.10% | 13.98% | +15.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.21% | 15.31% | +12.90% |
Frequently Asked Questions
SND.DE and ^STOXX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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