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SND.DE vs. AEC1.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SND.DE vs. AEC1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Schneider Electric S.E. (SND.DE) and American Express Company (AEC1.DE). The values are adjusted to include any dividend payments, if applicable.

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SND.DE vs. AEC1.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SND.DE
Schneider Electric S.E.
1.55%0.29%33.47%40.83%-21.99%47.14%34.23%4.65%
AEC1.DE
American Express Company
-17.65%12.90%70.13%25.14%-4.62%51.79%-12.23%2.08%

Returns By Period

In the year-to-date period, SND.DE achieves a 1.55% return, which is significantly higher than AEC1.DE's -17.65% return.


SND.DE

1D
4.94%
1M
-10.44%
YTD
1.55%
6M
-2.08%
1Y
13.19%
3Y*
18.07%
5Y*
14.94%
10Y*
18.71%

AEC1.DE

1D
0.00%
1M
-0.15%
YTD
-17.65%
6M
-7.32%
1Y
6.45%
3Y*
21.70%
5Y*
17.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SND.DE vs. AEC1.DE — Risk / Return Rank

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

SND.DE
SND.DE Risk / Return Rank: 5454
Overall Rank
SND.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SND.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SND.DE Omega Ratio Rank: 4848
Omega Ratio Rank
SND.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
SND.DE Martin Ratio Rank: 5959
Martin Ratio Rank

AEC1.DE
AEC1.DE Risk / Return Rank: 4848
Overall Rank
AEC1.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AEC1.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
AEC1.DE Omega Ratio Rank: 4040
Omega Ratio Rank
AEC1.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
AEC1.DE Martin Ratio Rank: 5959
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.

SND.DE vs. AEC1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SND.DE) and American Express Company (AEC1.DE). 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.DEAEC1.DEDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.16

+0.26

Sortino ratio

Return per unit of downside risk

0.79

0.42

+0.37

Omega ratio

Gain probability vs. loss probability

1.10

1.06

+0.05

Calmar ratio

Return relative to maximum drawdown

0.73

0.68

+0.05

Martin ratio

Return relative to average drawdown

1.91

1.90

+0.01

SND.DE vs. AEC1.DE - Sharpe Ratio Comparison

The current SND.DE Sharpe Ratio is 0.42, which is higher than the AEC1.DE Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of SND.DE and AEC1.DE, 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


SND.DEAEC1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.16

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.61

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.46

-0.08

Correlation

The correlation between SND.DE and AEC1.DE is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SND.DE vs. AEC1.DE - Dividend Comparison

SND.DE's dividend yield for the trailing twelve months is around 1.63%, more than AEC1.DE's 0.94% yield.


TTM20252024202320222021202020192018201720162015
SND.DE
Schneider Electric S.E.
1.63%1.65%1.46%1.73%2.20%1.50%2.12%2.56%0.33%2.85%3.04%1.04%
AEC1.DE
American Express Company
0.94%0.77%0.75%1.10%1.19%0.86%1.36%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SND.DE vs. AEC1.DE - Drawdown Comparison

The maximum SND.DE drawdown since its inception was -62.20%, which is greater than AEC1.DE's maximum drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for SND.DE and AEC1.DE.


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Drawdown Indicators


SND.DEAEC1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.20%

-48.32%

-13.88%

Max Drawdown (1Y)

Largest decline over 1 year

-18.49%

-22.53%

+4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-35.96%

-32.52%

-3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.96%

Current Drawdown

Current decline from peak

-14.03%

-20.28%

+6.25%

Average Drawdown

Average peak-to-trough decline

-14.88%

-11.57%

-3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.12%

8.12%

-1.00%

Volatility

SND.DE vs. AEC1.DE - Volatility Comparison

Schneider Electric S.E. (SND.DE) has a higher volatility of 11.15% compared to American Express Company (AEC1.DE) at 5.41%. This indicates that SND.DE's price experiences larger fluctuations and is considered to be riskier than AEC1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SND.DEAEC1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.15%

5.41%

+5.74%

Volatility (6M)

Calculated over the trailing 6-month period

20.13%

19.65%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

31.02%

29.77%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.18%

28.63%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.82%

34.55%

-6.73%

Financials

SND.DE vs. AEC1.DE - Financials Comparison

This section allows you to compare key financial metrics between Schneider Electric S.E. and American Express Company. 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


Values in EUR except per share items