SND.DE vs. PH
Compare and contrast key facts about Schneider Electric S.E. (SND.DE) and Parker-Hannifin Corporation (PH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SND.DE or PH.
Performance
SND.DE vs. PH - Performance Comparison
Returns By Period
In the year-to-date period, SND.DE achieves a 33.36% return, which is significantly lower than PH's 51.79% return. Over the past 10 years, SND.DE has underperformed PH with an annualized return of 17.96%, while PH has yielded a comparatively higher 20.15% annualized return.
SND.DE
33.36%
-2.68%
4.75%
46.41%
25.07%
17.96%
PH
51.79%
8.26%
26.87%
61.64%
30.88%
20.15%
Fundamentals
| SND.DE | PH | |
|---|---|---|
| Market Cap | €134.22B | $90.02B |
| EPS | €7.22 | $22.17 |
| PE Ratio | 33.06 | 31.54 |
| PEG Ratio | 2.41 | 3.24 |
| Total Revenue (TTM) | €36.44B | $19.99B |
| Gross Profit (TTM) | €15.50B | $7.20B |
| EBITDA (TTM) | €7.45B | $4.61B |
Key characteristics
| SND.DE | PH | |
|---|---|---|
| Sharpe Ratio | 2.01 | 2.47 |
| Sortino Ratio | 2.55 | 3.62 |
| Omega Ratio | 1.33 | 1.50 |
| Calmar Ratio | 3.20 | 5.65 |
| Martin Ratio | 11.91 | 16.21 |
| Ulcer Index | 3.95% | 3.95% |
| Daily Std Dev | 23.37% | 25.89% |
| Max Drawdown | -62.20% | -66.92% |
| Current Drawdown | -3.76% | -2.33% |
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Correlation
The correlation between SND.DE and PH is 0.24, 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.
Risk-Adjusted Performance
SND.DE vs. PH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SND.DE) and Parker-Hannifin Corporation (PH). 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.
Dividends
SND.DE vs. PH - Dividend Comparison
SND.DE's dividend yield for the trailing twelve months is around 1.46%, more than PH's 0.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SND.DE Schneider Electric S.E. | 1.46% | 1.73% | 2.20% | 1.50% | 2.12% | 2.56% | 3.78% | 2.85% | 3.04% | 3.56% | 3.82% | 2.97% |
PH Parker-Hannifin Corporation | 0.92% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% | 1.38% |
Drawdowns
SND.DE vs. PH - Drawdown Comparison
The maximum SND.DE drawdown since its inception was -62.20%, smaller than the maximum PH drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for SND.DE and PH. For additional features, visit the drawdowns tool.
Volatility
SND.DE vs. PH - Volatility Comparison
The current volatility for Schneider Electric S.E. (SND.DE) is 8.19%, while Parker-Hannifin Corporation (PH) has a volatility of 9.95%. This indicates that SND.DE experiences smaller price fluctuations and is considered to be less risky than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SND.DE vs. PH - Financials Comparison
This section allows you to compare key financial metrics between Schneider Electric S.E. and Parker-Hannifin Corporation. 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