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SND.DE vs. RSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SND.DE vs. RSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schneider Electric S.E. (SND.DE) and Republic Services, Inc. (RSG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
2.29%
13.06%
SND.DE
RSG

Returns By Period

In the year-to-date period, SND.DE achieves a 33.36% return, which is significantly higher than RSG's 27.86% return. Over the past 10 years, SND.DE has underperformed RSG with an annualized return of 17.96%, while RSG has yielded a comparatively higher 20.61% annualized return.


SND.DE

YTD

33.36%

1M

-2.68%

6M

4.75%

1Y

46.41%

5Y (annualized)

25.07%

10Y (annualized)

17.96%

RSG

YTD

27.86%

1M

2.09%

6M

13.06%

1Y

33.29%

5Y (annualized)

20.86%

10Y (annualized)

20.61%

Fundamentals


SND.DERSG
Market Cap€134.22B$66.46B
EPS€7.22$6.25
PE Ratio33.0633.96
PEG Ratio2.413.45
Total Revenue (TTM)€36.44B$15.82B
Gross Profit (TTM)€15.50B$5.65B
EBITDA (TTM)€7.45B$4.80B

Key characteristics


SND.DERSG
Sharpe Ratio2.012.29
Sortino Ratio2.552.82
Omega Ratio1.331.43
Calmar Ratio3.204.24
Martin Ratio11.9114.77
Ulcer Index3.95%2.25%
Daily Std Dev23.37%14.51%
Max Drawdown-62.20%-65.98%
Current Drawdown-3.76%-2.61%

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Correlation

-0.50.00.51.00.2

The correlation between SND.DE and RSG is 0.16, 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. RSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SND.DE) and Republic Services, Inc. (RSG). 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.


Sharpe ratio
The chart of Sharpe ratio for SND.DE, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.722.21
The chart of Sortino ratio for SND.DE, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.252.74
The chart of Omega ratio for SND.DE, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.42
The chart of Calmar ratio for SND.DE, currently valued at 3.05, compared to the broader market0.002.004.006.003.054.09
The chart of Martin ratio for SND.DE, currently valued at 9.91, compared to the broader market-10.000.0010.0020.0030.009.9114.19
SND.DE
RSG

The current SND.DE Sharpe Ratio is 2.01, which is comparable to the RSG Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of SND.DE and RSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.72
2.21
SND.DE
RSG

Dividends

SND.DE vs. RSG - Dividend Comparison

SND.DE's dividend yield for the trailing twelve months is around 1.46%, more than RSG's 1.05% yield.


TTM20232022202120202019201820172016201520142013
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%
RSG
Republic Services, Inc.
1.05%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%2.98%

Drawdowns

SND.DE vs. RSG - Drawdown Comparison

The maximum SND.DE drawdown since its inception was -62.20%, smaller than the maximum RSG drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for SND.DE and RSG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.06%
-2.61%
SND.DE
RSG

Volatility

SND.DE vs. RSG - Volatility Comparison

Schneider Electric S.E. (SND.DE) has a higher volatility of 8.19% compared to Republic Services, Inc. (RSG) at 5.81%. This indicates that SND.DE's price experiences larger fluctuations and is considered to be riskier than RSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.19%
5.81%
SND.DE
RSG

Financials

SND.DE vs. RSG - Financials Comparison

This section allows you to compare key financial metrics between Schneider Electric S.E. and Republic Services, Inc.. 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


Please note, different currencies. SND.DE values in EUR, RSG values in USD