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

Performance

SND.DE vs. TTE - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.29%
-13.11%
SND.DE
TTE

Returns By Period

In the year-to-date period, SND.DE achieves a 33.36% return, which is significantly higher than TTE's -5.46% return. Over the past 10 years, SND.DE has outperformed TTE with an annualized return of 17.96%, while TTE has yielded a comparatively lower 5.87% annualized return.


SND.DE

YTD

33.36%

1M

-2.68%

6M

4.75%

1Y

46.41%

5Y (annualized)

25.07%

10Y (annualized)

17.96%

TTE

YTD

-5.46%

1M

-5.48%

6M

-13.11%

1Y

-4.38%

5Y (annualized)

9.36%

10Y (annualized)

5.87%

Fundamentals


SND.DETTE
Market Cap€134.22B$139.11B
EPS€7.22$7.09
PE Ratio33.068.40
PEG Ratio2.417.12
Total Revenue (TTM)€36.44B$203.26B
Gross Profit (TTM)€15.50B$25.22B
EBITDA (TTM)€7.45B$38.51B

Key characteristics


SND.DETTE
Sharpe Ratio2.01-0.15
Sortino Ratio2.55-0.07
Omega Ratio1.330.99
Calmar Ratio3.20-0.16
Martin Ratio11.91-0.43
Ulcer Index3.95%6.93%
Daily Std Dev23.37%19.74%
Max Drawdown-62.20%-59.76%
Current Drawdown-3.76%-15.58%

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Correlation

-0.50.00.51.00.3

The correlation between SND.DE and TTE is 0.27, 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. TTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SND.DE) and TotalEnergies SE (TTE). 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-4.00-2.000.002.004.001.72-0.32
The chart of Sortino ratio for SND.DE, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.25-0.30
The chart of Omega ratio for SND.DE, currently valued at 1.29, compared to the broader market0.501.001.502.001.290.96
The chart of Calmar ratio for SND.DE, currently valued at 3.05, compared to the broader market0.002.004.006.003.05-0.34
The chart of Martin ratio for SND.DE, currently valued at 9.91, compared to the broader market-10.000.0010.0020.0030.009.91-0.88
SND.DE
TTE

The current SND.DE Sharpe Ratio is 2.01, which is higher than the TTE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SND.DE and TTE, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.72
-0.32
SND.DE
TTE

Dividends

SND.DE vs. TTE - Dividend Comparison

SND.DE's dividend yield for the trailing twelve months is around 1.46%, less than TTE's 5.47% 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%
TTE
TotalEnergies SE
5.47%4.67%6.21%6.10%8.97%3.64%4.75%4.29%4.47%5.06%5.21%4.31%

Drawdowns

SND.DE vs. TTE - Drawdown Comparison

The maximum SND.DE drawdown since its inception was -62.20%, roughly equal to the maximum TTE drawdown of -59.76%. Use the drawdown chart below to compare losses from any high point for SND.DE and TTE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.06%
-15.58%
SND.DE
TTE

Volatility

SND.DE vs. TTE - Volatility Comparison

Schneider Electric S.E. (SND.DE) has a higher volatility of 8.19% compared to TotalEnergies SE (TTE) at 5.45%. This indicates that SND.DE's price experiences larger fluctuations and is considered to be riskier than TTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.19%
5.45%
SND.DE
TTE

Financials

SND.DE vs. TTE - Financials Comparison

This section allows you to compare key financial metrics between Schneider Electric S.E. and TotalEnergies SE. 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, TTE values in USD