SU.PA vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Schneider Electric S.E. (SU.PA) and S&P 500 Index (^GSPC).

Performance

SU.PA vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Schneider Electric S.E. (SU.PA) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

SU.PA vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SU.PA Schneider Electric S.E.	2.15%	-0.74%	34.50%	41.87%	-22.44%	48.65%	33.52%	58.05%	-13.18%	10.20%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

Different Trading Currencies

SU.PA is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SU.PA achieves a 2.15% return, which is significantly higher than ^GSPC's -2.47% return. Over the past 10 years, SU.PA has outperformed ^GSPC with an annualized return of 19.05%, while ^GSPC has yielded a comparatively lower 12.07% annualized return.

SU.PA

• 1D: 4.74%
• 1M: -10.38%
• YTD: 2.15%
• 6M: -2.00%
• 1Y: 13.14%
• 3Y*: 18.07%
• 5Y*: 14.97%
• 10Y*: 19.05%

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SU.PA vs. ^GSPC — Risk / Return Rank

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

SU.PA

SU.PA Risk / Return Rank: 59
SU.PA Sharpe Ratio Rank: 55
SU.PA Sortino Ratio Rank: 48
SU.PA Omega Ratio Rank: 47
SU.PA Calmar Ratio Rank: 72
SU.PA Martin Ratio Rank: 72

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

SU.PA vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SU.PA) and S&P 500 Index (^GSPC). 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.

	SU.PA	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.41	0.43	-0.02
Sortino ratio Return per unit of downside risk	0.78	0.73	+0.04
Omega ratio Gain probability vs. loss probability	1.10	1.12	-0.02
Calmar ratio Return relative to maximum drawdown	1.63	0.66	+0.96
Martin ratio Return relative to average drawdown	4.13	2.77	+1.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SU.PA vs. ^GSPC - Sharpe Ratio Comparison

The current SU.PA Sharpe Ratio is 0.41, which is comparable to the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of SU.PA and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SU.PA	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	0.43	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.64	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.65	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.45	-0.20

Correlation

The correlation between SU.PA and ^GSPC is 0.39, 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.

Drawdowns

SU.PA vs. ^GSPC - Drawdown Comparison

The maximum SU.PA drawdown since its inception was -74.24%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for SU.PA and ^GSPC.

Drawdown Indicators

	SU.PA	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-74.24%	-56.78%	-17.46%
Max Drawdown (1Y) Largest decline over 1 year	-17.76%	-12.14%	-5.62%
Max Drawdown (5Y) Largest decline over 5 years	-35.98%	-25.43%	-10.55%
Max Drawdown (10Y) Largest decline over 10 years	-35.98%	-33.92%	-2.06%
Current Drawdown Current decline from peak	-13.28%	-5.78%	-7.50%
Average Drawdown Average peak-to-trough decline	-19.90%	-10.75%	-9.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.99%	2.60%	+4.39%

Volatility

SU.PA vs. ^GSPC - Volatility Comparison

Schneider Electric S.E. (SU.PA) has a higher volatility of 11.46% compared to S&P 500 Index (^GSPC) at 4.42%. This indicates that SU.PA's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SU.PA	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.46%	4.42%	+7.04%
Volatility (6M) Calculated over the trailing 6-month period	20.40%	9.93%	+10.47%
Volatility (1Y) Calculated over the trailing 1-year period	31.87%	20.69%	+11.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.45%	16.81%	+11.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.13%	18.63%	+8.50%