SU.PA vs. ^GSPC
SU.PA (Schneider Electric S.E.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, SU.PA returned 20.11%/yr vs 13.40%/yr for ^GSPC. At a 0.39 correlation, their price movements are largely independent.
Performance
SU.PA vs. ^GSPC - Performance Comparison
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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 21.86% return, which is significantly higher than ^GSPC's 12.06% return. Over the past 10 years, SU.PA has outperformed ^GSPC with an annualized return of 20.11%, while ^GSPC has yielded a comparatively lower 13.40% annualized return.
SU.PA
- 1D
- -0.56%
- 1M
- 4.88%
- YTD
- 21.86%
- 6M
- 20.51%
- 1Y
- 27.20%
- 3Y*
- 21.72%
- 5Y*
- 18.77%
- 10Y*
- 20.11%
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
SU.PA vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SU.PA Schneider Electric S.E. | 21.86% | -0.74% | 34.50% | 41.87% | -22.44% | 48.65% | 33.52% | 58.05% | -13.18% | 10.20% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between SU.PA and ^GSPC is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.39 |
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Return for Risk
SU.PA vs. ^GSPC — Risk / Return Rank
SU.PA
^GSPC
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 ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.37 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 3.30 | -1.79 |
| Martin ratioReturn relative to average drawdown | 3.72 | 12.34 | -8.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SU.PA | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 2.04 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.80 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.72 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.51 | -0.24 |
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 -51.62%. Use the drawdown chart below to compare losses from any high point for SU.PA and ^GSPC.
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Drawdown Indicators
| SU.PA | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.24% | -51.62% | -22.62% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -7.57% | -10.19% |
Max Drawdown (3Y)Largest decline over 3 years | -31.34% | -23.99% | -7.35% |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | -23.99% | -11.99% |
Max Drawdown (10Y)Largest decline over 10 years | -35.98% | -33.42% | -2.56% |
Current DrawdownCurrent decline from peak | -1.85% | -0.20% | -1.65% |
Average DrawdownAverage peak-to-trough decline | -19.83% | -9.08% | -10.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.25% | 2.02% | +5.23% |
Volatility
SU.PA vs. ^GSPC - Volatility Comparison
Schneider Electric S.E. (SU.PA) has a higher volatility of 9.82% compared to S&P 500 Index (^GSPC) at 2.24%. 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.
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Volatility by Period
| SU.PA | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.82% | 2.24% | +7.58% |
Volatility (6M)Calculated over the trailing 6-month period | 24.14% | 8.62% | +15.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.63% | 12.29% | +19.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.17% | 16.79% | +12.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.45% | 18.59% | +8.86% |
Frequently Asked Questions
SU.PA and ^GSPC have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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