SU.PA vs. DHR
SU.PA (Schneider Electric S.E.) and DHR (Danaher Corporation) are both stocks. SU.PA operates in Specialty Industrial Machinery (Industrials), while DHR operates in Diagnostics & Research (Healthcare). Over the past 10 years, SU.PA returned 19.96%/yr vs 10.91%/yr for DHR. At a 0.30 correlation, their price movements are largely independent.
Performance
SU.PA vs. DHR - Performance Comparison
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Different Trading Currencies
SU.PA is traded in EUR, while DHR is traded in USD. To make them comparable, the DHR 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 16.96% return, which is significantly higher than DHR's -18.17% return. Over the past 10 years, SU.PA has outperformed DHR with an annualized return of 19.96%, while DHR has yielded a comparatively lower 10.91% annualized return.
SU.PA
- 1D
- 0.00%
- 1M
- 0.78%
- YTD
- 16.96%
- 6M
- 15.63%
- 1Y
- 20.68%
- 3Y*
- 20.08%
- 5Y*
- 17.79%
- 10Y*
- 19.96%
DHR
- 1D
- -0.53%
- 1M
- 9.57%
- YTD
- -18.17%
- 6M
- -17.22%
- 1Y
- -6.88%
- 3Y*
- -5.89%
- 5Y*
- -1.45%
- 10Y*
- 10.91%
SU.PA vs. DHR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SU.PA Schneider Electric S.E. | 16.96% | -0.74% | 34.50% | 41.87% | -22.44% | 48.65% | 33.52% | 58.05% | -13.18% | 10.20% |
DHR Danaher Corporation | -18.17% | -11.56% | 6.23% | -4.19% | -14.00% | 59.68% | 33.36% | 52.93% | 17.05% | 5.26% |
Correlation
The correlation between SU.PA and DHR is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2007 | 0.30 |
Over the past year, the correlation between SU.PA and DHR has dropped to 0.09 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
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Return for Risk
SU.PA vs. DHR — Risk / Return Rank
SU.PA
DHR
SU.PA vs. DHR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SU.PA) and Danaher Corporation (DHR). 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 | DHR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.98 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | -0.21 | +1.43 |
| Martin ratioReturn relative to average drawdown | 2.99 | -0.51 | +3.50 |
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 | DHR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | -0.25 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | -0.05 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.43 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.50 | -0.01 |
Drawdowns
SU.PA vs. DHR - Drawdown Comparison
The maximum SU.PA drawdown since its inception was -60.19%, which is greater than DHR's maximum drawdown of -46.17%. Use the drawdown chart below to compare losses from any high point for SU.PA and DHR.
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Drawdown Indicators
| SU.PA | DHR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.19% | -46.17% | -14.02% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -32.63% | +14.87% |
Max Drawdown (3Y)Largest decline over 3 years | -31.34% | -45.92% | +14.58% |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | -46.17% | +10.19% |
Max Drawdown (10Y)Largest decline over 10 years | -35.98% | -46.17% | +10.19% |
Current DrawdownCurrent decline from peak | -5.80% | -38.49% | +32.69% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -10.48% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.23% | 13.54% | -6.31% |
Volatility
SU.PA vs. DHR - Volatility Comparison
Schneider Electric S.E. (SU.PA) has a higher volatility of 10.26% compared to Danaher Corporation (DHR) at 9.05%. This indicates that SU.PA's price experiences larger fluctuations and is considered to be riskier than DHR 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 | DHR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 9.05% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 24.37% | 18.89% | +5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.93% | 27.24% | +4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.24% | 27.41% | +1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.49% | 25.53% | +1.96% |
Dividends
SU.PA vs. DHR - Dividend Comparison
SU.PA's dividend yield for the trailing twelve months is around 1.55%, more than DHR's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHR Danaher Corporation | 0.74% | 0.56% | 0.47% | 12.64% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 32.55% | 0.58% |
SU.PA Schneider Electric S.E. | 1.55% | 1.66% | 1.45% | 1.73% | 2.22% | 1.51% | 2.16% | 2.57% | 3.68% | 2.88% | 3.03% | 2.59% |
Financials
SU.PA vs. DHR - Financials Comparison
This section allows you to compare key financial metrics between Schneider Electric S.E. and Danaher 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
Frequently Asked Questions
SU.PA and DHR have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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