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SU.PA vs. ISRG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SU.PA vs. ISRG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Schneider Electric S.E. (SU.PA) and Intuitive Surgical, Inc. (ISRG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SU.PA is traded in EUR, while ISRG is traded in USD. To make them comparable, the ISRG 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 ISRG's -24.72% return. Both investments have delivered pretty close results over the past 10 years, with SU.PA having a 19.96% annualized return and ISRG not far behind at 19.07%.


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%

ISRG

1D
-0.93%
1M
-4.96%
YTD
-24.72%
6M
-25.49%
1Y
-25.77%
3Y*
7.66%
5Y*
9.55%
10Y*
19.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SU.PA vs. ISRG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ISRG
Intuitive Surgical, Inc.
-24.72%-4.37%64.93%23.33%-21.57%41.61%26.98%26.22%37.39%51.42%

Correlation

The correlation between SU.PA and ISRG 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

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2007

0.26

The correlation between SU.PA and ISRG shifts across timeframes, from 0.09 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SU.PA vs. ISRG — 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: 6363
Overall Rank
SU.PA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SU.PA Sortino Ratio Rank: 6060
Sortino Ratio Rank
SU.PA Omega Ratio Rank: 5858
Omega Ratio Rank
SU.PA Calmar Ratio Rank: 6767
Calmar Ratio Rank
SU.PA Martin Ratio Rank: 6868
Martin Ratio Rank

ISRG
ISRG Risk / Return Rank: 99
Overall Rank
ISRG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ISRG Sortino Ratio Rank: 1010
Sortino Ratio Rank
ISRG Omega Ratio Rank: 1111
Omega Ratio Rank
ISRG Calmar Ratio Rank: 1212
Calmar Ratio Rank
ISRG Martin Ratio Rank: 44
Martin Ratio Rank
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. ISRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SU.PA) and Intuitive Surgical, Inc. (ISRG). 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.PAISRGDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.14

0.86

+0.28

Calmar ratioReturn relative to maximum drawdown

1.22

-0.81

+2.03

Martin ratioReturn relative to average drawdown

2.99

-1.67

+4.66

SU.PA vs. ISRG - Sharpe Ratio Comparison

The current SU.PA Sharpe Ratio is 0.68, which is higher than the ISRG Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of SU.PA and ISRG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SU.PAISRGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

-0.84

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.29

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.59

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.48

+0.01

Drawdowns

SU.PA vs. ISRG - Drawdown Comparison

The maximum SU.PA drawdown since its inception was -60.19%, smaller than the maximum ISRG drawdown of -71.84%. Use the drawdown chart below to compare losses from any high point for SU.PA and ISRG.


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Drawdown Indicators


SU.PAISRGDifference

Max Drawdown

Largest peak-to-trough decline

-60.19%

-71.84%

+11.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.76%

-31.81%

+14.05%

Max Drawdown (3Y)

Largest decline over 3 years

-31.34%

-41.01%

+9.67%

Max Drawdown (5Y)

Largest decline over 5 years

-35.98%

-43.94%

+7.96%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

-43.94%

+7.96%

Current Drawdown

Current decline from peak

-5.80%

-38.11%

+32.31%

Average Drawdown

Average peak-to-trough decline

-11.72%

-14.93%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

16.87%

-9.64%

Volatility

SU.PA vs. ISRG - Volatility Comparison

The current volatility for Schneider Electric S.E. (SU.PA) is 10.26%, while Intuitive Surgical, Inc. (ISRG) has a volatility of 11.62%. This indicates that SU.PA experiences smaller price fluctuations and is considered to be less risky than ISRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SU.PAISRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.26%

11.62%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

24.37%

20.28%

+4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

31.93%

30.98%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.24%

32.77%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.49%

32.37%

-4.88%

Dividends

SU.PA vs. ISRG - Dividend Comparison

SU.PA's dividend yield for the trailing twelve months is around 1.55%, while ISRG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ISRG
Intuitive Surgical, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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. ISRG - Financials Comparison

This section allows you to compare key financial metrics between Schneider Electric S.E. and Intuitive Surgical, 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. SU.PA values in EUR, ISRG values in USD

Frequently Asked Questions


SU.PA and ISRG 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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