SU.PA vs. MSFT
SU.PA (Schneider Electric S.E.) and MSFT (Microsoft Corporation) are both stocks. SU.PA operates in Specialty Industrial Machinery (Industrials), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, SU.PA returned 20.29%/yr vs 23.98%/yr for MSFT. At a 0.26 correlation, their price movements are largely independent.
Performance
SU.PA vs. MSFT - Performance Comparison
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Different Trading Currencies
SU.PA is traded in EUR, while MSFT is traded in USD. To make them comparable, the MSFT 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 14.71% return, which is significantly higher than MSFT's -17.66% return. Over the past 10 years, SU.PA has underperformed MSFT with an annualized return of 20.29%, while MSFT has yielded a comparatively higher 23.98% annualized return.
SU.PA
- 1D
- 0.38%
- 1M
- -1.15%
- YTD
- 14.71%
- 6M
- 14.47%
- 1Y
- 21.92%
- 3Y*
- 18.75%
- 5Y*
- 17.43%
- 10Y*
- 20.29%
MSFT
- 1D
- 0.00%
- 1M
- -2.22%
- YTD
- -17.66%
- 6M
- -16.83%
- 1Y
- -17.67%
- 3Y*
- 3.70%
- 5Y*
- 10.55%
- 10Y*
- 23.98%
SU.PA vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SU.PA Schneider Electric S.E. | 14.71% | -0.74% | 34.50% | 41.87% | -22.44% | 48.65% | 33.52% | 58.05% | -13.18% | 10.20% |
MSFT Microsoft Corporation | -17.60% | 1.87% | 20.38% | 53.45% | -23.56% | 63.88% | 30.79% | 61.12% | 26.47% | 23.44% |
Correlation
The correlation between SU.PA and MSFT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.26 |
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Return for Risk
SU.PA vs. MSFT — Risk / Return Rank
SU.PA
MSFT
SU.PA vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SU.PA) and Microsoft Corporation (MSFT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SU.PA | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.89 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | -0.53 | +1.75 |
| Martin ratioReturn relative to average drawdown | 2.98 | -1.05 | +4.03 |
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Drawdowns
SU.PA vs. MSFT - Drawdown Comparison
The maximum SU.PA drawdown since its inception was -60.19%, which is greater than MSFT's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for SU.PA and MSFT.
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Drawdown Indicators
| SU.PA | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.19% | -51.87% | -8.32% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -33.31% | +15.55% |
Max Drawdown (3Y)Largest decline over 3 years | -31.34% | -33.31% | +1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | -33.31% | -2.67% |
Max Drawdown (10Y)Largest decline over 10 years | -35.98% | -33.31% | -2.67% |
Current DrawdownCurrent decline from peak | -7.61% | -27.24% | +19.63% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -10.44% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.29% | 16.92% | -9.63% |
Volatility
SU.PA vs. MSFT - Volatility Comparison
Schneider Electric S.E. (SU.PA) and Microsoft Corporation (MSFT) have volatilities of 10.46% and 10.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SU.PA | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.46% | 10.38% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 24.69% | 22.05% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.11% | 25.81% | +6.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.28% | 26.51% | +2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.50% | 27.45% | +0.05% |
Dividends
SU.PA vs. MSFT - Dividend Comparison
SU.PA's dividend yield for the trailing twelve months is around 1.58%, more than MSFT's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
SU.PA Schneider Electric S.E. | 1.58% | 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. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Schneider Electric S.E. and Microsoft 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 MSFT have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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