TTEK vs. SBGSY
TTEK (Tetra Tech, Inc.) and SBGSY (Schneider Electric SA) are both stocks. Both are in the Industrials sector — TTEK in Engineering & Construction, SBGSY in Specialty Industrial Machinery. Over the past 10 years, TTEK returned 17.39%/yr vs 21.45%/yr for SBGSY. At a 0.40 correlation, their price movements are largely independent.
Performance
TTEK vs. SBGSY - Performance Comparison
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Returns By Period
In the year-to-date period, TTEK achieves a -16.04% return, which is significantly lower than SBGSY's 17.71% return. Over the past 10 years, TTEK has underperformed SBGSY with an annualized return of 17.39%, while SBGSY has yielded a comparatively higher 21.45% annualized return.
TTEK
- 1D
- 3.28%
- 1M
- 1.41%
- YTD
- -16.04%
- 6M
- -18.16%
- 1Y
- -20.14%
- 3Y*
- -3.44%
- 5Y*
- 3.36%
- 10Y*
- 17.39%
SBGSY
- 1D
- -4.67%
- 1M
- 2.36%
- YTD
- 17.71%
- 6M
- 16.52%
- 1Y
- 30.32%
- 3Y*
- 24.50%
- 5Y*
- 16.22%
- 10Y*
- 21.45%
TTEK vs. SBGSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTEK Tetra Tech, Inc. | -16.04% | -15.19% | 19.98% | 15.74% | -13.96% | 47.46% | 35.34% | 67.76% | 8.39% | 12.57% |
SBGSY Schneider Electric SA | 17.71% | 11.96% | 25.23% | 46.80% | -27.00% | 38.04% | 46.46% | 55.68% | -17.99% | 25.87% |
Correlation
The correlation between TTEK and SBGSY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2008 | 0.40 |
Over the past year, the correlation between TTEK and SBGSY has dropped to 0.17 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
Fundamentals
TTEK:
$7.36B
SBGSY:
$181.40B
TTEK:
$2.20
SBGSY:
€2.97
TTEK:
12.77
SBGSY:
18.76
TTEK:
3.27
SBGSY:
2.80
TTEK:
1.51
SBGSY:
2.02
TTEK:
3.95
SBGSY:
6.56
TTEK:
$4.91B
SBGSY:
€78.31B
TTEK:
$960.15M
SBGSY:
€32.68B
TTEK:
$627.52M
SBGSY:
€15.39B
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Return for Risk
TTEK vs. SBGSY — Risk / Return Rank
TTEK
SBGSY
TTEK vs. SBGSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tetra Tech, Inc. (TTEK) and Schneider Electric SA (SBGSY). 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.
| TTEK | SBGSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.17 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 1.46 | -1.99 |
| Martin ratioReturn relative to average drawdown | -1.11 | 3.89 | -5.00 |
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Drawdowns
TTEK vs. SBGSY - Drawdown Comparison
The maximum TTEK drawdown since its inception was -77.89%, which is greater than SBGSY's maximum drawdown of -47.64%. Use the drawdown chart below to compare losses from any high point for TTEK and SBGSY.
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Drawdown Indicators
| TTEK | SBGSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.89% | -47.64% | -30.25% |
Max Drawdown (1Y)Largest decline over 1 year | -38.30% | -20.86% | -17.44% |
Max Drawdown (3Y)Largest decline over 3 years | -47.50% | -28.61% | -18.89% |
Max Drawdown (5Y)Largest decline over 5 years | -47.50% | -45.04% | -2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -47.50% | -45.04% | -2.46% |
Current DrawdownCurrent decline from peak | -43.77% | -4.84% | -38.93% |
Average DrawdownAverage peak-to-trough decline | -20.68% | -14.17% | -6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.15% | 7.82% | +10.33% |
Volatility
TTEK vs. SBGSY - Volatility Comparison
The current volatility for Tetra Tech, Inc. (TTEK) is 9.38%, while Schneider Electric SA (SBGSY) has a volatility of 15.02%. This indicates that TTEK experiences smaller price fluctuations and is considered to be less risky than SBGSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTEK | SBGSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.38% | 15.02% | -5.64% |
Volatility (6M)Calculated over the trailing 6-month period | 27.56% | 28.20% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.47% | 35.09% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.08% | 32.06% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.07% | 30.18% | +1.89% |
Dividends
TTEK vs. SBGSY - Dividend Comparison
TTEK's dividend yield for the trailing twelve months is around 0.95%, less than SBGSY's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBGSY Schneider Electric SA | 1.55% | 1.05% | 1.52% | 1.73% | 2.18% | 1.56% | 1.91% | 2.59% | 3.64% | 2.32% | 2.93% | 1.06% |
TTEK Tetra Tech, Inc. | 0.95% | 0.75% | 0.57% | 0.61% | 0.61% | 0.45% | 0.57% | 0.66% | 0.89% | 0.81% | 0.81% | 1.19% |
Financials
TTEK vs. SBGSY - Financials Comparison
This section allows you to compare key financial metrics between Tetra Tech, Inc. and Schneider Electric SA. 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
TTEK vs. SBGSY - Profitability Comparison
TTEK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tetra Tech, Inc. reported a gross profit of 214.09M and revenue of 1.22B. Therefore, the gross margin over that period was 17.6%.
SBGSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Schneider Electric SA reported a gross profit of 8.21B and revenue of 20.82B. Therefore, the gross margin over that period was 39.4%.
TTEK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tetra Tech, Inc. reported an operating income of 131.52M and revenue of 1.22B, resulting in an operating margin of 10.8%.
SBGSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Schneider Electric SA reported an operating income of 3.15B and revenue of 20.82B, resulting in an operating margin of 15.1%.
TTEK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tetra Tech, Inc. reported a net income of 233.58M and revenue of 1.22B, resulting in a net margin of 19.1%.
SBGSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Schneider Electric SA reported a net income of 2.25B and revenue of 20.82B, resulting in a net margin of 10.8%.
Frequently Asked Questions
TTEK and SBGSY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBGSY has higher volatility (15.02%) compared to TTEK (9.38%). In terms of maximum drawdown, TTEK dropped -77.89% vs SBGSY's -47.64%.
SBGSY currently has the higher Sharpe Ratio (0.87 vs -0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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