TTEK vs. SBGSY

Last updated Jun 3, 2026

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 17.02%/yr vs 20.51%/yr for SBGSY. At a 0.40 correlation, their price movements are largely independent.

Performance

TTEK vs. SBGSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tetra Tech, Inc. (TTEK) and Schneider Electric SA (SBGSY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTEK achieves a -18.77% return, which is significantly lower than SBGSY's 23.48% return. Over the past 10 years, TTEK has underperformed SBGSY with an annualized return of 17.02%, while SBGSY has yielded a comparatively higher 20.51% annualized return.

TTEK

• 1D: -4.13%
• 1M: -14.11%
• YTD: -18.77%
• 6M: -21.25%
• 1Y: -20.80%
• 3Y*: -3.31%
• 5Y*: 3.40%
• 10Y*: 17.02%

SBGSY

• 1D: 3.60%
• 1M: 6.77%
• YTD: 23.48%
• 6M: 26.46%
• 1Y: 33.93%
• 3Y*: 25.26%
• 5Y*: 18.15%
• 10Y*: 20.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTEK vs. SBGSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTEK Tetra Tech, Inc.	-18.77%	-15.19%	19.98%	15.74%	-13.96%	47.46%	35.34%	67.76%	8.39%	12.57%
SBGSY Schneider Electric SA	23.48%	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 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Nov 12, 2008	0.40

The correlation between TTEK and SBGSY shifts across timeframes, from 0.22 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap TTEK : $7.12B SBGSY : $190.28B
EPS TTEK : $2.20 SBGSY : $2.97
PE Ratio TTEK : 12.36 SBGSY : 22.49
PEG Ratio TTEK : 3.17 SBGSY : 3.36
PS Ratio TTEK : 1.46 SBGSY : 2.42
PB Ratio TTEK : 3.82 SBGSY : 7.87
Total Revenue (TTM) TTEK : $4.91B SBGSY : $78.31B
Gross Profit (TTM) TTEK : $960.15M SBGSY : $32.68B
EBITDA (TTM) TTEK : $627.52M SBGSY : $15.39B

Return for Risk

TTEK vs. SBGSY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TTEK

TTEK Risk / Return Rank: 15
TTEK Sharpe Ratio Rank: 15
TTEK Sortino Ratio Rank: 15
TTEK Omega Ratio Rank: 15
TTEK Calmar Ratio Rank: 20
TTEK Martin Ratio Rank: 9

SBGSY

SBGSY Risk / Return Rank: 69
SBGSY Sharpe Ratio Rank: 72
SBGSY Sortino Ratio Rank: 67
SBGSY Omega Ratio Rank: 64
SBGSY Calmar Ratio Rank: 70
SBGSY Martin Ratio Rank: 73

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.

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.

	TTEK	SBGSY	Difference
Sharpe ratio Return per unit of total volatility	-0.60	1.04	-1.64
Sortino ratio Return per unit of downside risk	-0.70	1.62	-2.31
Omega ratio Gain probability vs. loss probability	0.91	1.19	-0.28
Calmar ratio Return relative to maximum drawdown	-0.57	1.69	-2.26
Martin ratio Return relative to average drawdown	-1.34	4.57	-5.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTEK vs. SBGSY - Sharpe Ratio Comparison

The current TTEK Sharpe Ratio is -0.60, which is lower than the SBGSY Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of TTEK and SBGSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TTEK	SBGSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.60	1.04	-1.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	0.58	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.68	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.48	-0.14

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.

Drawdown Indicators

	TTEK	SBGSY	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-45.60%	0.00%	-45.60%
Average Drawdown Average peak-to-trough decline	-20.65%	-14.20%	-6.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.24%	7.72%	+8.52%

Volatility

TTEK vs. SBGSY - Volatility Comparison

The current volatility for Tetra Tech, Inc. (TTEK) is 10.35%, while Schneider Electric SA (SBGSY) has a volatility of 12.90%. 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.

Volatility by Period

	TTEK	SBGSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.35%	12.90%	-2.55%
Volatility (6M) Calculated over the trailing 6-month period	27.05%	25.75%	+1.30%
Volatility (1Y) Calculated over the trailing 1-year period	34.86%	32.70%	+2.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.04%	31.53%	+0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.03%	30.30%	+1.73%

Dividends

TTEK vs. SBGSY - Dividend Comparison

TTEK's dividend yield for the trailing twelve months is around 0.98%, less than SBGSY's 1.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBGSY Schneider Electric SA	1.48%	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.	0.98%	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 - Profitability Comparison

The chart below illustrates the profitability comparison between Tetra Tech, Inc. and Schneider Electric SA over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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

Can I hold both TTEK and SBGSY in my portfolio?

TTEK and SBGSY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTEK or SBGSY?

SBGSY has higher volatility (12.90%) compared to TTEK (10.35%). In terms of maximum drawdown, TTEK dropped -77.89% vs SBGSY's -47.64%.

Which has better risk-adjusted returns?

SBGSY currently has the higher Sharpe Ratio (1.04 vs -0.60), 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.