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TTEK vs. SBGSY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TTEK and SBGSY is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

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.

500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
918.73%
620.54%
TTEK
SBGSY

Key characteristics

Sharpe Ratio

TTEK:

0.79

SBGSY:

1.19

Sortino Ratio

TTEK:

1.17

SBGSY:

1.69

Omega Ratio

TTEK:

1.18

SBGSY:

1.21

Calmar Ratio

TTEK:

1.09

SBGSY:

2.13

Martin Ratio

TTEK:

3.36

SBGSY:

6.29

Ulcer Index

TTEK:

6.64%

SBGSY:

4.67%

Daily Std Dev

TTEK:

28.25%

SBGSY:

24.71%

Max Drawdown

TTEK:

-77.90%

SBGSY:

-52.02%

Current Drawdown

TTEK:

-20.32%

SBGSY:

-9.00%

Fundamentals

Market Cap

TTEK:

$11.11B

SBGSY:

$144.14B

EPS

TTEK:

$1.23

SBGSY:

$1.51

PE Ratio

TTEK:

33.73

SBGSY:

34.01

PEG Ratio

TTEK:

2.23

SBGSY:

2.38

Total Revenue (TTM)

TTEK:

$5.20B

SBGSY:

$36.44B

Gross Profit (TTM)

TTEK:

$866.44M

SBGSY:

$14.98B

EBITDA (TTM)

TTEK:

$584.12M

SBGSY:

$6.97B

Returns By Period

In the year-to-date period, TTEK achieves a 21.07% return, which is significantly lower than SBGSY's 25.78% return. Over the past 10 years, TTEK has outperformed SBGSY with an annualized return of 24.65%, while SBGSY has yielded a comparatively lower 15.92% annualized return.


TTEK

YTD

21.07%

1M

-1.31%

6M

-4.48%

1Y

21.75%

5Y*

20.23%

10Y*

24.65%

SBGSY

YTD

25.78%

1M

-0.16%

6M

2.87%

1Y

27.21%

5Y*

22.30%

10Y*

15.92%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TTEK vs. SBGSY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TTEK, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.791.19
The chart of Sortino ratio for TTEK, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.171.69
The chart of Omega ratio for TTEK, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.21
The chart of Calmar ratio for TTEK, currently valued at 1.09, compared to the broader market0.002.004.006.001.092.13
The chart of Martin ratio for TTEK, currently valued at 3.36, compared to the broader market-5.000.005.0010.0015.0020.0025.003.366.29
TTEK
SBGSY

The current TTEK Sharpe Ratio is 0.79, which is lower than the SBGSY Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of TTEK and SBGSY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.79
1.19
TTEK
SBGSY

Dividends

TTEK vs. SBGSY - Dividend Comparison

TTEK's dividend yield for the trailing twelve months is around 1.14%, less than SBGSY's 1.51% yield.


TTM20232022202120202019201820172016201520142013
TTEK
Tetra Tech, Inc.
1.14%2.40%1.80%0.85%1.74%1.92%3.52%2.39%3.31%2.27%2.88%0.00%
SBGSY
Schneider Electric SA
1.51%1.73%2.18%1.56%1.91%2.59%4.01%2.57%3.25%3.63%3.60%2.79%

Drawdowns

TTEK vs. SBGSY - Drawdown Comparison

The maximum TTEK drawdown since its inception was -77.90%, which is greater than SBGSY's maximum drawdown of -52.02%. Use the drawdown chart below to compare losses from any high point for TTEK and SBGSY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.32%
-9.00%
TTEK
SBGSY

Volatility

TTEK vs. SBGSY - Volatility Comparison

The current volatility for Tetra Tech, Inc. (TTEK) is 4.14%, while Schneider Electric SA (SBGSY) has a volatility of 6.30%. 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.14%
6.30%
TTEK
SBGSY

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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