Schneider Electric SE

10-Year Study

0NWV.LSE · · GB · Common Stock

Executive Summary: Schneider Electric SE has compounded at 18.9% annually over the last 10 years, with a maximum drawdown of 33.6% and an annualized volatility of 24.9%.

1Y CAGR
+23.2%
3Y CAGR
+20.2%
5Y CAGR
+17.4%
10Y CAGR
+18.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
33.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +58.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.715.3-17.617.3————————14.4%
20252.2-5.6-9.4-3.510.22.41.1-8.413.23.0-5.81.6-1.5%
20240.314.8-0.12.56.9-1.0-0.23.02.70.62.8-1.334.2%
202311.92.70.92.94.13.6-2.7-2.0-1.0-7.916.48.040.5%
2022-14.0-5.98.8-9.6-4.2-12.920.2-11.8-1.89.38.9-4.9-21.7%
20211.11.85.82.20.21.56.76.6-4.63.45.010.747.4%
2020-1.40.2-13.86.910.211.7-0.86.81.5-2.312.32.134.9%
20193.910.02.111.7-6.313.0-2.5-2.55.64.14.94.558.0%
20186.0-4.7-0.55.2-2.0-2.7-3.31.5-1.2-7.60.5-7.1-15.6%
20172.0-4.36.96.3-2.3-2.6-1.11.88.43.2-4.3-1.911.5%
2016———2.25.9-9.211.04.81.3-1.32.54.422.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 24.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 32.5% of variance. Idiosyncratic stock-specific factors contribute 24.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110224.055571884683
2016-05-0110830.728775188303
2016-06-019837.017857583583
2016-07-0110917.582281974364
2016-08-0111444.312564926979
2016-09-0111596.547399218745
2016-10-0111441.507943808856
2016-11-0111722.62072772065
2016-12-0112233.488073629158
2017-01-0112482.830109514847
2017-02-0111941.156805244866
2017-03-0112763.022977699897
2017-04-0113561.509828514247
2017-05-0113252.822009769056
2017-06-0112912.879493283494
2017-07-0112769.798942321284
2017-08-0112993.540396640738
2017-09-0114078.659525727351
2017-10-0114532.873525049756
2017-11-0113905.805116975138
2017-12-0113645.58115115113
2018-01-0114467.58194541983
2018-02-0113785.767333119435
2018-03-0113722.405332818778
2018-04-0114433.006576275598
2018-05-0114146.105054375994
2018-06-0113764.878515031649
2018-07-0113306.625861299146
2018-08-0113506.875809133191
2018-09-0113345.12770000875
2018-10-0112326.579057781926
2018-11-0112393.979712492679
2018-12-0111514.046664408013
2019-01-0111962.673858463113
2019-02-0113154.525648821049
2019-03-0113426.012973055444
2019-04-0114992.539707825792
2019-05-0114051.039616956066
2019-06-0115872.472755910461
2019-07-0115479.175127273706
2019-08-0115089.871279109162
2019-09-0115938.011142198779
2019-10-0116589.513409454492
2019-11-0117409.853868021262
2019-12-0118196.42668832582
2020-01-0117936.22515947076
2020-02-0117964.024563993604
2020-03-0115481.172017509813
2020-04-0116543.83174068249
2020-05-0118238.89987053869
2020-06-0120378.48922913306
2020-07-0120206.173307635527
2020-08-0121580.594714298855
2020-09-0121908.825132995134
2020-10-0121401.098962738928
2020-11-0124032.01306729071
2020-12-0124544.85486646638
2021-01-0124811.540679346544
2021-02-0125247.46854897878
2021-03-0126714.19564588181
2021-04-0127289.614151445054
2021-05-0127349.29648883873
2021-06-0127746.722519761362
2021-07-0129599.993717648693
2021-08-0131557.84362778864
2021-09-0130101.998460823932
2021-10-0131126.941639200082
2021-11-0132668.54090147254
2021-12-0136174.27242518954
2022-01-0131112.312735447944
2022-02-0129271.58380320086
2022-03-0131833.952967625697
2022-04-0128784.207963777753
2022-05-0127581.204999854162
2022-06-0124032.41693273172
2022-07-0128888.98860875087
2022-08-0125477.178237037602
2022-09-0125025.56692611282
2022-10-0127362.870855050453
2022-11-0129802.936101756142
2022-12-0128341.032953176287
2023-01-0131714.29661224206
2023-02-0132564.05193709572
2023-03-0132848.70976210082
2023-04-0133803.33547980336
2023-05-0135184.959153498035
2023-06-0136434.60857585827
2023-07-0135436.1858947751
2023-08-0134717.41759462231
2023-09-0134383.15163127983
2023-10-0131667.537968960696
2023-11-0136860.61930521682
2023-12-0139820.930550850026
2024-01-0139923.60212074231
2024-02-0145813.620586367746
2024-03-0145753.534383533064
2024-04-0146889.585432124804
2024-05-0150136.955258440226
2024-06-0149660.057483514436
2024-07-0149549.129109050395
2024-08-0151046.43779462545
2024-09-0152399.521643822096
2024-10-0152698.987868330885
2024-11-0154151.916229332746
2024-12-0153436.535911490646
2025-01-0154628.83644122749
2025-02-0151589.88361944209
2025-03-0146743.1168988519
2025-04-0145112.73455046411
2025-05-0149714.713939864436
2025-06-0150893.57472520323
2025-07-0151470.40675981001
2025-08-0147140.07175342669
2025-09-0153355.11215118928
2025-10-0154953.7461885199
2025-11-0151778.915082803636
2025-12-0152620.30141824081
2026-01-0154045.048946247756
2026-02-0162307.46276024079
2026-03-0151335.784946140055
2026-04-0160203.996921647864
Annual Return Matrix
YearAnnual Return
20170.11542849177790249
2018-0.15620694077681707
20190.5803676343065594
20200.34888323333357985
20210.4738026613720774
2022-0.2165417283295148
20230.4050627800560507
20240.3419208233532851
2025-0.01527483919619721
20260.14412109583200072
Total Factor Risk
0.24934391182745988
VTI.US Exposure
0.01442675454529139
VEA.US Exposure
0.3253844077542378
VWO.US Exposure
-0.10200738561661657
QQQ.US Exposure
-0.0008616706119714604
VTV.US Exposure
-0.02510003524254734
IJR.US Exposure
0.033667347252369854
QUAL.US Exposure
0.23022066530697316
SHV.US Exposure
0.09601077833260342
TLT.US Exposure
0.08888711068314105
LQD.US Exposure
-0.0490424111237788
HYG.US Exposure
0.08043475147828169
GLD.US Exposure
0.013124045738741201
USO.US Exposure
0.007543087861277658
VNQ.US Exposure
-0.009553085303501383
BTC-USD.CC Exposure
-0.006986318949587598
CPER.US Exposure
0.03430943118471763
VIX.INDX Exposure
0.016434573045300313
UUP.US Exposure
-0.009551371785146402
TIP.US Exposure
0.022676167887398416
Idiosyncratic Exposure
0.23998315756281596
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →0.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.35%
Market Cap$67.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Schneider Electric SE a high-risk investment?

Schneider Electric SE (0NWV.LSE) has an annualized volatility of 24.9% and experienced a maximum drawdown of 33.6% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 0NWV.LSE?

Over the past 10 years, 0NWV.LSE has generated a Compound Annual Growth Rate (CAGR) of 18.9%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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