Schneider Electric S.E.

10-Year Study

SND.XETRA · Industrials · DE · Common Stock

Executive Summary: Schneider Electric S.E. has compounded at 19.2% annually over the last 10 years, with a maximum drawdown of 33.4% and an annualized volatility of 26.0%.

1Y CAGR
+23.1%
3Y CAGR
+20.3%
5Y CAGR
+17.8%
10Y CAGR
+19.2%

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 →
33.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +63.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.615.1-18.117.2————————13.4%
20252.3-4.6-9.9-3.010.33.9-0.8-7.811.54.9-6.12.30.3%
20240.314.70.12.17.7-1.3-0.73.12.80.52.7-1.633.5%
202312.12.81.02.84.43.3-2.9-2.3-0.8-7.616.28.240.8%
2022-13.4-6.99.1-9.6-4.1-12.619.2-11.6-2.010.08.9-5.4-22.0%
20210.61.96.02.1-1.13.26.07.1-4.83.35.010.847.1%
2020-1.90.1-13.56.510.410.9-1.16.11.9-1.511.83.034.2%
20196.610.22.212.1-6.812.7-2.1-2.55.73.55.25.363.6%
20185.5-4.7-2.07.31.3-3.6-3.62.0-1.3-7.70.3-9.2-16.0%
20172.1-4.26.56.1-2.4-2.2-0.90.37.83.5-3.1-1.211.9%
2016———3.24.9-7.811.03.2-1.10.52.84.822.4%

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 26.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 34.4% of variance. Idiosyncratic stock-specific factors contribute 21.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110323.161446496924
2016-05-0110825.977885055981
2016-06-019982.087728474033
2016-07-0111084.988405622693
2016-08-0111435.295969044631
2016-09-0111310.465487634978
2016-10-0111363.369173304698
2016-11-0111683.128676759869
2016-12-0112243.986429255785
2017-01-0112502.996949822498
2017-02-0111975.67263588101
2017-03-0112748.955117494319
2017-04-0113525.963536724785
2017-05-0113202.061531198364
2017-06-0112912.757517831273
2017-07-0112793.967221005954
2017-08-0112830.37032579969
2017-09-0113832.36983517933
2017-10-0114313.247212489528
2017-11-0113870.67062248615
2017-12-0113698.259223431289
2018-01-0114445.436999254813
2018-02-0113759.563625591869
2018-03-0113479.840594668902
2018-04-0114460.75731417754
2018-05-0114642.30998875276
2018-06-0114111.051454967068
2018-07-0113603.490810125293
2018-08-0113872.082313136129
2018-09-0113690.390783742876
2018-10-0112631.807936015699
2018-11-0112671.312131745452
2018-12-0111506.088783770649
2019-01-0112260.510152601444
2019-02-0113516.590836507708
2019-03-0113816.771810620543
2019-04-0115484.186750473265
2019-05-0114424.74763136823
2019-06-0116250.248781548973
2019-07-0115910.933891221135
2019-08-0115519.664156480125
2019-09-0116408.14985211962
2019-10-0116982.800516539923
2019-11-0117871.26306970975
2019-12-0118820.868027752447
2020-01-0118454.059883454524
2020-02-0118466.279107441227
2020-03-0115976.126228286577
2020-04-0117019.481330969713
2020-05-0118783.261514535785
2020-06-0120832.874341018174
2020-07-0120614.039147801697
2020-08-0121864.010219714608
2020-09-0122284.879173165842
2020-10-0121948.17938191092
2020-11-0124536.502617413324
2020-12-0125262.505033487152
2021-01-0125420.336676648785
2021-02-0125893.80846366401
2021-03-0127451.018962939652
2021-04-0128017.08377111172
2021-05-0127722.040425266026
2021-06-0128618.92683739638
2021-07-0130322.58288475513
2021-08-0132472.541459734417
2021-09-0130927.665896793842
2021-10-0131940.4035121012
2021-11-0133541.07556942046
2021-12-0137171.55049918307
2022-01-0132197.88662966957
2022-02-0129962.11577714727
2022-03-0132687.095296061616
2022-04-0129558.719388298243
2022-05-0128344.57285943727
2022-06-0124774.59234539673
2022-07-0129543.3296459665
2022-08-0126118.267277010735
2022-09-0125586.9624582857
2022-10-0128155.753449385105
2022-11-0130649.886833323304
2022-12-0128998.833619528545
2023-01-0132494.15652640787
2023-02-0133398.726238469266
2023-03-0133719.272585893275
2023-04-0134654.57549767881
2023-05-0136175.19775240335
2023-06-0137362.36016162701
2023-07-0136269.27189161919
2023-08-0135436.004128616594
2023-09-0135149.292071852746
2023-10-0132483.74241505557
2023-11-0137743.146357606696
2023-12-0140838.77567078448
2024-01-0140941.80594576331
2024-02-0146949.359647864185
2024-03-0146994.1403266791
2024-04-0147990.932780382595
2024-05-0151675.60737411653
2024-06-0151027.66450824566
2024-07-0150663.91116994441
2024-08-0152232.60033417726
2024-09-0153676.22759230374
2024-10-0153926.30511957714
2024-11-0155381.31847278214
2024-12-0154506.04712732524
2025-01-0155745.0718110834
2025-02-0153153.34663253924
2025-03-0147890.286179779956
2025-04-0146446.658921653485
2025-05-0151225.8566185149
2025-06-0153204.537775453246
2025-07-0152787.973321360965
2025-08-0148645.47125010993
2025-09-0154245.94891068396
2025-10-0156918.904157776095
2025-11-0153459.104941842976
2025-12-0154662.513364776234
2026-01-0156097.346484427435
2026-02-0164567.490384303856
2026-03-0152892.11443488403
2026-04-0161998.67625073477
Annual Return Matrix
YearAnnual Return
20170.1187744532859547
2018-0.16003277525299464
20190.6357311664672103
20200.34226035676123656
20210.4714118987768503
2022-0.21986483668024936
20230.40829028527832345
20240.33466408412233917
20250.002870621622688807
20260.1342082980524979
Total Factor Risk
0.2603936467950397
VTI.US Exposure
0.07683912531229853
VEA.US Exposure
0.34372937098986717
VWO.US Exposure
-0.10544236282809269
QQQ.US Exposure
-0.04064125440254945
VTV.US Exposure
-0.05742496487685019
IJR.US Exposure
0.029556437190991193
QUAL.US Exposure
0.23142064462753809
SHV.US Exposure
0.09893604972429003
TLT.US Exposure
0.09369533415455016
LQD.US Exposure
-0.049938359726535986
HYG.US Exposure
0.10068083032260404
GLD.US Exposure
0.011290438430951545
USO.US Exposure
0.005733069538504787
VNQ.US Exposure
-0.009984438607325478
BTC-USD.CC Exposure
-0.004772849303295548
CPER.US Exposure
0.04045004240753858
VIX.INDX Exposure
0.009047842661404522
UUP.US Exposure
-0.01000717836806081
TIP.US Exposure
0.022888216033175847
Idiosyncratic Exposure
0.2139440067189957
Value Score
38.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.0%

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 →29.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.75%
Market Cap$132.8B
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 →
+5.7%
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 →
+12.7%
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 →
4.0% 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 →
1.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Schneider Electric S.E. a high-risk investment?

Schneider Electric S.E. (SND.XETRA) has an annualized volatility of 26.0% and experienced a maximum drawdown of 33.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of SND.XETRA?

Over the past 10 years, SND.XETRA has generated a Compound Annual Growth Rate (CAGR) of 19.2%. It has had a positive return in 80% 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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