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Schneider Electric SE (MEX:SU N) 1-Year Sharpe Ratio : 0.50 (As of Jul. 03, 2025)


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What is Schneider Electric SE 1-Year Sharpe Ratio?

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2025-07-03), Schneider Electric SE's 1-Year Sharpe Ratio is 0.50.


Competitive Comparison of Schneider Electric SE's 1-Year Sharpe Ratio

For the Specialty Industrial Machinery subindustry, Schneider Electric SE's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Schneider Electric SE's 1-Year Sharpe Ratio Distribution in the Industrial Products Industry

For the Industrial Products industry and Industrials sector, Schneider Electric SE's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Schneider Electric SE's 1-Year Sharpe Ratio falls into.


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Schneider Electric SE 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.


Schneider Electric SE  (MEX:SU N) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.


Schneider Electric SE 1-Year Sharpe Ratio Related Terms

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Schneider Electric SE Business Description

Address
35, rue Joseph Monier - CS 30323, Rueil Malmaison Cedex, FRA, F-92506
Schneider Electric is a leading global supplier of electrical and industrial automation equipment. The group has four end markets: buildings, data centers, infrastructure, and industry, each of which, relies on Schneider's products and solutions to ensure their operations run safely and efficiently. Schneider sells its products via distributors (45% of revenue), direct to customers (40% of revenue), and the remainder through other channels such as panel builders or system integrators. The group's largest geographic markets are the US, China, and India.

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