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ALNY vs. SNY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALNY and SNY is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

ALNY vs. SNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alnylam Pharmaceuticals, Inc. (ALNY) and Sanofi (SNY). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,983.86%
195.30%
ALNY
SNY

Key characteristics

Sharpe Ratio

ALNY:

0.74

SNY:

-0.05

Sortino Ratio

ALNY:

1.76

SNY:

0.10

Omega Ratio

ALNY:

1.23

SNY:

1.01

Calmar Ratio

ALNY:

0.91

SNY:

-0.05

Martin Ratio

ALNY:

2.30

SNY:

-0.12

Ulcer Index

ALNY:

16.11%

SNY:

8.86%

Daily Std Dev

ALNY:

49.85%

SNY:

22.20%

Max Drawdown

ALNY:

-83.58%

SNY:

-46.65%

Current Drawdown

ALNY:

-18.34%

SNY:

-18.49%

Fundamentals

Market Cap

ALNY:

$31.80B

SNY:

$122.70B

EPS

ALNY:

-$2.61

SNY:

$1.89

PEG Ratio

ALNY:

-0.49

SNY:

0.76

Total Revenue (TTM)

ALNY:

$2.09B

SNY:

$59.54B

Gross Profit (TTM)

ALNY:

$1.79B

SNY:

$40.42B

EBITDA (TTM)

ALNY:

-$130.90M

SNY:

$11.26B

Returns By Period

In the year-to-date period, ALNY achieves a 28.23% return, which is significantly higher than SNY's -4.06% return. Over the past 10 years, ALNY has outperformed SNY with an annualized return of 10.27%, while SNY has yielded a comparatively lower 3.84% annualized return.


ALNY

YTD

28.23%

1M

-1.35%

6M

48.12%

1Y

35.50%

5Y*

16.21%

10Y*

10.27%

SNY

YTD

-4.06%

1M

-0.56%

6M

1.06%

1Y

-2.11%

5Y*

1.97%

10Y*

3.84%

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Risk-Adjusted Performance

ALNY vs. SNY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alnylam Pharmaceuticals, Inc. (ALNY) and Sanofi (SNY). 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 ALNY, currently valued at 0.74, compared to the broader market-4.00-2.000.002.000.74-0.05
The chart of Sortino ratio for ALNY, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.760.10
The chart of Omega ratio for ALNY, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.01
The chart of Calmar ratio for ALNY, currently valued at 0.91, compared to the broader market0.002.004.006.000.91-0.05
The chart of Martin ratio for ALNY, currently valued at 2.30, compared to the broader market-5.000.005.0010.0015.0020.0025.002.30-0.12
ALNY
SNY

The current ALNY Sharpe Ratio is 0.74, which is higher than the SNY Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of ALNY and SNY, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.74
-0.05
ALNY
SNY

Dividends

ALNY vs. SNY - Dividend Comparison

ALNY has not paid dividends to shareholders, while SNY's dividend yield for the trailing twelve months is around 4.27%.


TTM20232022202120202019201820172016201520142013
ALNY
Alnylam Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SNY
Sanofi
4.27%3.83%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.79%4.19%3.47%

Drawdowns

ALNY vs. SNY - Drawdown Comparison

The maximum ALNY drawdown since its inception was -83.58%, which is greater than SNY's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for ALNY and SNY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.34%
-18.49%
ALNY
SNY

Volatility

ALNY vs. SNY - Volatility Comparison

The current volatility for Alnylam Pharmaceuticals, Inc. (ALNY) is 7.18%, while Sanofi (SNY) has a volatility of 8.70%. This indicates that ALNY experiences smaller price fluctuations and is considered to be less risky than SNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
7.18%
8.70%
ALNY
SNY

Financials

ALNY vs. SNY - Financials Comparison

This section allows you to compare key financial metrics between Alnylam Pharmaceuticals, Inc. and Sanofi. 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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