PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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%SeptemberOctoberNovemberDecember2025February
4,005.66%
237.14%
ALNY
SNY

Key characteristics

Sharpe Ratio

ALNY:

1.11

SNY:

0.58

Sortino Ratio

ALNY:

2.46

SNY:

1.04

Omega Ratio

ALNY:

1.31

SNY:

1.12

Calmar Ratio

ALNY:

1.36

SNY:

0.60

Martin Ratio

ALNY:

5.57

SNY:

1.49

Ulcer Index

ALNY:

9.91%

SNY:

8.73%

Daily Std Dev

ALNY:

49.65%

SNY:

22.62%

Max Drawdown

ALNY:

-83.58%

SNY:

-46.65%

Current Drawdown

ALNY:

-17.90%

SNY:

-6.94%

Fundamentals

Market Cap

ALNY:

$30.69B

SNY:

$137.77B

EPS

ALNY:

-$2.17

SNY:

$2.30

PEG Ratio

ALNY:

-0.49

SNY:

1.17

Total Revenue (TTM)

ALNY:

$2.25B

SNY:

$44.29B

Gross Profit (TTM)

ALNY:

$1.92B

SNY:

$31.10B

EBITDA (TTM)

ALNY:

-$193.02M

SNY:

$10.18B

Returns By Period

In the year-to-date period, ALNY achieves a 4.86% return, which is significantly lower than SNY's 12.94% return. Over the past 10 years, ALNY has outperformed SNY with an annualized return of 8.72%, while SNY has yielded a comparatively lower 4.79% annualized return.


ALNY

YTD

4.86%

1M

-10.97%

6M

-6.07%

1Y

61.69%

5Y*

16.60%

10Y*

8.72%

SNY

YTD

12.94%

1M

0.59%

6M

-3.18%

1Y

15.18%

5Y*

5.39%

10Y*

4.79%

*Annualized

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

ALNY vs. SNY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALNY
The Risk-Adjusted Performance Rank of ALNY is 8585
Overall Rank
The Sharpe Ratio Rank of ALNY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ALNY is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ALNY is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ALNY is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ALNY is 8484
Martin Ratio Rank

SNY
The Risk-Adjusted Performance Rank of SNY is 6565
Overall Rank
The Sharpe Ratio Rank of SNY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SNY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SNY is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SNY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SNY is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.11, compared to the broader market-3.00-2.00-1.000.001.002.003.001.110.58
The chart of Sortino ratio for ALNY, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.002.461.04
The chart of Omega ratio for ALNY, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.12
The chart of Calmar ratio for ALNY, currently valued at 1.36, compared to the broader market0.001.002.003.004.005.006.001.360.60
The chart of Martin ratio for ALNY, currently valued at 5.57, compared to the broader market-5.000.005.0010.0015.0020.0025.005.571.49
ALNY
SNY

The current ALNY Sharpe Ratio is 1.11, which is higher than the SNY Sharpe Ratio of 0.58. 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 Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
1.11
0.58
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 3.74%.


TTM20242023202220212020201920182017201620152014
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
3.74%4.22%3.83%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.79%4.19%

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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.90%
-6.94%
ALNY
SNY

Volatility

ALNY vs. SNY - Volatility Comparison

Alnylam Pharmaceuticals, Inc. (ALNY) has a higher volatility of 7.81% compared to Sanofi (SNY) at 6.10%. This indicates that ALNY's price experiences larger fluctuations and is considered to be riskier than SNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
7.81%
6.10%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab