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

Key characteristics


ALNYSNY
YTD Return46.19%1.79%
1Y Return72.85%10.24%
3Y Return (Ann)17.97%2.51%
5Y Return (Ann)25.40%5.24%
10Y Return (Ann)12.03%4.38%
Sharpe Ratio1.430.54
Sortino Ratio2.800.95
Omega Ratio1.361.11
Calmar Ratio1.730.64
Martin Ratio4.651.73
Ulcer Index15.08%6.56%
Daily Std Dev49.19%20.92%
Max Drawdown-83.58%-46.65%
Current Drawdown-6.90%-13.51%

Fundamentals


ALNYSNY
Market Cap$36.09B$129.58B
EPS-$2.63$1.92
PEG Ratio-0.490.77
Total Revenue (TTM)$2.01B$55.21B
Gross Profit (TTM)$1.79B$35.86B
EBITDA (TTM)-$146.13M$16.06B

Correlation

-0.50.00.51.00.3

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.

Performance

ALNY vs. SNY - Performance Comparison

In the year-to-date period, ALNY achieves a 46.19% return, which is significantly higher than SNY's 1.79% return. Over the past 10 years, ALNY has outperformed SNY with an annualized return of 12.03%, while SNY has yielded a comparatively lower 4.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
86.68%
0.82%
ALNY
SNY

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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.


ALNY
Sharpe ratio
The chart of Sharpe ratio for ALNY, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.001.43
Sortino ratio
The chart of Sortino ratio for ALNY, currently valued at 2.80, compared to the broader market-4.00-2.000.002.004.006.002.80
Omega ratio
The chart of Omega ratio for ALNY, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ALNY, currently valued at 1.73, compared to the broader market0.002.004.006.001.73
Martin ratio
The chart of Martin ratio for ALNY, currently valued at 4.65, compared to the broader market0.0010.0020.0030.004.65
SNY
Sharpe ratio
The chart of Sharpe ratio for SNY, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.54
Sortino ratio
The chart of Sortino ratio for SNY, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.006.000.95
Omega ratio
The chart of Omega ratio for SNY, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for SNY, currently valued at 0.64, compared to the broader market0.002.004.006.000.64
Martin ratio
The chart of Martin ratio for SNY, currently valued at 1.73, compared to the broader market0.0010.0020.0030.001.73

ALNY vs. SNY - Sharpe Ratio Comparison

The current ALNY Sharpe Ratio is 1.43, which is higher than the SNY Sharpe Ratio of 0.54. 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.43
0.54
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 4.02%.


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
4.02%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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.90%
-13.51%
ALNY
SNY

Volatility

ALNY vs. SNY - Volatility Comparison

Alnylam Pharmaceuticals, Inc. (ALNY) has a higher volatility of 9.98% compared to Sanofi (SNY) at 6.62%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
9.98%
6.62%
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