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BLDR vs. SNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BLDR vs. SNY - Performance Comparison

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

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Returns By Period

In the year-to-date period, BLDR achieves a -24.41% return, which is significantly lower than SNY's -3.62% return. Over the past 10 years, BLDR has outperformed SNY with an annualized return of 21.56%, while SNY has yielded a comparatively lower 5.78% annualized return.


BLDR

1D
-1.02%
1M
10.45%
YTD
-24.41%
6M
-28.31%
1Y
-30.12%
3Y*
-14.86%
5Y*
12.14%
10Y*
21.56%

SNY

1D
0.32%
1M
3.65%
YTD
-3.62%
6M
-4.06%
1Y
-5.97%
3Y*
0.21%
5Y*
0.40%
10Y*
5.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLDR vs. SNY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLDR
Builders FirstSource, Inc.
-24.41%-28.01%-14.38%157.31%-24.30%110.02%60.61%132.91%-49.93%98.63%
SNY
Sanofi
-3.62%4.93%1.09%6.55%0.57%7.00%0.39%20.47%6.06%9.96%

Correlation

The correlation between BLDR and SNY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2005

0.25

The correlation between BLDR and SNY shifts across timeframes, from 0.18 (10 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BLDR:

$8.54B

SNY:

$106.57B

EPS

BLDR:

$2.63

SNY:

€3.09

PE Ratio

BLDR:

29.54

SNY:

12.38

PS Ratio

BLDR:

0.58

SNY:

1.98

PB Ratio

BLDR:

2.13

SNY:

1.27

Total Revenue (TTM)

BLDR:

$14.82B

SNY:

€47.35B

Gross Profit (TTM)

BLDR:

$4.43B

SNY:

€34.18B

EBITDA (TTM)

BLDR:

$1.06B

SNY:

€12.63B

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Return for Risk

BLDR vs. SNY — Risk / Return Rank

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

BLDR
BLDR Risk / Return Rank: 1717
Overall Rank
BLDR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BLDR Sortino Ratio Rank: 1414
Sortino Ratio Rank
BLDR Omega Ratio Rank: 1717
Omega Ratio Rank
BLDR Calmar Ratio Rank: 2222
Calmar Ratio Rank
BLDR Martin Ratio Rank: 1919
Martin Ratio Rank

SNY
SNY Risk / Return Rank: 2626
Overall Rank
SNY Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SNY Sortino Ratio Rank: 2626
Sortino Ratio Rank
SNY Omega Ratio Rank: 2626
Omega Ratio Rank
SNY Calmar Ratio Rank: 2626
Calmar Ratio Rank
SNY Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BLDR vs. SNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Builders FirstSource, Inc. (BLDR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BLDRSNYDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

0.91

0.97

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.59

-0.49

-0.10

Martin ratioReturn relative to average drawdown

-1.11

-0.96

-0.15

BLDR vs. SNY - Sharpe Ratio Comparison

The current BLDR Sharpe Ratio is -0.67, which is lower than the SNY Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of BLDR and SNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BLDR vs. SNY - Drawdown Comparison

The maximum BLDR drawdown since its inception was -96.78%, which is greater than SNY's maximum drawdown of -46.46%. Use the drawdown chart below to compare losses from any high point for BLDR and SNY.


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Drawdown Indicators


BLDRSNYDifference

Max Drawdown

Largest peak-to-trough decline

-96.78%

-46.46%

-50.32%

Max Drawdown (1Y)

Largest decline over 1 year

-55.51%

-16.70%

-38.81%

Max Drawdown (3Y)

Largest decline over 3 years

-68.55%

-23.37%

-45.18%

Max Drawdown (5Y)

Largest decline over 5 years

-68.55%

-33.52%

-35.03%

Max Drawdown (10Y)

Largest decline over 10 years

-68.55%

-33.52%

-35.03%

Current Drawdown

Current decline from peak

-63.16%

-17.91%

-45.25%

Average Drawdown

Average peak-to-trough decline

-47.87%

-12.20%

-35.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.23%

8.63%

+20.60%

Volatility

BLDR vs. SNY - Volatility Comparison

Builders FirstSource, Inc. (BLDR) has a higher volatility of 15.05% compared to Sanofi (SNY) at 8.05%. This indicates that BLDR'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.


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Volatility by Period


BLDRSNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.05%

8.05%

+7.00%

Volatility (6M)

Calculated over the trailing 6-month period

34.74%

15.99%

+18.75%

Volatility (1Y)

Calculated over the trailing 1-year period

48.45%

25.71%

+22.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.30%

24.82%

+20.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.75%

23.47%

+24.28%

Dividends

BLDR vs. SNY - Dividend Comparison

BLDR has not paid dividends to shareholders, while SNY's dividend yield for the trailing twelve months is around 5.47%.


PositionTTM20252024202320222021202020192018201720162015
BLDR
Builders FirstSource, 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
5.47%4.56%4.22%3.83%4.32%3.80%3.61%3.47%4.29%3.82%4.11%3.77%

Financials

BLDR vs. SNY - Financials Comparison

This section allows you to compare key financial metrics between Builders FirstSource, 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


4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
3.29B
11.24B
(BLDR) Total Revenue
(SNY) Total Revenue
Please note, different currencies. BLDR values in USD, SNY values in EUR

BLDR vs. SNY - Profitability Comparison

The chart below illustrates the profitability comparison between Builders FirstSource, Inc. and Sanofi over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
28.3%
72.1%
Portfolio components
BLDR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Builders FirstSource, Inc. reported a gross profit of 928.97M and revenue of 3.29B. Therefore, the gross margin over that period was 28.3%.

SNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sanofi reported a gross profit of 8.11B and revenue of 11.24B. Therefore, the gross margin over that period was 72.1%.

BLDR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Builders FirstSource, Inc. reported an operating income of 16.52M and revenue of 3.29B, resulting in an operating margin of 0.5%.

SNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sanofi reported an operating income of 2.27B and revenue of 11.24B, resulting in an operating margin of 20.2%.

BLDR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Builders FirstSource, Inc. reported a net income of -47.41M and revenue of 3.29B, resulting in a net margin of -1.4%.

SNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sanofi reported a net income of 1.61B and revenue of 11.24B, resulting in a net margin of 14.4%.


Frequently Asked Questions


BLDR and SNY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLDR has higher volatility (15.05%) compared to SNY (8.05%). In terms of maximum drawdown, BLDR dropped -96.78% vs SNY's -46.46%.

SNY currently has the higher Sharpe Ratio (-0.32 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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