CAH vs. SAN.PA
CAH (Cardinal Health, Inc.) and SAN.PA (Sanofi) are both stocks. Both are in the Healthcare sector — CAH in Medical Distribution, SAN.PA in Drug Manufacturers - General. Over the past 10 years, CAH returned 13.19%/yr vs 4.97%/yr for SAN.PA. At a 0.26 correlation, their price movements are largely independent.
Performance
CAH vs. SAN.PA - Performance Comparison
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Different Trading Currencies
CAH is traded in USD, while SAN.PA is traded in EUR. To make them comparable, the SAN.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CAH achieves a -0.01% return, which is significantly higher than SAN.PA's -3.55% return. Over the past 10 years, CAH has outperformed SAN.PA with an annualized return of 13.19%, while SAN.PA has yielded a comparatively lower 4.97% annualized return.
CAH
- 1D
- -0.60%
- 1M
- 11.34%
- YTD
- -0.01%
- 6M
- 3.32%
- 1Y
- 33.66%
- 3Y*
- 35.29%
- 5Y*
- 31.41%
- 10Y*
- 13.19%
SAN.PA
- 1D
- 4.08%
- 1M
- 3.02%
- YTD
- -3.55%
- 6M
- -5.31%
- 1Y
- -6.96%
- 3Y*
- -0.07%
- 5Y*
- 0.98%
- 10Y*
- 4.97%
CAH vs. SAN.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAH Cardinal Health, Inc. | -0.01% | 76.25% | 19.01% | 34.15% | 54.08% | -0.40% | 10.09% | 18.04% | -24.50% | -12.65% |
SAN.PA Sanofi | -3.55% | 4.51% | 2.04% | 6.91% | -0.83% | 8.90% | -0.91% | 21.02% | 5.21% | 10.15% |
Correlation
The correlation between CAH and SAN.PA is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.26 |
The correlation between CAH and SAN.PA shifts across timeframes, from 0.11 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CAH vs. SAN.PA — Risk / Return Rank
CAH
SAN.PA
CAH vs. SAN.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cardinal Health, Inc. (CAH) and Sanofi (SAN.PA). 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.
| CAH | SAN.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.98 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | -0.33 | +1.99 |
| Martin ratioReturn relative to average drawdown | 4.37 | -0.66 | +5.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAH | SAN.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | -0.23 | +1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.25 | 0.04 | +1.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.22 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.15 | +0.41 |
Drawdowns
CAH vs. SAN.PA - Drawdown Comparison
The maximum CAH drawdown since its inception was -61.93%, which is greater than SAN.PA's maximum drawdown of -47.80%. Use the drawdown chart below to compare losses from any high point for CAH and SAN.PA.
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Drawdown Indicators
| CAH | SAN.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.93% | -47.80% | -14.13% |
Max Drawdown (1Y)Largest decline over 1 year | -20.42% | -17.16% | -3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -20.42% | -23.35% | +2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -22.80% | -33.19% | +10.39% |
Max Drawdown (10Y)Largest decline over 10 years | -46.13% | -33.19% | -12.94% |
Current DrawdownCurrent decline from peak | -10.83% | -17.59% | +6.76% |
Average DrawdownAverage peak-to-trough decline | -15.94% | -12.99% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.72% | 8.68% | -0.96% |
Volatility
CAH vs. SAN.PA - Volatility Comparison
Cardinal Health, Inc. (CAH) and Sanofi (SAN.PA) have volatilities of 6.59% and 6.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAH | SAN.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 6.38% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 19.73% | 16.02% | +3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.99% | 25.06% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.19% | 23.93% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.23% | 22.33% | +6.90% |
Dividends
CAH vs. SAN.PA - Dividend Comparison
CAH's dividend yield for the trailing twelve months is around 1.00%, less than SAN.PA's 5.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAH Cardinal Health, Inc. | 1.00% | 0.99% | 1.28% | 1.98% | 2.57% | 3.80% | 3.62% | 3.80% | 4.24% | 3.00% | 2.41% | 1.68% |
SAN.PA Sanofi | 5.39% | 4.74% | 4.01% | 3.97% | 3.71% | 3.61% | 4.00% | 3.43% | 4.00% | 4.12% | 3.81% | 3.63% |
Financials
CAH vs. SAN.PA - Financials Comparison
This section allows you to compare key financial metrics between Cardinal Health, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CAH and SAN.PA have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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