ELPC vs. SNY
ELPC (Companhia Paranaense de Energia) and SNY (Sanofi) are both stocks. ELPC operates in Utilities - Diversified (Utilities), while SNY operates in Drug Manufacturers - General (Healthcare). Over the past year, ELPC returned 52.24% vs -5.37% for SNY. At a 0.13 correlation, their price movements are largely independent.
Performance
ELPC vs. SNY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ELPC achieves a 30.63% return, which is significantly higher than SNY's -3.34% return.
ELPC
- 1D
- 0.70%
- 1M
- -11.11%
- YTD
- 30.63%
- 6M
- 19.56%
- 1Y
- 52.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SNY
- 1D
- 4.74%
- 1M
- 2.35%
- YTD
- -3.34%
- 6M
- -4.21%
- 1Y
- -5.37%
- 3Y*
- 0.11%
- 5Y*
- 0.98%
- 10Y*
- 5.00%
ELPC vs. SNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ELPC Companhia Paranaense de Energia | 30.63% | 89.60% | -30.59% |
SNY Sanofi | -3.34% | 4.93% | 1.09% |
Correlation
The correlation between ELPC and SNY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2024 | 0.13 |
Fundamentals
ELPC:
$2.12B
SNY:
$106.88B
ELPC:
$14.65
SNY:
$3.09
ELPC:
0.78
SNY:
14.37
ELPC:
0.08
SNY:
2.29
ELPC:
0.09
SNY:
1.47
ELPC:
$27.27B
SNY:
$47.35B
ELPC:
$6.94B
SNY:
$34.18B
ELPC:
$6.34B
SNY:
$12.63B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ELPC vs. SNY — Risk / Return Rank
ELPC
SNY
ELPC vs. SNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Companhia Paranaense de Energia (ELPC) 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.
| ELPC | SNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.98 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | -0.32 | +3.56 |
| Martin ratioReturn relative to average drawdown | 8.10 | -0.64 | +8.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ELPC | SNY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | -0.21 | +1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.04 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.21 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.21 | +0.45 |
Drawdowns
ELPC vs. SNY - Drawdown Comparison
The maximum ELPC drawdown since its inception was -31.85%, smaller than the maximum SNY drawdown of -46.46%. Use the drawdown chart below to compare losses from any high point for ELPC and SNY.
Loading charts...
Drawdown Indicators
| ELPC | SNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.85% | -46.46% | +14.61% |
Max Drawdown (1Y)Largest decline over 1 year | -16.23% | -16.70% | +0.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.37% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.52% | — |
Current DrawdownCurrent decline from peak | -14.56% | -17.67% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -12.19% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.47% | 8.47% | -2.00% |
Volatility
ELPC vs. SNY - Volatility Comparison
Companhia Paranaense de Energia (ELPC) has a higher volatility of 10.66% compared to Sanofi (SNY) at 7.22%. This indicates that ELPC'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.
Loading charts...
Volatility by Period
| ELPC | SNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.66% | 7.22% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 31.15% | 15.69% | +15.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.29% | 25.40% | +14.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.00% | 24.77% | +13.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.00% | 23.46% | +14.54% |
Dividends
ELPC vs. SNY - Dividend Comparison
ELPC's dividend yield for the trailing twelve months is around 6.99%, more than SNY's 5.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELPC Companhia Paranaense de Energia | 6.99% | 2.86% | 5.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SNY Sanofi | 5.46% | 4.56% | 4.22% | 3.83% | 4.32% | 3.80% | 3.61% | 3.47% | 4.29% | 3.82% | 4.11% | 3.77% |
Financials
ELPC vs. SNY - Financials Comparison
This section allows you to compare key financial metrics between Companhia Paranaense de Energia 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
ELPC vs. SNY - Profitability Comparison
ELPC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Companhia Paranaense de Energia reported a gross profit of 1.73B and revenue of 6.94B. Therefore, the gross margin over that period was 24.9%.
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%.
ELPC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Companhia Paranaense de Energia reported an operating income of 1.44B and revenue of 6.94B, resulting in an operating margin of 20.7%.
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%.
ELPC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Companhia Paranaense de Energia reported a net income of 679.09M and revenue of 6.94B, resulting in a net margin of 9.8%.
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
ELPC and SNY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ELPC has higher volatility (10.66%) compared to SNY (7.22%). In terms of maximum drawdown, ELPC dropped -31.85% vs SNY's -46.46%.
ELPC currently has the higher Sharpe Ratio (1.30 vs -0.21), 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.
Find the right allocation for ELPC and SNY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer