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

Performance

ETRN vs. SNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equitrans Midstream Corporation (ETRN) and Sanofi (SNY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ETRN

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SNY

1D
-1.00%
1M
-2.26%
YTD
-7.72%
6M
-10.00%
1Y
-9.09%
3Y*
-1.54%
5Y*
0.05%
10Y*
4.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETRN vs. SNY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ETRN
Equitrans Midstream Corporation
0.00%0.00%25.17%65.24%-30.12%38.50%-33.24%-25.27%2.67%
SNY
Sanofi
-7.72%4.93%1.09%6.55%0.57%7.00%0.39%20.47%-2.93%

Correlation

The correlation between ETRN and SNY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.09

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

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2018

0.15

Fundamentals

Total Revenue (TTM)

ETRN:

$1.42B

SNY:

$47.35B

Gross Profit (TTM)

ETRN:

$1.03B

SNY:

$34.18B

EBITDA (TTM)

ETRN:

$1.38B

SNY:

$12.63B

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Return for Risk

ETRN vs. SNY — Risk / Return Rank

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

ETRN

SNY
SNY Risk / Return Rank: 2222
Overall Rank
SNY Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SNY Sortino Ratio Rank: 2323
Sortino Ratio Rank
SNY Omega Ratio Rank: 2222
Omega Ratio Rank
SNY Calmar Ratio Rank: 2121
Calmar Ratio Rank
SNY Martin Ratio Rank: 1818
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.

ETRN vs. SNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Equitrans Midstream Corporation (ETRN) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ETRN vs. SNY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ETRNSNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

Drawdowns

ETRN vs. SNY - Drawdown Comparison


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Drawdown Indicators


ETRNSNYDifference

Max Drawdown

Largest peak-to-trough decline

-46.46%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

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 Drawdown

Current decline from peak

-21.40%

Average Drawdown

Average peak-to-trough decline

-12.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

Volatility

ETRN vs. SNY - Volatility Comparison


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Volatility by Period


ETRNSNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

Volatility (6M)

Calculated over the trailing 6-month period

14.97%

Volatility (1Y)

Calculated over the trailing 1-year period

24.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

Dividends

ETRN vs. SNY - Dividend Comparison

ETRN has not paid dividends to shareholders, while SNY's dividend yield for the trailing twelve months is around 5.72%.


PositionTTM20252024202320222021202020192018201720162015
ETRN
Equitrans Midstream Corporation
0.00%0.00%2.42%5.89%8.96%5.80%11.19%13.17%0.00%0.00%0.00%0.00%
SNY
Sanofi
5.72%4.56%4.22%3.83%4.32%3.80%3.61%3.47%4.29%3.82%4.11%3.77%

Financials

ETRN vs. SNY - Financials Comparison

This section allows you to compare key financial metrics between Equitrans Midstream Corporation 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


0.005.00B10.00B15.00B20222023202420252026
361.60M
11.24B
(ETRN) Total Revenue
(SNY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ETRN and SNY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ETRN 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.

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