FDJ.PA vs. SAN.PA
FDJ.PA (La Francaise Des Jeux Sa) and SAN.PA (Sanofi) are both stocks. FDJ.PA operates in Gambling (Consumer Cyclical), while SAN.PA operates in Drug Manufacturers - General (Healthcare). At a 0.14 correlation, their price movements are largely independent.
Performance
FDJ.PA vs. SAN.PA - Performance Comparison
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Returns By Period
FDJ.PA
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SAN.PA
- 1D
- 0.38%
- 1M
- 5.32%
- YTD
- -2.23%
- 6M
- -2.94%
- 1Y
- -7.76%
- 3Y*
- -2.17%
- 5Y*
- 1.20%
- 10Y*
- 5.46%
FDJ.PA vs. SAN.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FDJ.PA La Francaise Des Jeux Sa | 0.00% | -19.29% | 19.36% | -9.41% | -0.01% | 5.99% | 63.43% | 3.61% |
SAN.PA Sanofi | -2.23% | -7.87% | 8.77% | 3.64% | 4.92% | 16.86% | -8.97% | 8.13% |
Correlation
The correlation between FDJ.PA and SAN.PA is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2019 | 0.14 |
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Return for Risk
FDJ.PA vs. SAN.PA — Risk / Return Rank
FDJ.PA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SAN.PA
FDJ.PA vs. SAN.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for La Francaise Des Jeux Sa (FDJ.PA) 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.
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.
| FDJ.PA | SAN.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.96 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.47 | — |
| Martin ratioReturn relative to average drawdown | — | -0.85 | — |
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Drawdowns
FDJ.PA vs. SAN.PA - Drawdown Comparison
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Drawdown Indicators
| FDJ.PA | SAN.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -43.30% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.18% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.80% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.35% | — |
Current DrawdownCurrent decline from peak | — | -22.98% | — |
Average DrawdownAverage peak-to-trough decline | — | -13.52% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 8.92% | — |
Volatility
FDJ.PA vs. SAN.PA - Volatility Comparison
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Volatility by Period
| FDJ.PA | SAN.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.61% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.36% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 24.04% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 22.77% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 21.35% | — |
Dividends
FDJ.PA vs. SAN.PA - Dividend Comparison
FDJ.PA has not paid dividends to shareholders, while SAN.PA's dividend yield for the trailing twelve months is around 5.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDJ.PA La Francaise Des Jeux Sa | 0.00% | 0.00% | 4.78% | 4.17% | 3.30% | 2.31% | 2.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SAN.PA Sanofi | 5.38% | 4.74% | 4.01% | 3.97% | 3.71% | 3.61% | 4.00% | 3.43% | 4.00% | 4.12% | 3.81% | 3.63% |
Financials
FDJ.PA vs. SAN.PA - Financials Comparison
This section allows you to compare key financial metrics between La Francaise Des Jeux Sa 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
FDJ.PA and SAN.PA have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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