PortfoliosLab logoPortfoliosLab logo
FRCOY vs. SNY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

FRCOY vs. SNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fast Retailing Co Ltd ADR (FRCOY) and Sanofi (SNY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FRCOY vs. SNY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRCOY
Fast Retailing Co Ltd ADR
11.19%7.87%37.62%21.99%6.90%-36.95%50.62%17.05%27.87%12.63%
SNY
Sanofi
-1.51%4.93%1.09%6.55%0.57%7.00%0.39%20.47%6.06%9.96%

Fundamentals

Market Cap

FRCOY:

$123.67B

SNY:

$116.50B

EPS

FRCOY:

$98.30

SNY:

$3.18

PE Ratio

FRCOY:

0.41

SNY:

15.02

PS Ratio

FRCOY:

0.05

SNY:

2.51

PB Ratio

FRCOY:

7.71

SNY:

1.63

Total Revenue (TTM)

FRCOY:

$2.51T

SNY:

$46.72B

Gross Profit (TTM)

FRCOY:

$1.34T

SNY:

$33.79B

EBITDA (TTM)

FRCOY:

$589.29B

SNY:

$12.68B

Returns By Period

In the year-to-date period, FRCOY achieves a 11.19% return, which is significantly higher than SNY's -1.51% return. Over the past 10 years, FRCOY has outperformed SNY with an annualized return of 14.99%, while SNY has yielded a comparatively lower 5.86% annualized return.


FRCOY

1D
1.46%
1M
-5.78%
YTD
11.19%
6M
30.68%
1Y
35.34%
3Y*
23.10%
5Y*
8.83%
10Y*
14.99%

SNY

1D
-0.93%
1M
0.15%
YTD
-1.51%
6M
-4.08%
1Y
-8.27%
3Y*
-0.31%
5Y*
3.35%
10Y*
5.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FRCOY vs. SNY — Risk / Return Rank

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

FRCOY
FRCOY Risk / Return Rank: 7373
Overall Rank
FRCOY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FRCOY Sortino Ratio Rank: 7171
Sortino Ratio Rank
FRCOY Omega Ratio Rank: 6565
Omega Ratio Rank
FRCOY Calmar Ratio Rank: 7676
Calmar Ratio Rank
FRCOY Martin Ratio Rank: 7878
Martin Ratio Rank

SNY
SNY Risk / Return Rank: 2323
Overall Rank
SNY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SNY Sortino Ratio Rank: 2424
Sortino Ratio Rank
SNY Omega Ratio Rank: 2424
Omega Ratio Rank
SNY Calmar Ratio Rank: 2222
Calmar Ratio Rank
SNY Martin Ratio Rank: 2020
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.

FRCOY vs. SNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fast Retailing Co Ltd ADR (FRCOY) 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.


FRCOYSNYDifference

Sharpe ratio

Return per unit of total volatility

1.04

-0.30

+1.34

Sortino ratio

Return per unit of downside risk

1.70

-0.23

+1.93

Omega ratio

Gain probability vs. loss probability

1.20

0.97

+0.23

Calmar ratio

Return relative to maximum drawdown

2.02

-0.57

+2.59

Martin ratio

Return relative to average drawdown

5.48

-1.12

+6.60

FRCOY vs. SNY - Sharpe Ratio Comparison

The current FRCOY Sharpe Ratio is 1.04, which is higher than the SNY Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of FRCOY and SNY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FRCOYSNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

-0.30

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.14

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.25

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.21

+0.25

Correlation

The correlation between FRCOY and SNY is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FRCOY vs. SNY - Dividend Comparison

FRCOY has not paid dividends to shareholders, while SNY's dividend yield for the trailing twelve months is around 4.63%.


TTM20252024202320222021202020192018201720162015
FRCOY
Fast Retailing Co Ltd ADR
0.00%0.45%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.81%0.90%0.83%
SNY
Sanofi
4.63%4.56%4.22%3.83%4.32%3.80%3.61%3.47%4.29%3.82%4.11%3.77%

Drawdowns

FRCOY vs. SNY - Drawdown Comparison

The maximum FRCOY drawdown since its inception was -57.39%, which is greater than SNY's maximum drawdown of -46.46%. Use the drawdown chart below to compare losses from any high point for FRCOY and SNY.


Loading graphics...

Drawdown Indicators


FRCOYSNYDifference

Max Drawdown

Largest peak-to-trough decline

-57.39%

-46.46%

-10.93%

Max Drawdown (1Y)

Largest decline over 1 year

-17.59%

-17.87%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-48.44%

-33.52%

-14.92%

Max Drawdown (10Y)

Largest decline over 10 years

-57.39%

-33.52%

-23.87%

Current Drawdown

Current decline from peak

-11.67%

-16.11%

+4.44%

Average Drawdown

Average peak-to-trough decline

-19.41%

-12.15%

-7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.49%

9.06%

-2.57%

Volatility

FRCOY vs. SNY - Volatility Comparison

Fast Retailing Co Ltd ADR (FRCOY) has a higher volatility of 10.18% compared to Sanofi (SNY) at 6.79%. This indicates that FRCOY'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 graphics...

Volatility by Period


FRCOYSNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.18%

6.79%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

23.70%

16.85%

+6.85%

Volatility (1Y)

Calculated over the trailing 1-year period

34.11%

27.50%

+6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.95%

24.65%

+5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.14%

23.51%

+6.63%

Financials

FRCOY vs. SNY - Financials Comparison

This section allows you to compare key financial metrics between Fast Retailing Co Ltd ADR 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


0.00200.00B400.00B600.00B800.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
6.80B
12.21B
(FRCOY) Total Revenue
(SNY) Total Revenue
Values in USD except per share items

FRCOY vs. SNY - Profitability Comparison

The chart below illustrates the profitability comparison between Fast Retailing Co Ltd ADR 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

50.0%55.0%60.0%65.0%70.0%75.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
49.7%
70.3%
Portfolio components
FRCOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fast Retailing Co Ltd ADR reported a gross profit of 3.38B and revenue of 6.80B. Therefore, the gross margin over that period was 49.7%.

SNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sanofi reported a gross profit of 8.58B and revenue of 12.21B. Therefore, the gross margin over that period was 70.3%.

FRCOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fast Retailing Co Ltd ADR reported an operating income of 1.36B and revenue of 6.80B, resulting in an operating margin of 20.0%.

SNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sanofi reported an operating income of -1.04B and revenue of 12.21B, resulting in an operating margin of -8.5%.

FRCOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fast Retailing Co Ltd ADR reported a net income of 975.06M and revenue of 6.80B, resulting in a net margin of 14.4%.

SNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sanofi reported a net income of -801.00M and revenue of 12.21B, resulting in a net margin of -6.6%.