GRFS vs. SNY
GRFS (Grifols, S.A.) and SNY (Sanofi) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 10 years, GRFS returned -6.06%/yr vs 4.59%/yr for SNY. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
GRFS vs. SNY - Performance Comparison
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Returns By Period
In the year-to-date period, GRFS achieves a -14.69% return, which is significantly lower than SNY's -6.17% return. Over the past 10 years, GRFS has underperformed SNY with an annualized return of -6.06%, while SNY has yielded a comparatively higher 4.59% annualized return.
GRFS
- 1D
- -4.02%
- 1M
- 9.92%
- 6M
- -13.77%
- YTD
- -14.69%
- 1Y
- -24.76%
- 3Y*
- -7.54%
- 5Y*
- -11.82%
- 10Y*
- -6.06%
- ALL TIME*
- 3.18%
SNY
- 1D
- 0.44%
- 1M
- -0.19%
- 6M
- -3.34%
- YTD
- -6.17%
- 1Y
- -2.74%
- 3Y*
- -2.29%
- 5Y*
- 0.72%
- 10Y*
- 4.59%
- ALL TIME*
- 5.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GRFS Grifols, S.A. | $7.99M | $6.47M | $5.41M |
SNY Sanofi | $172.97M | $151.05M | $146.29M |
GRFS vs. SNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRFS Grifols, S.A. | -14.69% | 27.79% | -35.64% | 36.00% | -24.31% | -37.82% | -20.10% | 29.06% | -18.28% | 44.48% |
SNY Sanofi | -6.17% | 4.93% | 1.09% | 6.55% | 0.57% | 7.00% | 0.39% | 20.47% | 6.06% | 9.96% |
Correlation
The correlation between GRFS and SNY is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2011 | 0.32 |
Fundamentals
GRFS:
$6.66B
SNY:
$103.44B
GRFS:
€0.89
SNY:
€1.63
GRFS:
7.70
SNY:
22.94
GRFS:
0.12
SNY:
2.11
GRFS:
0.47
SNY:
1.86
GRFS:
€7.43B
SNY:
€48.92B
GRFS:
€2.77B
SNY:
€35.72B
GRFS:
€1.75B
SNY:
€12.41B
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Return for Risk
GRFS vs. SNY — Risk / Return Rank
GRFS
SNY
GRFS vs. SNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grifols, S.A. (GRFS) 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.
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.
| GRFS | SNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.02 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | -0.02 | -0.69 |
| Martin ratioReturn relative to average drawdown | -1.20 | -0.04 | -1.16 |
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Drawdowns
GRFS vs. SNY - Drawdown Comparison
The maximum GRFS drawdown since its inception was -78.01%, which is greater than SNY's maximum drawdown of -46.46%. Use the drawdown chart below to compare losses from any high point for GRFS and SNY.
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Drawdown Indicators
| GRFS | SNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.01% | -46.46% | -31.55% |
Max Drawdown (1Y)Largest decline over 1 year | -34.08% | -16.70% | -17.38% |
Max Drawdown (3Y)Largest decline over 3 years | -52.68% | -23.37% | -29.31% |
Max Drawdown (5Y)Largest decline over 5 years | -65.42% | -33.52% | -31.90% |
Max Drawdown (10Y)Largest decline over 10 years | -78.01% | -33.52% | -44.49% |
Current DrawdownCurrent decline from peak | -67.39% | -20.08% | -47.31% |
Average DrawdownAverage peak-to-trough decline | -32.11% | -12.24% | -19.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.24% | 9.59% | +10.65% |
Volatility
GRFS vs. SNY - Volatility Comparison
Grifols, S.A. (GRFS) has a higher volatility of 10.35% compared to Sanofi (SNY) at 8.66%. This indicates that GRFS'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.
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Volatility by Period
| GRFS | SNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.35% | 8.66% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 24.92% | 17.58% | +7.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.49% | 26.74% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.92% | 25.17% | +23.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.35% | 23.49% | +16.86% |
Dividends
GRFS vs. SNY - Dividend Comparison
GRFS's dividend yield for the trailing twelve months is around 3.43%, less than SNY's 5.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRFS Grifols, S.A. | 3.43% | 1.88% | 0.00% | 0.00% | 0.00% | 3.20% | 0.83% | 1.55% | 2.32% | 1.24% | 1.67% | 2.01% |
SNY Sanofi | 5.62% | 4.56% | 4.22% | 3.83% | 4.32% | 3.80% | 3.61% | 3.47% | 4.29% | 3.82% | 4.11% | 3.77% |
Financials
GRFS vs. SNY - Financials Comparison
This section allows you to compare key financial metrics between Grifols, S.A. 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
GRFS vs. SNY - Profitability Comparison
GRFS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Grifols, S.A. reported a gross profit of 704.00M and revenue of 1.87B. Therefore, the gross margin over that period was 37.6%.
SNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sanofi reported a gross profit of 9.28B and revenue of 12.30B. Therefore, the gross margin over that period was 75.5%.
GRFS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Grifols, S.A. reported an operating income of 329.00M and revenue of 1.87B, resulting in an operating margin of 17.6%.
SNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sanofi reported an operating income of 2.38B and revenue of 12.30B, resulting in an operating margin of 19.4%.
GRFS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Grifols, S.A. reported a net income of 154.00M and revenue of 1.87B, resulting in a net margin of 8.2%.
SNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sanofi reported a net income of 343.00M and revenue of 12.30B, resulting in a net margin of 2.8%.
Frequently Asked Questions
GRFS and SNY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRFS has higher volatility (10.35%) compared to SNY (8.66%). In terms of maximum drawdown, GRFS dropped -78.01% vs SNY's -46.46%.
SNY currently has the higher Sharpe Ratio (-0.01 vs -0.77), 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.
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