HLN vs. SNY
HLN (Haleon plc) and SNY (Sanofi) are both stocks. Both are in the Healthcare sector — HLN in Drug Manufacturers - Specialty & Generic, SNY in Drug Manufacturers - General. Over the past 3 years, HLN returned 4.65%/yr vs 0.11%/yr for SNY. At a 0.35 correlation, their price movements are largely independent.
Performance
HLN vs. SNY - Performance Comparison
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Returns By Period
In the year-to-date period, HLN achieves a -10.20% return, which is significantly lower than SNY's -3.34% return.
HLN
- 1D
- 2.75%
- 1M
- -2.29%
- YTD
- -10.20%
- 6M
- -4.74%
- 1Y
- -16.43%
- 3Y*
- 4.65%
- 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%
HLN vs. SNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HLN Haleon plc | -10.20% | 7.84% | 17.99% | 4.21% | 7.96% |
SNY Sanofi | -3.34% | 4.93% | 1.09% | 6.55% | -2.81% |
Correlation
The correlation between HLN and SNY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2022 | 0.35 |
Fundamentals
HLN:
$40.15B
SNY:
$106.88B
HLN:
$0.62
SNY:
$3.09
HLN:
14.52
SNY:
14.37
HLN:
2.09
SNY:
2.29
HLN:
2.45
SNY:
1.47
HLN:
$19.27B
SNY:
$47.35B
HLN:
$12.29B
SNY:
$34.18B
HLN:
$4.76B
SNY:
$12.63B
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Return for Risk
HLN vs. SNY — Risk / Return Rank
HLN
SNY
HLN vs. SNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Haleon plc (HLN) 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.
| HLN | SNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.98 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.32 | -0.43 |
| Martin ratioReturn relative to average drawdown | -1.29 | -0.64 | -0.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HLN | SNY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.78 | -0.21 | -0.57 |
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 | 0.28 | 0.21 | +0.07 |
Drawdowns
HLN vs. SNY - Drawdown Comparison
The maximum HLN drawdown since its inception was -24.83%, smaller than the maximum SNY drawdown of -46.46%. Use the drawdown chart below to compare losses from any high point for HLN and SNY.
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Drawdown Indicators
| HLN | SNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.83% | -46.46% | +21.63% |
Max Drawdown (1Y)Largest decline over 1 year | -21.78% | -16.70% | -5.08% |
Max Drawdown (3Y)Largest decline over 3 years | -23.11% | -23.37% | +0.26% |
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 | -19.95% | -17.67% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -12.19% | +3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.72% | 8.47% | +4.25% |
Volatility
HLN vs. SNY - Volatility Comparison
The current volatility for Haleon plc (HLN) is 6.41%, while Sanofi (SNY) has a volatility of 7.22%. This indicates that HLN experiences smaller price fluctuations and is considered to be less risky 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
| HLN | SNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 7.22% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 16.11% | 15.69% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.19% | 25.40% | -4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.86% | 24.77% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.86% | 23.46% | +0.40% |
Dividends
HLN vs. SNY - Dividend Comparison
HLN's dividend yield for the trailing twelve months is around 2.11%, less than SNY's 5.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLN Haleon plc | 2.11% | 1.73% | 1.65% | 1.26% | 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
HLN vs. SNY - Financials Comparison
This section allows you to compare key financial metrics between Haleon plc 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
HLN vs. SNY - Profitability Comparison
HLN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Haleon plc reported a gross profit of 3.59B and revenue of 5.52B. Therefore, the gross margin over that period was 65.0%.
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%.
HLN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Haleon plc reported an operating income of 1.25B and revenue of 5.52B, resulting in an operating margin of 22.7%.
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%.
HLN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Haleon plc reported a net income of 855.69M and revenue of 5.52B, resulting in a net margin of 15.5%.
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
HLN and SNY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNY has higher volatility (7.22%) compared to HLN (6.41%). In terms of maximum drawdown, HLN dropped -24.83% vs SNY's -46.46%.
SNY currently has the higher Sharpe Ratio (-0.21 vs -0.78), 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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