KEY vs. SNY
KEY (KeyCorp) and SNY (Sanofi) are both stocks. KEY operates in Banks - Regional (Financial Services), while SNY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, KEY returned 10.03%/yr vs 5.12%/yr for SNY. At a 0.29 correlation, their price movements are largely independent.
Performance
KEY vs. SNY - Performance Comparison
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Returns By Period
In the year-to-date period, KEY achieves a 7.52% return, which is significantly higher than SNY's -1.94% return. Over the past 10 years, KEY has outperformed SNY with an annualized return of 10.03%, while SNY has yielded a comparatively lower 5.12% annualized return.
KEY
- 1D
- 0.42%
- 1M
- 1.74%
- YTD
- 7.52%
- 6M
- 15.23%
- 1Y
- 38.89%
- 3Y*
- 33.73%
- 5Y*
- 4.07%
- 10Y*
- 10.03%
SNY
- 1D
- 1.44%
- 1M
- 3.95%
- YTD
- -1.94%
- 6M
- -4.06%
- 1Y
- -5.85%
- 3Y*
- 0.15%
- 5Y*
- 1.27%
- 10Y*
- 5.12%
KEY vs. SNY - Yearly Performance Comparison
Correlation
The correlation between KEY and SNY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2002 | 0.29 |
The correlation between KEY and SNY shifts across timeframes, from 0.15 (3 years) to 0.29 (all time), reflecting how their relationship changes across market environments.
Fundamentals
KEY:
$23.59B
SNY:
$108.43B
KEY:
$1.78
SNY:
$3.09
KEY:
12.25
SNY:
14.58
KEY:
2.12
SNY:
2.33
KEY:
1.35
SNY:
1.49
KEY:
$11.22B
SNY:
$47.35B
KEY:
$7.20B
SNY:
$34.18B
KEY:
$2.51B
SNY:
$12.63B
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Return for Risk
KEY vs. SNY — Risk / Return Rank
KEY
SNY
KEY vs. SNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KeyCorp (KEY) 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.
| KEY | SNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.99 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | -0.27 | +2.68 |
| Martin ratioReturn relative to average drawdown | 6.55 | -0.53 | +7.09 |
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
| KEY | SNY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | -0.18 | +1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.05 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.22 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.21 | -0.07 |
Drawdowns
KEY vs. SNY - Drawdown Comparison
The maximum KEY drawdown since its inception was -87.08%, which is greater than SNY's maximum drawdown of -46.46%. Use the drawdown chart below to compare losses from any high point for KEY and SNY.
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Drawdown Indicators
| KEY | SNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.08% | -46.46% | -40.62% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -16.70% | -1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -32.21% | -23.37% | -8.84% |
Max Drawdown (5Y)Largest decline over 5 years | -65.23% | -33.52% | -31.71% |
Max Drawdown (10Y)Largest decline over 10 years | -65.23% | -33.52% | -31.71% |
Current DrawdownCurrent decline from peak | -4.38% | -16.49% | +12.11% |
Average DrawdownAverage peak-to-trough decline | -32.89% | -12.19% | -20.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.52% | 8.49% | -1.97% |
Volatility
KEY vs. SNY - Volatility Comparison
KeyCorp (KEY) and Sanofi (SNY) have volatilities of 7.36% and 7.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KEY | SNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 7.29% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 17.24% | 15.76% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.12% | 25.43% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.05% | 24.77% | +13.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.83% | 23.46% | +16.37% |
Dividends
KEY vs. SNY - Dividend Comparison
KEY's dividend yield for the trailing twelve months is around 3.77%, less than SNY's 5.38% yield.
Financials
KEY vs. SNY - Financials Comparison
This section allows you to compare key financial metrics between KeyCorp 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
KEY vs. SNY - Profitability Comparison
KEY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KeyCorp reported a gross profit of 1.84B and revenue of 2.73B. Therefore, the gross margin over that period was 67.4%.
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%.
KEY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KeyCorp reported an operating income of 701.00M and revenue of 2.73B, resulting in an operating margin of 25.7%.
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%.
KEY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KeyCorp reported a net income of 522.00M and revenue of 2.73B, resulting in a net margin of 19.1%.
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
KEY and SNY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KEY has higher volatility (7.36%) compared to SNY (7.29%). In terms of maximum drawdown, KEY dropped -87.08% vs SNY's -46.46%.
KEY currently has the higher Sharpe Ratio (1.78 vs -0.18), 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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