MA vs. SAN.PA
MA (Mastercard Incorporated) and SAN.PA (Sanofi) are both stocks. MA operates in Credit Services (Financial Services), while SAN.PA operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, MA returned 18.64%/yr vs 5.80%/yr for SAN.PA. At a 0.24 correlation, their price movements are largely independent.
Performance
MA vs. SAN.PA - Performance Comparison
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Different Trading Currencies
MA is traded in USD, while SAN.PA is traded in EUR. To make them comparable, the SAN.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MA achieves a -13.89% return, which is significantly lower than SAN.PA's -3.72% return. Over the past 10 years, MA has outperformed SAN.PA with an annualized return of 18.64%, while SAN.PA has yielded a comparatively lower 5.80% annualized return.
MA
- 1D
- 0.71%
- 1M
- -0.13%
- YTD
- -13.89%
- 6M
- -14.05%
- 1Y
- -16.36%
- 3Y*
- 10.32%
- 5Y*
- 6.66%
- 10Y*
- 18.64%
SAN.PA
- 1D
- 0.27%
- 1M
- 4.00%
- YTD
- -3.72%
- 6M
- -4.37%
- 1Y
- -7.87%
- 3Y*
- 0.11%
- 5Y*
- 0.28%
- 10Y*
- 5.80%
MA vs. SAN.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MA Mastercard Incorporated | -13.89% | 9.04% | 24.17% | 23.40% | -2.66% | 1.16% | 20.19% | 59.16% | 25.31% | 47.69% |
SAN.PA Sanofi | -3.72% | 4.51% | 2.04% | 6.91% | -1.39% | 8.90% | -0.91% | 21.02% | 5.21% | 10.15% |
Correlation
The correlation between MA and SAN.PA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.24 |
The correlation between MA and SAN.PA shifts across timeframes, from 0.12 (3 years) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MA vs. SAN.PA — Risk / Return Rank
MA
SAN.PA
MA vs. SAN.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mastercard Incorporated (MA) 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.
| MA | SAN.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.97 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.45 | -0.33 |
| Martin ratioReturn relative to average drawdown | -1.59 | -0.90 | -0.69 |
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Drawdowns
MA vs. SAN.PA - Drawdown Comparison
The maximum MA drawdown since its inception was -62.67%, which is greater than SAN.PA's maximum drawdown of -47.80%. Use the drawdown chart below to compare losses from any high point for MA and SAN.PA.
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Drawdown Indicators
| MA | SAN.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.67% | -47.80% | -14.87% |
Max Drawdown (1Y)Largest decline over 1 year | -20.91% | -17.16% | -3.75% |
Max Drawdown (3Y)Largest decline over 3 years | -20.91% | -23.35% | +2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -28.25% | -33.52% | +5.27% |
Max Drawdown (10Y)Largest decline over 10 years | -41.00% | -33.52% | -7.48% |
Current DrawdownCurrent decline from peak | -17.82% | -17.74% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -13.03% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.48% | 8.68% | +1.80% |
Volatility
MA vs. SAN.PA - Volatility Comparison
Mastercard Incorporated (MA) and Sanofi (SAN.PA) have volatilities of 6.46% and 6.61%, 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
| MA | SAN.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 6.61% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 17.51% | 16.06% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 25.15% | -2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 23.92% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.92% | 22.30% | +4.62% |
Dividends
MA vs. SAN.PA - Dividend Comparison
MA's dividend yield for the trailing twelve months is around 0.67%, less than SAN.PA's 5.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MA Mastercard Incorporated | 0.67% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
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
MA vs. SAN.PA - Financials Comparison
This section allows you to compare key financial metrics between Mastercard Incorporated 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
MA and SAN.PA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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