MONC.MI vs. SAN.PA
MONC.MI (Moncler SpA) and SAN.PA (Sanofi) are both stocks. MONC.MI operates in Apparel Manufacturing (Consumer Cyclical), while SAN.PA operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, MONC.MI returned 15.74%/yr vs 5.06%/yr for SAN.PA. At a 0.24 correlation, their price movements are largely independent.
Performance
MONC.MI vs. SAN.PA - Performance Comparison
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Returns By Period
In the year-to-date period, MONC.MI achieves a 4.51% return, which is significantly higher than SAN.PA's -1.52% return. Over the past 10 years, MONC.MI has outperformed SAN.PA with an annualized return of 15.74%, while SAN.PA has yielded a comparatively lower 5.06% annualized return.
MONC.MI
- 1D
- 1.83%
- 1M
- 5.31%
- YTD
- 4.51%
- 6M
- -0.56%
- 1Y
- 6.29%
- 3Y*
- -1.90%
- 5Y*
- 1.67%
- 10Y*
- 15.74%
SAN.PA
- 1D
- 0.63%
- 1M
- 5.54%
- YTD
- -1.52%
- 6M
- -2.56%
- 1Y
- -7.86%
- 3Y*
- -2.44%
- 5Y*
- 1.51%
- 10Y*
- 5.06%
MONC.MI vs. SAN.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MONC.MI Moncler SpA | 4.51% | 10.17% | -6.80% | 14.52% | -21.57% | 28.76% | 25.13% | 40.08% | 11.72% | 59.09% |
SAN.PA Sanofi | -1.52% | -7.87% | 8.77% | 3.64% | 4.92% | 16.86% | -8.97% | 23.41% | 10.36% | -3.49% |
Correlation
The correlation between MONC.MI 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 | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2013 | 0.24 |
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Return for Risk
MONC.MI vs. SAN.PA — Risk / Return Rank
MONC.MI
SAN.PA
MONC.MI vs. SAN.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moncler SpA (MONC.MI) 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.
| MONC.MI | SAN.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.97 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | -0.42 | +0.81 |
| Martin ratioReturn relative to average drawdown | 0.76 | -0.75 | +1.51 |
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
| MONC.MI | SAN.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | -0.28 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.07 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.23 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.21 | +0.19 |
Drawdowns
MONC.MI vs. SAN.PA - Drawdown Comparison
The maximum MONC.MI drawdown since its inception was -45.80%, which is greater than SAN.PA's maximum drawdown of -43.30%. Use the drawdown chart below to compare losses from any high point for MONC.MI and SAN.PA.
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Drawdown Indicators
| MONC.MI | SAN.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.80% | -43.30% | -2.50% |
Max Drawdown (1Y)Largest decline over 1 year | -17.65% | -16.18% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -32.97% | -27.80% | -5.17% |
Max Drawdown (5Y)Largest decline over 5 years | -45.80% | -27.80% | -18.00% |
Max Drawdown (10Y)Largest decline over 10 years | -45.80% | -30.35% | -15.45% |
Current DrawdownCurrent decline from peak | -15.03% | -22.41% | +7.38% |
Average DrawdownAverage peak-to-trough decline | -16.02% | -13.51% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.00% | 8.98% | +0.02% |
Volatility
MONC.MI vs. SAN.PA - Volatility Comparison
Moncler SpA (MONC.MI) has a higher volatility of 8.35% compared to Sanofi (SAN.PA) at 6.54%. This indicates that MONC.MI's price experiences larger fluctuations and is considered to be riskier than SAN.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MONC.MI | SAN.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.35% | 6.54% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 24.45% | 15.41% | +9.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.61% | 24.05% | +8.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.45% | 22.79% | +9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.25% | 21.36% | +10.89% |
Dividends
MONC.MI vs. SAN.PA - Dividend Comparison
MONC.MI's dividend yield for the trailing twelve months is around 2.51%, less than SAN.PA's 5.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MONC.MI Moncler SpA | 2.51% | 2.37% | 2.26% | 2.01% | 1.21% | 0.70% | 0.00% | 1.00% | 0.97% | 0.69% | 0.85% | 0.93% |
SAN.PA Sanofi | 5.34% | 4.74% | 4.01% | 3.97% | 3.71% | 3.61% | 4.00% | 3.43% | 4.00% | 4.12% | 3.81% | 3.63% |
Financials
MONC.MI vs. SAN.PA - Financials Comparison
This section allows you to compare key financial metrics between Moncler SpA 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
MONC.MI 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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