O vs. SAN.PA
O (Realty Income Corporation) and SAN.PA (Sanofi) are both stocks. O operates in REIT - Retail (Real Estate), while SAN.PA operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, O returned 4.89%/yr vs 5.80%/yr for SAN.PA. At a 0.20 correlation, their price movements are largely independent.
Performance
O vs. SAN.PA - Performance Comparison
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Different Trading Currencies
O 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, O achieves a 13.70% return, which is significantly higher than SAN.PA's -3.72% return. Over the past 10 years, O has underperformed SAN.PA with an annualized return of 4.89%, while SAN.PA has yielded a comparatively higher 5.80% annualized return.
O
- 1D
- 1.31%
- 1M
- 2.40%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.25%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
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%
O vs. SAN.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
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 O and SAN.PA is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007 | 0.20 |
The correlation between O and SAN.PA shifts across timeframes, from 0.15 (10 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
O vs. SAN.PA — Risk / Return Rank
O
SAN.PA
O vs. SAN.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) 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.
| O | SAN.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.97 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | -0.45 | +1.74 |
| Martin ratioReturn relative to average drawdown | 3.12 | -0.90 | +4.01 |
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Drawdowns
O vs. SAN.PA - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, roughly equal to the maximum SAN.PA drawdown of -47.80%. Use the drawdown chart below to compare losses from any high point for O and SAN.PA.
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Drawdown Indicators
| O | SAN.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -47.80% | -0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -17.16% | +6.06% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -23.35% | -3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -33.52% | -0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -33.52% | -14.76% |
Current DrawdownCurrent decline from peak | -5.94% | -17.74% | +11.80% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -13.03% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 8.68% | -4.10% |
Volatility
O vs. SAN.PA - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 5.29%, while Sanofi (SAN.PA) has a volatility of 6.61%. This indicates that O experiences smaller price fluctuations and is considered to be less risky 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
| O | SAN.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 6.61% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 16.06% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 25.15% | -8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 23.92% | -5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 22.30% | +3.34% |
Dividends
O vs. SAN.PA - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.16%, less than SAN.PA's 5.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
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
O vs. SAN.PA - Financials Comparison
This section allows you to compare key financial metrics between Realty Income Corporation 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
O and SAN.PA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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