PSX vs. SNY
PSX (Phillips 66) and SNY (Sanofi) are both stocks. PSX operates in Oil & Gas Refining & Marketing (Energy), while SNY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, PSX returned 12.61%/yr vs 5.12%/yr for SNY. At a 0.20 correlation, their price movements are largely independent.
Performance
PSX vs. SNY - Performance Comparison
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Returns By Period
In the year-to-date period, PSX achieves a 44.08% return, which is significantly higher than SNY's -1.94% return. Over the past 10 years, PSX has outperformed SNY with an annualized return of 12.61%, while SNY has yielded a comparatively lower 5.12% annualized return.
PSX
- 1D
- -0.58%
- 1M
- 7.49%
- YTD
- 44.08%
- 6M
- 33.41%
- 1Y
- 65.68%
- 3Y*
- 27.98%
- 5Y*
- 19.31%
- 10Y*
- 12.61%
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%
PSX vs. SNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSX Phillips 66 | 44.08% | 17.51% | -11.63% | 33.07% | 49.58% | 8.51% | -33.85% | 33.97% | -12.28% | 20.94% |
SNY Sanofi | -1.94% | 4.93% | 1.09% | 6.55% | 0.57% | 7.00% | 0.39% | 20.47% | 6.06% | 9.96% |
Correlation
The correlation between PSX and SNY is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 2, 2012 | 0.20 |
The correlation between PSX and SNY shifts across timeframes, from 0.05 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PSX:
$73.83B
SNY:
$108.43B
PSX:
$10.17
SNY:
$3.09
PSX:
18.00
SNY:
14.58
PSX:
0.55
SNY:
2.33
PSX:
2.59
SNY:
1.49
PSX:
$134.70B
SNY:
$47.35B
PSX:
$5.94B
SNY:
$34.18B
PSX:
$9.17B
SNY:
$12.63B
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Return for Risk
PSX vs. SNY — Risk / Return Rank
PSX
SNY
PSX vs. SNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Phillips 66 (PSX) 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.
| PSX | SNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.52 | ||
| Sortino ratioReturn per unit of downside risk | +3.08 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.99 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | -0.27 | +4.27 |
| Martin ratioReturn relative to average drawdown | 11.57 | -0.53 | +12.11 |
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
| PSX | SNY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | -0.18 | +2.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.05 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.22 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.21 | +0.29 |
Drawdowns
PSX vs. SNY - Drawdown Comparison
The maximum PSX drawdown since its inception was -64.21%, which is greater than SNY's maximum drawdown of -46.46%. Use the drawdown chart below to compare losses from any high point for PSX and SNY.
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Drawdown Indicators
| PSX | SNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -46.46% | -17.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -16.70% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -44.37% | -23.37% | -21.00% |
Max Drawdown (5Y)Largest decline over 5 years | -44.37% | -33.52% | -10.85% |
Max Drawdown (10Y)Largest decline over 10 years | -64.21% | -33.52% | -30.69% |
Current DrawdownCurrent decline from peak | -2.06% | -16.49% | +14.43% |
Average DrawdownAverage peak-to-trough decline | -14.74% | -12.19% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 8.49% | -2.53% |
Volatility
PSX vs. SNY - Volatility Comparison
Phillips 66 (PSX) has a higher volatility of 8.15% compared to Sanofi (SNY) at 7.29%. This indicates that PSX's price experiences larger fluctuations and is considered to be riskier 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
| PSX | SNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 7.29% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 23.59% | 15.76% | +7.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.47% | 25.43% | +4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.19% | 24.77% | +8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.31% | 23.46% | +11.85% |
Dividends
PSX vs. SNY - Dividend Comparison
PSX's dividend yield for the trailing twelve months is around 2.70%, less than SNY's 5.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSX Phillips 66 | 2.70% | 3.68% | 3.95% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% |
SNY Sanofi | 5.38% | 4.56% | 4.22% | 3.83% | 4.32% | 3.80% | 3.61% | 3.47% | 4.29% | 3.82% | 4.11% | 3.77% |
Financials
PSX vs. SNY - Financials Comparison
This section allows you to compare key financial metrics between Phillips 66 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
PSX vs. SNY - Profitability Comparison
PSX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported a gross profit of 0.00 and revenue of 33.00B. Therefore, the gross margin over that period was 0.0%.
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%.
PSX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported an operating income of 0.00 and revenue of 33.00B, resulting in an operating margin of 0.0%.
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%.
PSX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported a net income of 207.00M and revenue of 33.00B, resulting in a net margin of 0.6%.
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
PSX and SNY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSX has higher volatility (8.15%) compared to SNY (7.29%). In terms of maximum drawdown, PSX dropped -64.21% vs SNY's -46.46%.
PSX currently has the higher Sharpe Ratio (2.34 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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