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REGN vs. SNY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between REGN and SNY is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

REGN vs. SNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Regeneron Pharmaceuticals, Inc. (REGN) and Sanofi (SNY). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
4,250.50%
289.30%
REGN
SNY

Key characteristics

Sharpe Ratio

REGN:

-1.18

SNY:

0.59

Sortino Ratio

REGN:

-1.62

SNY:

1.05

Omega Ratio

REGN:

0.80

SNY:

1.12

Calmar Ratio

REGN:

-0.61

SNY:

0.66

Martin Ratio

REGN:

-1.12

SNY:

1.54

Ulcer Index

REGN:

29.79%

SNY:

9.31%

Daily Std Dev

REGN:

28.45%

SNY:

24.31%

Max Drawdown

REGN:

-91.81%

SNY:

-46.65%

Current Drawdown

REGN:

-49.79%

SNY:

-11.95%

Fundamentals

Market Cap

REGN:

$65.57B

SNY:

$130.76B

EPS

REGN:

$38.33

SNY:

$2.83

PE Ratio

REGN:

15.65

SNY:

18.92

PEG Ratio

REGN:

0.96

SNY:

0.92

PS Ratio

REGN:

4.62

SNY:

2.95

PB Ratio

REGN:

2.23

SNY:

1.49

Total Revenue (TTM)

REGN:

$11.06B

SNY:

$33.17B

Gross Profit (TTM)

REGN:

$9.40B

SNY:

$23.42B

EBITDA (TTM)

REGN:

$3.94B

SNY:

$7.32B

Returns By Period

In the year-to-date period, REGN achieves a -15.29% return, which is significantly lower than SNY's 8.48% return. Over the past 10 years, REGN has underperformed SNY with an annualized return of 2.62%, while SNY has yielded a comparatively higher 4.12% annualized return.


REGN

YTD

-15.29%

1M

-5.86%

6M

-35.33%

1Y

-32.25%

5Y*

1.28%

10Y*

2.62%

SNY

YTD

8.48%

1M

-4.00%

6M

-3.72%

1Y

10.49%

5Y*

4.94%

10Y*

4.12%

*Annualized

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Risk-Adjusted Performance

REGN vs. SNY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

REGN
The Risk-Adjusted Performance Rank of REGN is 1010
Overall Rank
The Sharpe Ratio Rank of REGN is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of REGN is 55
Sortino Ratio Rank
The Omega Ratio Rank of REGN is 66
Omega Ratio Rank
The Calmar Ratio Rank of REGN is 1313
Calmar Ratio Rank
The Martin Ratio Rank of REGN is 2323
Martin Ratio Rank

SNY
The Risk-Adjusted Performance Rank of SNY is 7070
Overall Rank
The Sharpe Ratio Rank of SNY is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SNY is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SNY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SNY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SNY is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

REGN vs. SNY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Regeneron Pharmaceuticals, Inc. (REGN) 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.


The chart of Sharpe ratio for REGN, currently valued at -1.18, compared to the broader market-2.00-1.000.001.002.003.00
REGN: -1.18
SNY: 0.59
The chart of Sortino ratio for REGN, currently valued at -1.62, compared to the broader market-6.00-4.00-2.000.002.004.00
REGN: -1.62
SNY: 1.05
The chart of Omega ratio for REGN, currently valued at 0.80, compared to the broader market0.501.001.502.00
REGN: 0.80
SNY: 1.12
The chart of Calmar ratio for REGN, currently valued at -0.61, compared to the broader market0.001.002.003.004.005.00
REGN: -0.61
SNY: 0.66
The chart of Martin ratio for REGN, currently valued at -1.12, compared to the broader market-5.000.005.0010.0015.0020.00
REGN: -1.12
SNY: 1.54

The current REGN Sharpe Ratio is -1.18, which is lower than the SNY Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of REGN and SNY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-1.18
0.59
REGN
SNY

Dividends

REGN vs. SNY - Dividend Comparison

REGN's dividend yield for the trailing twelve months is around 0.15%, less than SNY's 3.89% yield.


TTM20242023202220212020201920182017201620152014
REGN
Regeneron Pharmaceuticals, Inc.
0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SNY
Sanofi
3.89%4.22%3.83%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.79%4.19%

Drawdowns

REGN vs. SNY - Drawdown Comparison

The maximum REGN drawdown since its inception was -91.81%, which is greater than SNY's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for REGN and SNY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-49.79%
-11.95%
REGN
SNY

Volatility

REGN vs. SNY - Volatility Comparison

Regeneron Pharmaceuticals, Inc. (REGN) has a higher volatility of 12.57% compared to Sanofi (SNY) at 9.91%. This indicates that REGN'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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.57%
9.91%
REGN
SNY

Financials

REGN vs. SNY - Financials Comparison

This section allows you to compare key financial metrics between Regeneron Pharmaceuticals, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items