REGN vs. SRLN
REGN (Regeneron Pharmaceuticals, Inc.) is a stock, while SRLN (SPDR Blackstone Senior Loan ETF) is High Yield Bonds fund tracking the Markit iBoxx USD Liquid Leveraged Loan Index. Over the past 10 years, REGN returned 4.61%/yr vs 4.52%/yr for SRLN. At a 0.17 correlation, their price movements are largely independent.
Performance
REGN vs. SRLN - Performance Comparison
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Returns By Period
In the year-to-date period, REGN achieves a -18.32% return, which is significantly lower than SRLN's 0.73% return. Both investments have delivered pretty close results over the past 10 years, with REGN having a 4.61% annualized return and SRLN not far behind at 4.52%.
REGN
- 1D
- 1.58%
- 1M
- -10.34%
- YTD
- -18.32%
- 6M
- -12.78%
- 1Y
- 30.36%
- 3Y*
- -5.46%
- 5Y*
- 4.37%
- 10Y*
- 4.61%
SRLN
- 1D
- 0.05%
- 1M
- 0.33%
- YTD
- 0.73%
- 6M
- 1.31%
- 1Y
- 5.62%
- 3Y*
- 7.83%
- 5Y*
- 4.63%
- 10Y*
- 4.52%
REGN vs. SRLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REGN Regeneron Pharmaceuticals, Inc. | -18.32% | 8.96% | -18.90% | 21.73% | 14.25% | 30.72% | 28.66% | 0.53% | -0.65% | 2.42% |
SRLN SPDR Blackstone Senior Loan ETF | 0.73% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -0.66% | 3.39% |
Correlation
The correlation between REGN and SRLN is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2013 | 0.17 |
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Return for Risk
REGN vs. SRLN — Risk / Return Rank
REGN
SRLN
REGN vs. SRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Regeneron Pharmaceuticals, Inc. (REGN) and SPDR Blackstone Senior Loan ETF (SRLN). 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.
| REGN | SRLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.45 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.73 | -0.55 |
| Martin ratioReturn relative to average drawdown | 4.09 | 6.41 | -2.32 |
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
| REGN | SRLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.95 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 1.19 | -1.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.75 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.70 | -0.54 |
Drawdowns
REGN vs. SRLN - Drawdown Comparison
The maximum REGN drawdown since its inception was -91.81%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for REGN and SRLN.
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Drawdown Indicators
| REGN | SRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.81% | -22.29% | -69.52% |
Max Drawdown (1Y)Largest decline over 1 year | -25.85% | -3.26% | -22.59% |
Max Drawdown (3Y)Largest decline over 3 years | -59.69% | -4.26% | -55.43% |
Max Drawdown (5Y)Largest decline over 5 years | -59.69% | -7.93% | -51.76% |
Max Drawdown (10Y)Largest decline over 10 years | -59.69% | -22.29% | -37.40% |
Current DrawdownCurrent decline from peak | -47.25% | -0.07% | -47.18% |
Average DrawdownAverage peak-to-trough decline | -42.39% | -1.10% | -41.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.45% | 0.88% | +6.57% |
Volatility
REGN vs. SRLN - Volatility Comparison
Regeneron Pharmaceuticals, Inc. (REGN) has a higher volatility of 12.54% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 0.44%. This indicates that REGN's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REGN | SRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.54% | 0.44% | +12.10% |
Volatility (6M)Calculated over the trailing 6-month period | 22.39% | 2.64% | +19.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.85% | 2.89% | +29.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.77% | 3.91% | +26.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.16% | 6.06% | +26.10% |
Dividends
REGN vs. SRLN - Dividend Comparison
REGN's dividend yield for the trailing twelve months is around 0.58%, less than SRLN's 7.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REGN Regeneron Pharmaceuticals, Inc. | 0.58% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SRLN SPDR Blackstone Senior Loan ETF | 7.49% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Frequently Asked Questions
REGN and SRLN have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
REGN has higher volatility (12.54%) compared to SRLN (0.44%). In terms of maximum drawdown, REGN dropped -91.81% vs SRLN's -22.29%.
SRLN currently has the higher Sharpe Ratio (1.95 vs 0.93), 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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