RHHBY vs. SAN.PA
RHHBY (Roche Holding AG) and SAN.PA (Sanofi) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 10 years, RHHBY returned 7.66%/yr vs 4.97%/yr for SAN.PA. At a 0.45 correlation, their price movements are largely independent.
Performance
RHHBY vs. SAN.PA - Performance Comparison
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Different Trading Currencies
RHHBY 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, RHHBY achieves a 1.04% return, which is significantly higher than SAN.PA's -3.55% return. Over the past 10 years, RHHBY has outperformed SAN.PA with an annualized return of 7.66%, while SAN.PA has yielded a comparatively lower 4.97% annualized return.
RHHBY
- 1D
- -1.81%
- 1M
- -1.06%
- YTD
- 1.04%
- 6M
- 6.55%
- 1Y
- 27.52%
- 3Y*
- 12.73%
- 5Y*
- 4.71%
- 10Y*
- 7.66%
SAN.PA
- 1D
- 4.08%
- 1M
- 3.02%
- YTD
- -3.55%
- 6M
- -5.31%
- 1Y
- -6.96%
- 3Y*
- -0.07%
- 5Y*
- 0.98%
- 10Y*
- 4.97%
RHHBY vs. SAN.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RHHBY Roche Holding AG | 1.04% | 52.86% | 0.23% | -4.02% | -22.21% | 20.20% | 9.94% | 33.47% | 2.16% | 14.32% |
SAN.PA Sanofi | -3.55% | 4.51% | 2.04% | 6.91% | -0.83% | 8.90% | -0.91% | 21.02% | 5.21% | 10.15% |
Correlation
The correlation between RHHBY and SAN.PA is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.45 |
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Return for Risk
RHHBY vs. SAN.PA — Risk / Return Rank
RHHBY
SAN.PA
RHHBY vs. SAN.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (RHHBY) 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.
| RHHBY | SAN.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.98 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | -0.33 | +1.76 |
| Martin ratioReturn relative to average drawdown | 3.49 | -0.66 | +4.15 |
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
| RHHBY | SAN.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | -0.23 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.04 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.22 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.15 | +0.20 |
Drawdowns
RHHBY vs. SAN.PA - Drawdown Comparison
The maximum RHHBY drawdown since its inception was -45.73%, roughly equal to the maximum SAN.PA drawdown of -47.80%. Use the drawdown chart below to compare losses from any high point for RHHBY and SAN.PA.
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Drawdown Indicators
| RHHBY | SAN.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.73% | -47.80% | +2.07% |
Max Drawdown (1Y)Largest decline over 1 year | -19.38% | -17.16% | -2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -23.35% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -40.88% | -33.19% | -7.69% |
Max Drawdown (10Y)Largest decline over 10 years | -40.88% | -33.19% | -7.69% |
Current DrawdownCurrent decline from peak | -13.99% | -17.59% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -12.99% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.91% | 8.68% | -0.77% |
Volatility
RHHBY vs. SAN.PA - Volatility Comparison
Roche Holding AG (RHHBY) has a higher volatility of 8.10% compared to Sanofi (SAN.PA) at 6.38%. This indicates that RHHBY'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
| RHHBY | SAN.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.10% | 6.38% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 18.55% | 16.02% | +2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.48% | 25.06% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.39% | 23.93% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.58% | 22.33% | +0.25% |
Dividends
RHHBY vs. SAN.PA - Dividend Comparison
RHHBY's dividend yield for the trailing twelve months is around 3.07%, less than SAN.PA's 5.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RHHBY Roche Holding AG | 3.07% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
SAN.PA Sanofi | 5.39% | 4.74% | 4.01% | 3.97% | 3.71% | 3.61% | 4.00% | 3.43% | 4.00% | 4.12% | 3.81% | 3.63% |
Financials
RHHBY vs. SAN.PA - Financials Comparison
This section allows you to compare key financial metrics between Roche Holding AG 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
RHHBY and SAN.PA have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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