SAN.PA vs. ETH-USD
SAN.PA (Sanofi) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, SAN.PA returned 5.46%/yr vs 56.48%/yr for ETH-USD. At a 0.00 correlation, their price movements are largely independent.
Performance
SAN.PA vs. ETH-USD - Performance Comparison
Loading charts...
Different Trading Currencies
SAN.PA is traded in EUR, while ETH-USD is traded in USD. To make them comparable, the ETH-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SAN.PA achieves a -2.23% return, which is significantly higher than ETH-USD's -43.00% return. Over the past 10 years, SAN.PA has underperformed ETH-USD with an annualized return of 5.46%, while ETH-USD has yielded a comparatively higher 56.48% annualized return.
SAN.PA
- 1D
- 0.38%
- 1M
- 4.57%
- YTD
- -2.23%
- 6M
- -2.94%
- 1Y
- -6.83%
- 3Y*
- -2.17%
- 5Y*
- 1.20%
- 10Y*
- 5.46%
ETH-USD
- 1D
- 0.00%
- 1M
- -26.40%
- YTD
- -43.00%
- 6M
- -45.21%
- 1Y
- -35.55%
- 3Y*
- -1.88%
- 5Y*
- -7.55%
- 10Y*
- 56.48%
SAN.PA vs. ETH-USD - Yearly Performance Comparison
Correlation
The correlation between SAN.PA and ETH-USD is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.00 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SAN.PA vs. ETH-USD — Risk / Return Rank
SAN.PA
ETH-USD
SAN.PA vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SAN.PA) and Ethereum (ETH-USD). 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.
| SAN.PA | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.95 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.53 | +0.06 |
| Martin ratioReturn relative to average drawdown | -0.85 | -0.91 | +0.06 |
Loading charts...
Drawdowns
SAN.PA vs. ETH-USD - Drawdown Comparison
The maximum SAN.PA drawdown since its inception was -43.30%, smaller than the maximum ETH-USD drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for SAN.PA and ETH-USD.
Loading charts...
Drawdown Indicators
| SAN.PA | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.30% | -93.21% | +49.91% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -66.66% | +50.48% |
Max Drawdown (3Y)Largest decline over 3 years | -27.80% | -66.66% | +38.86% |
Max Drawdown (5Y)Largest decline over 5 years | -27.80% | -76.09% | +48.29% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -93.21% | +62.86% |
Current DrawdownCurrent decline from peak | -22.98% | -65.34% | +42.36% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -48.98% | +35.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.92% | 45.31% | -36.39% |
Volatility
SAN.PA vs. ETH-USD - Volatility Comparison
The current volatility for Sanofi (SAN.PA) is 6.61%, while Ethereum (ETH-USD) has a volatility of 16.03%. This indicates that SAN.PA experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SAN.PA | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 16.03% | -9.42% |
Volatility (6M)Calculated over the trailing 6-month period | 15.36% | 46.97% | -31.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.04% | 55.65% | -31.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 59.39% | -36.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.35% | 78.43% | -57.08% |
Frequently Asked Questions
SAN.PA and ETH-USD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SAN.PA and ETH-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer