SAN.PA vs. FDJ.PA
SAN.PA (Sanofi) and FDJ.PA (La Francaise Des Jeux Sa) are both stocks. SAN.PA operates in Drug Manufacturers - General (Healthcare), while FDJ.PA operates in Gambling (Consumer Cyclical). At a 0.14 correlation, their price movements are largely independent.
Performance
SAN.PA vs. FDJ.PA - Performance Comparison
Loading charts...
Returns By Period
SAN.PA
- 1D
- 0.38%
- 1M
- 5.32%
- YTD
- -2.23%
- 6M
- -2.94%
- 1Y
- -7.76%
- 3Y*
- -2.17%
- 5Y*
- 1.20%
- 10Y*
- 5.46%
FDJ.PA
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SAN.PA vs. FDJ.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SAN.PA Sanofi | -2.23% | -7.87% | 8.77% | 3.64% | 4.92% | 16.86% | -8.97% | 8.13% |
FDJ.PA La Francaise Des Jeux Sa | 0.00% | -19.29% | 19.36% | -9.41% | -0.01% | 5.99% | 63.43% | 3.61% |
Correlation
The correlation between SAN.PA and FDJ.PA is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2019 | 0.14 |
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. FDJ.PA — Risk / Return Rank
SAN.PA
FDJ.PA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SAN.PA vs. FDJ.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SAN.PA) and La Francaise Des Jeux Sa (FDJ.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.
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 | FDJ.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.96 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | — | — |
| Martin ratioReturn relative to average drawdown | -0.85 | — | — |
Loading charts...
Drawdowns
SAN.PA vs. FDJ.PA - Drawdown Comparison
Loading charts...
Drawdown Indicators
| SAN.PA | FDJ.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.30% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -27.80% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | — | — |
Current DrawdownCurrent decline from peak | -22.98% | — | — |
Average DrawdownAverage peak-to-trough decline | -13.52% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.92% | — | — |
Volatility
SAN.PA vs. FDJ.PA - Volatility Comparison
Loading charts...
Volatility by Period
| SAN.PA | FDJ.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.36% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.04% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.35% | — | — |
Dividends
SAN.PA vs. FDJ.PA - Dividend Comparison
SAN.PA's dividend yield for the trailing twelve months is around 5.38%, while FDJ.PA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDJ.PA La Francaise Des Jeux Sa | 0.00% | 0.00% | 4.78% | 4.17% | 3.30% | 2.31% | 2.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SAN.PA Sanofi | 5.38% | 4.74% | 4.01% | 3.97% | 3.71% | 3.61% | 4.00% | 3.43% | 4.00% | 4.12% | 3.81% | 3.63% |
Financials
SAN.PA vs. FDJ.PA - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and La Francaise Des Jeux Sa. 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
SAN.PA and FDJ.PA have a correlation of 0.14, 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 FDJ.PA
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