SAN.PA vs. GSK.L
SAN.PA (Sanofi) and GSK.L (GlaxoSmithKline plc) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 10 years, SAN.PA returned 4.73%/yr vs 4.68%/yr for GSK.L. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
SAN.PA vs. GSK.L - Performance Comparison
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Different Trading Currencies
SAN.PA is traded in EUR, while GSK.L is traded in GBp. To make them comparable, the GSK.L 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 -2.43% return, which is significantly lower than GSK.L's 9.13% return. Both investments have delivered pretty close results over the past 10 years, with SAN.PA having a 4.73% annualized return and GSK.L not far behind at 4.68%.
SAN.PA
- 1D
- 3.97%
- 1M
- 4.57%
- YTD
- -2.43%
- 6M
- -3.45%
- 1Y
- -8.71%
- 3Y*
- -2.72%
- 5Y*
- 1.93%
- 10Y*
- 4.73%
GSK.L
- 1D
- 0.00%
- 1M
- 6.18%
- YTD
- 9.13%
- 6M
- 9.45%
- 1Y
- 29.56%
- 3Y*
- 16.14%
- 5Y*
- 6.42%
- 10Y*
- 4.68%
SAN.PA vs. GSK.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAN.PA Sanofi | -2.43% | -7.87% | 8.77% | 3.64% | 5.51% | 16.86% | -8.97% | 23.41% | 10.36% | -3.49% |
GSK.L GlaxoSmithKline plc | 7.66% | 34.08% | 1.15% | 7.16% | -29.76% | 34.90% | -25.06% | 33.29% | 17.55% | -14.33% |
Correlation
The correlation between SAN.PA and GSK.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007 | 0.51 |
The correlation between SAN.PA and GSK.L has been stable across timeframes, ranging from 0.48 to 0.52 - a consistent structural relationship.
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Return for Risk
SAN.PA vs. GSK.L — Risk / Return Rank
SAN.PA
GSK.L
SAN.PA vs. GSK.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SAN.PA) and GlaxoSmithKline plc (GSK.L). 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.
| SAN.PA | GSK.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.22 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 1.69 | -2.13 |
| Martin ratioReturn relative to average drawdown | -0.79 | 3.83 | -4.63 |
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
| SAN.PA | GSK.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.30 | 1.17 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.27 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.21 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.20 | +0.16 |
Drawdowns
SAN.PA vs. GSK.L - Drawdown Comparison
The maximum SAN.PA drawdown since its inception was -50.84%, which is greater than GSK.L's maximum drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for SAN.PA and GSK.L.
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Drawdown Indicators
| SAN.PA | GSK.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.84% | -44.69% | -6.15% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -17.46% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -27.80% | -27.45% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -27.80% | -44.69% | +16.89% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -44.69% | +14.34% |
Current DrawdownCurrent decline from peak | -23.13% | -12.18% | -10.95% |
Average DrawdownAverage peak-to-trough decline | -14.68% | -15.65% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.03% | 7.70% | +1.33% |
Volatility
SAN.PA vs. GSK.L - Volatility Comparison
Sanofi (SAN.PA) and GlaxoSmithKline plc (GSK.L) have volatilities of 6.23% and 6.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAN.PA | GSK.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 6.01% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 15.24% | 17.81% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.93% | 25.30% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 24.19% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.36% | 22.58% | -1.22% |
Dividends
SAN.PA vs. GSK.L - Dividend Comparison
SAN.PA's dividend yield for the trailing twelve months is around 5.39%, more than GSK.L's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK.L GlaxoSmithKline plc | 3.50% | 3.51% | 4.53% | 3.84% | 5.30% | 4.93% | 5.90% | 4.45% | 5.31% | 5.99% | 4.88% | 5.77% |
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
SAN.PA vs. GSK.L - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and GlaxoSmithKline plc. 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 GSK.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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