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SAN.PA vs. JNJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAN.PA and JNJ is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SAN.PA vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sanofi (SAN.PA) and Johnson & Johnson (JNJ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SAN.PA:

0.18

JNJ:

0.34

Sortino Ratio

SAN.PA:

0.23

JNJ:

0.62

Omega Ratio

SAN.PA:

1.03

JNJ:

1.09

Calmar Ratio

SAN.PA:

0.06

JNJ:

0.41

Martin Ratio

SAN.PA:

0.17

JNJ:

1.10

Ulcer Index

SAN.PA:

7.73%

JNJ:

6.37%

Daily Std Dev

SAN.PA:

20.68%

JNJ:

18.66%

Max Drawdown

SAN.PA:

-50.84%

JNJ:

-52.60%

Current Drawdown

SAN.PA:

-15.23%

JNJ:

-9.41%

Fundamentals

Market Cap

SAN.PA:

€113.50B

JNJ:

$374.53B

EPS

SAN.PA:

€4.99

JNJ:

$8.99

PE Ratio

SAN.PA:

18.62

JNJ:

17.15

PEG Ratio

SAN.PA:

0.83

JNJ:

1.06

PS Ratio

SAN.PA:

2.51

JNJ:

4.19

PB Ratio

SAN.PA:

1.51

JNJ:

4.80

Total Revenue (TTM)

SAN.PA:

€43.77B

JNJ:

$89.33B

Gross Profit (TTM)

SAN.PA:

€31.14B

JNJ:

$61.01B

EBITDA (TTM)

SAN.PA:

€10.09B

JNJ:

$34.70B

Returns By Period

In the year-to-date period, SAN.PA achieves a -0.87% return, which is significantly lower than JNJ's 7.49% return. Over the past 10 years, SAN.PA has underperformed JNJ with an annualized return of 4.07%, while JNJ has yielded a comparatively higher 7.32% annualized return.


SAN.PA

YTD

-0.87%

1M

4.35%

6M

-2.95%

1Y

2.59%

5Y*

3.98%

10Y*

4.07%

JNJ

YTD

7.49%

1M

3.72%

6M

0.79%

1Y

6.18%

5Y*

3.55%

10Y*

7.32%

*Annualized

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Risk-Adjusted Performance

SAN.PA vs. JNJ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAN.PA
The Risk-Adjusted Performance Rank of SAN.PA is 5151
Overall Rank
The Sharpe Ratio Rank of SAN.PA is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SAN.PA is 4444
Sortino Ratio Rank
The Omega Ratio Rank of SAN.PA is 4444
Omega Ratio Rank
The Calmar Ratio Rank of SAN.PA is 5555
Calmar Ratio Rank
The Martin Ratio Rank of SAN.PA is 5454
Martin Ratio Rank

JNJ
The Risk-Adjusted Performance Rank of JNJ is 6262
Overall Rank
The Sharpe Ratio Rank of JNJ is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 7070
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SAN.PA vs. JNJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sanofi (SAN.PA) and Johnson & Johnson (JNJ). 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.


The current SAN.PA Sharpe Ratio is 0.18, which is lower than the JNJ Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SAN.PA and JNJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SAN.PA vs. JNJ - Dividend Comparison

SAN.PA's dividend yield for the trailing twelve months is around 4.05%, more than JNJ's 3.22% yield.


TTM20242023202220212020201920182017201620152014
SAN.PA
Sanofi
4.05%4.01%3.97%3.71%3.61%4.00%3.43%4.00%4.12%3.81%3.63%3.70%
JNJ
Johnson & Johnson
3.22%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%

Drawdowns

SAN.PA vs. JNJ - Drawdown Comparison

The maximum SAN.PA drawdown since its inception was -50.84%, roughly equal to the maximum JNJ drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for SAN.PA and JNJ. For additional features, visit the drawdowns tool.


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Volatility

SAN.PA vs. JNJ - Volatility Comparison

Sanofi (SAN.PA) has a higher volatility of 10.79% compared to Johnson & Johnson (JNJ) at 5.26%. This indicates that SAN.PA's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SAN.PA vs. JNJ - Financials Comparison

This section allows you to compare key financial metrics between Sanofi and Johnson & Johnson. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B15.00B20.00B25.00B20212022202320242025
10.61B
21.89B
(SAN.PA) Total Revenue
(JNJ) Total Revenue
Please note, different currencies. SAN.PA values in EUR, JNJ values in USD

SAN.PA vs. JNJ - Profitability Comparison

The chart below illustrates the profitability comparison between Sanofi and Johnson & Johnson over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

64.0%66.0%68.0%70.0%72.0%20212022202320242025
72.8%
66.4%
(SAN.PA) Gross Margin
(JNJ) Gross Margin
SAN.PA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sanofi reported a gross profit of 7.72B and revenue of 10.61B. Therefore, the gross margin over that period was 72.8%.

JNJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported a gross profit of 14.54B and revenue of 21.89B. Therefore, the gross margin over that period was 66.4%.

SAN.PA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sanofi reported an operating income of 2.29B and revenue of 10.61B, resulting in an operating margin of 21.5%.

JNJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported an operating income of 6.30B and revenue of 21.89B, resulting in an operating margin of 28.8%.

SAN.PA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sanofi reported a net income of 1.87B and revenue of 10.61B, resulting in a net margin of 17.7%.

JNJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported a net income of 11.00B and revenue of 21.89B, resulting in a net margin of 50.2%.