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SAN.PA vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SAN.PA vs. LYP6.DE

Last updated Jun 13, 2026

SAN.PA (Sanofi) is a stock, while LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) is Europe Equities fund tracking the STOXX® Europe 600. Over the past 10 years, SAN.PA returned 5.46%/yr vs 10.02%/yr for LYP6.DE. At a 0.48 correlation, their price movements are largely independent.

Performance

SAN.PA vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Sanofi (SAN.PA) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAN.PA achieves a -2.23% return, which is significantly lower than LYP6.DE's 8.98% return. Over the past 10 years, SAN.PA has underperformed LYP6.DE with an annualized return of 5.46%, while LYP6.DE has yielded a comparatively higher 10.02% annualized return.

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%

LYP6.DE

1D
1.90%
1M
4.01%
YTD
8.98%
6M
11.60%
1Y
18.44%
3Y*
14.24%
5Y*
9.81%
10Y*
10.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAN.PA vs. LYP6.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SAN.PA
Sanofi		-2.23%-7.87%8.77%3.64%4.92%16.86%-8.97%23.41%10.36%-3.49%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc		8.98%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%11.31%

Correlation

The correlation between SAN.PA and LYP6.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.48

The correlation between SAN.PA and LYP6.DE shifts across timeframes, from 0.36 (5 years) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Sanofi

Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc

Often compared with SAN.PA:
SAN.PA vs. GSKSAN.PA vs. UHSSAN.PA vs. JNJSAN.PA vs. SC0T.DESAN.PA vs. SOAGYSAN.PA vs. TTESAN.PA vs. VOO
Often compared with LYP6.DE:
LYP6.DE vs. EUNK.DELYP6.DE vs. XESC.DELYP6.DE vs. VOOLYP6.DE vs. EXIE.DELYP6.DE vs. 8PSG.DELYP6.DE vs. LCUW.DELYP6.DE vs. ZPDX.DE

Return for Risk

SAN.PA vs. LYP6.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SAN.PA
SAN.PA Risk / Return Rank: 2626
Overall Rank
SAN.PA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SAN.PA Sortino Ratio Rank: 2525
Sortino Ratio Rank
SAN.PA Omega Ratio Rank: 2525
Omega Ratio Rank
SAN.PA Calmar Ratio Rank: 2727
Calmar Ratio Rank
SAN.PA Martin Ratio Rank: 2626
Martin Ratio Rank
LYP6.DE
LYP6.DE Risk / Return Rank: 4747
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 4747
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SAN.PA vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sanofi (SAN.PA) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). 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.PALYP6.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.32
1.41

-1.73

Sortino ratioReturn per unit of downside risk
-0.28
2.06

-2.35

Omega ratioGain probability vs. loss probability

0.96

1.26

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.47

1.94

-2.42

Martin ratioReturn relative to average drawdown

-0.85

7.50

-8.35

SAN.PA vs. LYP6.DE - Sharpe Ratio Comparison

The current SAN.PA Sharpe Ratio is -0.32, which is lower than the LYP6.DE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of SAN.PA and LYP6.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SAN.PA vs. LYP6.DE - Drawdown Comparison

The maximum SAN.PA drawdown since its inception was -43.30%, which is greater than LYP6.DE's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for SAN.PA and LYP6.DE.

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Drawdown Indicators

SAN.PALYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.30%

-35.51%

-7.79%

Max Drawdown (1Y)

Largest decline over 1 year

-16.18%

-9.45%

-6.73%

Max Drawdown (3Y)

Largest decline over 3 years

-27.80%

-16.26%

-11.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.80%

-20.71%

-7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-30.35%

-35.51%

+5.16%

Current Drawdown

Current decline from peak

-22.98%

-0.24%

-22.74%

Average Drawdown

Average peak-to-trough decline

-13.52%

-5.23%

-8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.92%

2.45%

+6.47%

Volatility

SAN.PA vs. LYP6.DE - Volatility Comparison

Sanofi (SAN.PA) has a higher volatility of 6.61% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 4.31%. This indicates that SAN.PA's price experiences larger fluctuations and is considered to be riskier than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SAN.PALYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

4.31%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

15.36%

10.85%

+4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

24.04%

13.06%

+10.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

14.43%

+8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.35%

15.56%

+5.79%

Dividends

SAN.PA vs. LYP6.DE - Dividend Comparison

SAN.PA's dividend yield for the trailing twelve months is around 5.38%, while LYP6.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%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%

Frequently Asked Questions

SAN.PA and LYP6.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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