SAN.PA vs. O
SAN.PA (Sanofi) and O (Realty Income Corporation) are both stocks. SAN.PA operates in Drug Manufacturers - General (Healthcare), while O operates in REIT - Retail (Real Estate). Over the past 10 years, SAN.PA returned 5.46%/yr vs 4.55%/yr for O. At a 0.15 correlation, their price movements are largely independent.
Performance
SAN.PA vs. O - Performance Comparison
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Different Trading Currencies
SAN.PA is traded in EUR, while O is traded in USD. To make them comparable, the O 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 lower than O's 15.45% return. Over the past 10 years, SAN.PA has outperformed O with an annualized return of 5.46%, while O has yielded a comparatively lower 4.55% 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%
O
- 1D
- 1.39%
- 1M
- 3.70%
- YTD
- 15.45%
- 6M
- 13.22%
- 1Y
- 14.45%
- 3Y*
- 4.14%
- 5Y*
- 4.44%
- 10Y*
- 4.55%
SAN.PA vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAN.PA Sanofi | -2.23% | -7.87% | 8.77% | 3.64% | 4.92% | 16.86% | -8.97% | 23.41% | 10.36% | -3.49% |
O Realty Income Corporation | 15.45% | -1.11% | 4.35% | -7.41% | -1.63% | 33.22% | -18.88% | 24.01% | 21.38% | -9.07% |
Correlation
The correlation between SAN.PA and O is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.15 |
The correlation between SAN.PA and O shifts across timeframes, from 0.11 (10 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SAN.PA vs. O — Risk / Return Rank
SAN.PA
O
SAN.PA vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SAN.PA) and Realty Income Corporation (O). 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 | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.16 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.41 | -1.89 |
| Martin ratioReturn relative to average drawdown | -0.85 | 3.27 | -4.12 |
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Drawdowns
SAN.PA vs. O - Drawdown Comparison
The maximum SAN.PA drawdown since its inception was -43.30%, smaller than the maximum O drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for SAN.PA and O.
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Drawdown Indicators
| SAN.PA | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.30% | -48.59% | +5.29% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -10.26% | -5.92% |
Max Drawdown (3Y)Largest decline over 3 years | -27.80% | -23.22% | -4.58% |
Max Drawdown (5Y)Largest decline over 5 years | -27.80% | -37.26% | +9.46% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -48.59% | +18.24% |
Current DrawdownCurrent decline from peak | -22.98% | -9.36% | -13.62% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -14.59% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.92% | 4.43% | +4.49% |
Volatility
SAN.PA vs. O - Volatility Comparison
Sanofi (SAN.PA) has a higher volatility of 6.61% compared to Realty Income Corporation (O) at 5.60%. This indicates that SAN.PA's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAN.PA | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 5.60% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 15.36% | 12.25% | +3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.04% | 16.19% | +7.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 18.89% | +3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.35% | 25.95% | -4.60% |
Dividends
SAN.PA vs. O - Dividend Comparison
SAN.PA's dividend yield for the trailing twelve months is around 5.38%, more than O's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
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. O - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and Realty Income Corporation. 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 O have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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