SAN.PA vs. RI.PA
SAN.PA (Sanofi) and RI.PA (Pernod Ricard SA) are both stocks. SAN.PA operates in Drug Manufacturers - General (Healthcare), while RI.PA operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, SAN.PA returned 5.46%/yr vs -1.22%/yr for RI.PA. At a 0.37 correlation, their price movements are largely independent.
Performance
SAN.PA vs. RI.PA - Performance Comparison
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Returns By Period
In the year-to-date period, SAN.PA achieves a -2.23% return, which is significantly higher than RI.PA's -13.21% return. Over the past 10 years, SAN.PA has outperformed RI.PA with an annualized return of 5.46%, while RI.PA has yielded a comparatively lower -1.22% 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%
RI.PA
- 1D
- 0.73%
- 1M
- 4.51%
- YTD
- -13.21%
- 6M
- -16.75%
- 1Y
- -25.93%
- 3Y*
- -29.21%
- 5Y*
- -16.05%
- 10Y*
- -1.22%
SAN.PA vs. RI.PA - 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% |
RI.PA Pernod Ricard SA | -13.21% | -29.20% | -28.90% | -10.77% | -11.15% | 37.02% | 0.14% | 13.37% | 10.45% | 30.30% |
Correlation
The correlation between SAN.PA and RI.PA is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2006 | 0.37 |
The correlation between SAN.PA and RI.PA shifts across timeframes, from 0.26 (5 years) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SAN.PA vs. RI.PA — Risk / Return Rank
SAN.PA
RI.PA
SAN.PA vs. RI.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SAN.PA) and Pernod Ricard SA (RI.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 | RI.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.86 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.64 | +0.17 |
| Martin ratioReturn relative to average drawdown | -0.85 | -1.09 | +0.24 |
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Drawdowns
SAN.PA vs. RI.PA - Drawdown Comparison
The maximum SAN.PA drawdown since its inception was -43.30%, smaller than the maximum RI.PA drawdown of -68.87%. Use the drawdown chart below to compare losses from any high point for SAN.PA and RI.PA.
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Drawdown Indicators
| SAN.PA | RI.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.30% | -68.87% | +25.57% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -40.07% | +23.89% |
Max Drawdown (3Y)Largest decline over 3 years | -27.80% | -66.98% | +39.18% |
Max Drawdown (5Y)Largest decline over 5 years | -27.80% | -68.87% | +41.07% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -68.87% | +38.52% |
Current DrawdownCurrent decline from peak | -22.98% | -67.05% | +44.07% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -14.06% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.92% | 23.67% | -14.75% |
Volatility
SAN.PA vs. RI.PA - Volatility Comparison
Sanofi (SAN.PA) and Pernod Ricard SA (RI.PA) have volatilities of 6.61% and 6.48%, 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 | RI.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 6.48% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 15.36% | 23.07% | -7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.04% | 29.27% | -5.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 24.46% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.35% | 21.92% | -0.57% |
Dividends
SAN.PA vs. RI.PA - Dividend Comparison
SAN.PA's dividend yield for the trailing twelve months is around 5.38%, less than RI.PA's 7.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RI.PA Pernod Ricard SA | 7.41% | 6.43% | 4.31% | 2.94% | 2.24% | 1.48% | 1.70% | 1.96% | 1.65% | 1.53% | 1.83% | 1.71% |
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. RI.PA - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and Pernod Ricard 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 RI.PA have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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