SAN.PA vs. SC0T.DE
Compare and contrast key facts about Sanofi (SAN.PA) and Invesco European Health Care Sector UCITS ETF (SC0T.DE).
SC0T.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600 Optimised Health Care. It was launched on Jul 8, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAN.PA or SC0T.DE.
Key characteristics
SAN.PA | SC0T.DE | |
---|---|---|
YTD Return | -2.30% | 5.19% |
1Y Return | -13.04% | -0.21% |
3Y Return (Ann) | 4.72% | 6.80% |
5Y Return (Ann) | 6.75% | 9.60% |
10Y Return (Ann) | 5.28% | 9.15% |
Sharpe Ratio | -0.35 | 0.13 |
Daily Std Dev | 25.79% | 12.55% |
Max Drawdown | -50.84% | -26.52% |
Current Drawdown | -15.66% | -2.29% |
Correlation
The correlation between SAN.PA and SC0T.DE is 0.54, 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. SC0T.DE - Performance Comparison
In the year-to-date period, SAN.PA achieves a -2.30% return, which is significantly lower than SC0T.DE's 5.19% return. Over the past 10 years, SAN.PA has underperformed SC0T.DE with an annualized return of 5.28%, while SC0T.DE has yielded a comparatively higher 9.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SAN.PA vs. SC0T.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SAN.PA) and Invesco European Health Care Sector UCITS ETF (SC0T.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.
Dividends
SAN.PA vs. SC0T.DE - Dividend Comparison
SAN.PA's dividend yield for the trailing twelve months is around 4.06%, while SC0T.DE has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Sanofi | 4.06% | 3.97% | 3.71% | 3.63% | 4.02% | 3.44% | 4.03% | 4.14% | 3.83% | 3.65% | 3.72% | 3.61% |
Invesco European Health Care Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SAN.PA vs. SC0T.DE - Drawdown Comparison
The maximum SAN.PA drawdown since its inception was -50.84%, which is greater than SC0T.DE's maximum drawdown of -26.52%. Use the drawdown chart below to compare losses from any high point for SAN.PA and SC0T.DE. For additional features, visit the drawdowns tool.
Volatility
SAN.PA vs. SC0T.DE - Volatility Comparison
Sanofi (SAN.PA) has a higher volatility of 6.15% compared to Invesco European Health Care Sector UCITS ETF (SC0T.DE) at 4.11%. This indicates that SAN.PA's price experiences larger fluctuations and is considered to be riskier than SC0T.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.