SAN.PA vs. SOF.BR
SAN.PA (Sanofi) and SOF.BR (Sofina Société Anonyme) are both stocks. SAN.PA operates in Drug Manufacturers - General (Healthcare), while SOF.BR operates in Asset Management (Financial Services). Over the past 10 years, SAN.PA returned 5.46%/yr vs 8.03%/yr for SOF.BR. At a 0.31 correlation, their price movements are largely independent.
Performance
SAN.PA vs. SOF.BR - 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 SOF.BR's -11.22% return. Over the past 10 years, SAN.PA has underperformed SOF.BR with an annualized return of 5.46%, while SOF.BR has yielded a comparatively higher 8.03% 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%
SOF.BR
- 1D
- 2.26%
- 1M
- 3.34%
- YTD
- -11.22%
- 6M
- -7.94%
- 1Y
- -16.36%
- 3Y*
- 3.50%
- 5Y*
- -8.43%
- 10Y*
- 8.03%
SAN.PA vs. SOF.BR - 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% |
SOF.BR Sofina Société Anonyme | -11.22% | 14.69% | -1.65% | 11.37% | -51.86% | 57.47% | 45.71% | 17.99% | 28.74% | 6.68% |
Correlation
The correlation between SAN.PA and SOF.BR is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2006 | 0.31 |
Over the past year, the correlation between SAN.PA and SOF.BR has dropped to 0.09 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
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Return for Risk
SAN.PA vs. SOF.BR — Risk / Return Rank
SAN.PA
SOF.BR
SAN.PA vs. SOF.BR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SAN.PA) and Sofina Société Anonyme (SOF.BR). 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 | SOF.BR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.90 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.61 | +0.13 |
| Martin ratioReturn relative to average drawdown | -0.85 | -1.08 | +0.23 |
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Drawdowns
SAN.PA vs. SOF.BR - Drawdown Comparison
The maximum SAN.PA drawdown since its inception was -43.30%, smaller than the maximum SOF.BR drawdown of -59.53%. Use the drawdown chart below to compare losses from any high point for SAN.PA and SOF.BR.
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Drawdown Indicators
| SAN.PA | SOF.BR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.30% | -59.53% | +16.23% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -26.62% | +10.44% |
Max Drawdown (3Y)Largest decline over 3 years | -27.80% | -26.62% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -27.80% | -59.53% | +31.73% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -59.53% | +29.18% |
Current DrawdownCurrent decline from peak | -22.98% | -46.64% | +23.66% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -19.13% | +5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.92% | 15.02% | -6.10% |
Volatility
SAN.PA vs. SOF.BR - Volatility Comparison
Sanofi (SAN.PA) has a higher volatility of 6.61% compared to Sofina Société Anonyme (SOF.BR) at 6.23%. This indicates that SAN.PA's price experiences larger fluctuations and is considered to be riskier than SOF.BR 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 | SOF.BR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 6.23% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 15.36% | 16.85% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.04% | 23.40% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 28.53% | -5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.35% | 24.81% | -3.46% |
Dividends
SAN.PA vs. SOF.BR - Dividend Comparison
SAN.PA's dividend yield for the trailing twelve months is around 5.38%, more than SOF.BR's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SOF.BR Sofina Société Anonyme | 1.18% | 1.41% | 1.53% | 1.44% | 1.52% | 0.70% | 1.05% | 1.45% | 1.61% | 1.95% | 1.96% | 2.21% |
Financials
SAN.PA vs. SOF.BR - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and Sofina Société Anonyme. 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 SOF.BR have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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