SAN.PA vs. VOO
Compare and contrast key facts about Sanofi (SAN.PA) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAN.PA or VOO.
Key characteristics
SAN.PA | VOO | |
---|---|---|
YTD Return | 1.64% | 7.31% |
1Y Return | -7.06% | 25.21% |
3Y Return (Ann) | 6.05% | 8.45% |
5Y Return (Ann) | 7.57% | 13.50% |
10Y Return (Ann) | 5.55% | 12.57% |
Sharpe Ratio | -0.13 | 2.36 |
Daily Std Dev | 26.04% | 11.75% |
Max Drawdown | -50.84% | -33.99% |
Current Drawdown | -12.26% | -2.94% |
Correlation
The correlation between SAN.PA and VOO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SAN.PA vs. VOO - Performance Comparison
In the year-to-date period, SAN.PA achieves a 1.64% return, which is significantly lower than VOO's 7.31% return. Over the past 10 years, SAN.PA has underperformed VOO with an annualized return of 5.55%, while VOO has yielded a comparatively higher 12.57% 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SAN.PA) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SAN.PA's dividend yield for the trailing twelve months is around 3.90%, more than VOO's 1.37% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Sanofi | 3.90% | 3.97% | 3.71% | 3.63% | 4.02% | 3.44% | 4.03% | 4.14% | 3.83% | 3.65% | 3.72% | 3.61% |
Vanguard S&P 500 ETF | 1.37% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SAN.PA vs. VOO - Drawdown Comparison
The maximum SAN.PA drawdown since its inception was -50.84%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SAN.PA and VOO. For additional features, visit the drawdowns tool.
Volatility
SAN.PA vs. VOO - Volatility Comparison
Sanofi (SAN.PA) has a higher volatility of 7.48% compared to Vanguard S&P 500 ETF (VOO) at 3.60%. This indicates that SAN.PA's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.