SGSOY vs. SAN.PA
SGSOY (SGS SA) and SAN.PA (Sanofi) are both stocks. SGSOY operates in Consulting Services (Industrials), while SAN.PA operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SGSOY returned 6.15%/yr vs 5.80%/yr for SAN.PA. At a 0.31 correlation, their price movements are largely independent.
Performance
SGSOY vs. SAN.PA - Performance Comparison
Loading charts...
Different Trading Currencies
SGSOY is traded in USD, while SAN.PA is traded in EUR. To make them comparable, the SAN.PA values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGSOY achieves a 2.07% return, which is significantly higher than SAN.PA's -3.72% return. Over the past 10 years, SGSOY has outperformed SAN.PA with an annualized return of 6.15%, while SAN.PA has yielded a comparatively lower 5.80% annualized return.
SGSOY
- 1D
- -0.62%
- 1M
- 3.42%
- YTD
- 2.07%
- 6M
- 6.37%
- 1Y
- 10.93%
- 3Y*
- 9.92%
- 5Y*
- 1.45%
- 10Y*
- 6.15%
SAN.PA
- 1D
- 0.27%
- 1M
- 4.00%
- YTD
- -3.72%
- 6M
- -4.37%
- 1Y
- -7.87%
- 3Y*
- 0.11%
- 5Y*
- 0.28%
- 10Y*
- 5.80%
SGSOY vs. SAN.PA - Yearly Performance Comparison
Correlation
The correlation between SGSOY and SAN.PA is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.31 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SGSOY vs. SAN.PA — Risk / Return Rank
SGSOY
SAN.PA
SGSOY vs. SAN.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGS SA (SGSOY) and Sanofi (SAN.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.
| SGSOY | SAN.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.97 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.45 | +1.07 |
| Martin ratioReturn relative to average drawdown | 1.78 | -0.90 | +2.68 |
Loading charts...
Drawdowns
SGSOY vs. SAN.PA - Drawdown Comparison
The maximum SGSOY drawdown since its inception was -53.49%, which is greater than SAN.PA's maximum drawdown of -47.80%. Use the drawdown chart below to compare losses from any high point for SGSOY and SAN.PA.
Loading charts...
Drawdown Indicators
| SGSOY | SAN.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.49% | -47.80% | -5.69% |
Max Drawdown (1Y)Largest decline over 1 year | -17.90% | -17.16% | -0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -23.35% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -36.92% | -33.52% | -3.40% |
Max Drawdown (10Y)Largest decline over 10 years | -36.92% | -33.52% | -3.40% |
Current DrawdownCurrent decline from peak | -7.60% | -17.74% | +10.14% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -13.03% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.17% | 8.68% | -2.51% |
Volatility
SGSOY vs. SAN.PA - Volatility Comparison
The current volatility for SGS SA (SGSOY) is 4.83%, while Sanofi (SAN.PA) has a volatility of 6.61%. This indicates that SGSOY experiences smaller price fluctuations and is considered to be less risky than SAN.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SGSOY | SAN.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 6.61% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 16.06% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.80% | 25.15% | -4.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.85% | 23.92% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.44% | 22.30% | -0.86% |
Dividends
SGSOY vs. SAN.PA - Dividend Comparison
SGSOY's dividend yield for the trailing twelve months is around 3.67%, less than SAN.PA's 5.38% yield.
Financials
SGSOY vs. SAN.PA - Financials Comparison
This section allows you to compare key financial metrics between SGS SA and Sanofi. 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
SGSOY and SAN.PA have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SGSOY and SAN.PA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer