SNW.DE vs. ALIZY
SNW.DE (Sanofi) and ALIZY (Allianz SE ADR) are both stocks. SNW.DE operates in Drug Manufacturers - General (Healthcare), while ALIZY operates in Insurance - Diversified (Financial Services). Over the past 5 years, SNW.DE returned 1.90%/yr vs 16.87%/yr for ALIZY. At a 0.23 correlation, their price movements are largely independent.
Performance
SNW.DE vs. ALIZY - Performance Comparison
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Different Trading Currencies
SNW.DE is traded in EUR, while ALIZY is traded in USD. To make them comparable, the ALIZY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SNW.DE achieves a -2.84% return, which is significantly lower than ALIZY's -0.26% return.
SNW.DE
- 1D
- 3.83%
- 1M
- 2.18%
- YTD
- -2.84%
- 6M
- -5.13%
- 1Y
- -7.77%
- 3Y*
- -2.76%
- 5Y*
- 1.90%
- 10Y*
- 4.72%
ALIZY
- 1D
- 0.66%
- 1M
- -0.90%
- YTD
- -0.26%
- 6M
- 6.53%
- 1Y
- 10.67%
- 3Y*
- 26.75%
- 5Y*
- 16.87%
- 10Y*
- —
SNW.DE vs. ALIZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SNW.DE Sanofi | -2.84% | -7.32% | 8.58% | 3.09% | 5.14% | 17.18% | -10.11% |
ALIZY Allianz SE ADR | -0.26% | 38.33% | 28.57% | 27.27% | 1.59% | 7.58% | -2.89% |
Correlation
The correlation between SNW.DE and ALIZY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2020 | 0.23 |
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Return for Risk
SNW.DE vs. ALIZY — Risk / Return Rank
SNW.DE
ALIZY
SNW.DE vs. ALIZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNW.DE) and Allianz SE ADR (ALIZY). 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.
| SNW.DE | ALIZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.11 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 0.89 | -1.35 |
| Martin ratioReturn relative to average drawdown | -0.81 | 2.22 | -3.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SNW.DE | ALIZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 0.57 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.86 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.57 | -0.34 |
Drawdowns
SNW.DE vs. ALIZY - Drawdown Comparison
The maximum SNW.DE drawdown since its inception was -51.09%, roughly equal to the maximum ALIZY drawdown of -49.61%. Use the drawdown chart below to compare losses from any high point for SNW.DE and ALIZY.
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Drawdown Indicators
| SNW.DE | ALIZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.09% | -49.61% | -1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -12.05% | -4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -28.00% | -12.05% | -15.95% |
Max Drawdown (5Y)Largest decline over 5 years | -28.00% | -27.53% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -30.17% | — | — |
Current DrawdownCurrent decline from peak | -23.37% | -4.11% | -19.26% |
Average DrawdownAverage peak-to-trough decline | -16.41% | -7.59% | -8.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.12% | 4.81% | +4.31% |
Volatility
SNW.DE vs. ALIZY - Volatility Comparison
Sanofi (SNW.DE) has a higher volatility of 6.25% compared to Allianz SE ADR (ALIZY) at 5.69%. This indicates that SNW.DE's price experiences larger fluctuations and is considered to be riskier than ALIZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNW.DE | ALIZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 5.69% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 13.71% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.62% | 18.67% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.33% | 19.58% | +3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.96% | 25.89% | -3.93% |
Dividends
SNW.DE vs. ALIZY - Dividend Comparison
SNW.DE's dividend yield for the trailing twelve months is around 5.39%, more than ALIZY's 4.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 4.54% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SNW.DE Sanofi | 5.39% | 4.72% | 4.02% | 3.97% | 3.69% | 3.60% | 4.00% | 3.42% | 4.05% | 4.13% | 3.85% | 3.58% |
Financials
SNW.DE vs. ALIZY - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and Allianz SE ADR. 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
SNW.DE and ALIZY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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