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SNY vs. ABT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SNY vs. ABT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sanofi (SNY) and Abbott Laboratories (ABT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNY achieves a -7.72% return, which is significantly higher than ABT's -29.78% return. Over the past 10 years, SNY has underperformed ABT with an annualized return of 4.52%, while ABT has yielded a comparatively higher 10.35% annualized return.


SNY

1D
-1.00%
1M
-2.26%
YTD
-7.72%
6M
-10.00%
1Y
-9.09%
3Y*
-1.54%
5Y*
0.05%
10Y*
4.52%

ABT

1D
0.02%
1M
-0.63%
YTD
-29.78%
6M
-29.78%
1Y
-33.61%
3Y*
-3.93%
5Y*
-2.65%
10Y*
10.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNY vs. ABT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNY
Sanofi
-7.72%4.93%1.09%6.55%0.57%7.00%0.39%20.47%6.06%9.96%
ABT
Abbott Laboratories
-29.78%12.87%4.81%2.26%-20.68%30.53%28.04%22.08%29.06%52.03%

Correlation

The correlation between SNY and ABT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2002

0.37

Fundamentals

Market Cap

SNY:

$102.04B

ABT:

$151.97B

EPS

SNY:

$3.09

ABT:

$3.59

PE Ratio

SNY:

13.72

ABT:

24.24

PS Ratio

SNY:

2.19

ABT:

3.37

PB Ratio

SNY:

1.40

ABT:

2.30

Total Revenue (TTM)

SNY:

$47.35B

ABT:

$45.13B

Gross Profit (TTM)

SNY:

$34.18B

ABT:

$25.45B

EBITDA (TTM)

SNY:

$12.63B

ABT:

$10.80B

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Return for Risk

SNY vs. ABT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SNY
SNY Risk / Return Rank: 2222
Overall Rank
SNY Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SNY Sortino Ratio Rank: 2323
Sortino Ratio Rank
SNY Omega Ratio Rank: 2222
Omega Ratio Rank
SNY Calmar Ratio Rank: 2121
Calmar Ratio Rank
SNY Martin Ratio Rank: 1818
Martin Ratio Rank

ABT
ABT Risk / Return Rank: 33
Overall Rank
ABT Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ABT Sortino Ratio Rank: 33
Sortino Ratio Rank
ABT Omega Ratio Rank: 33
Omega Ratio Rank
ABT Calmar Ratio Rank: 77
Calmar Ratio Rank
ABT Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNY vs. ABT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and Abbott Laboratories (ABT). 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.


SNYABTDifference

Sharpe ratio

Return per unit of total volatility

-0.37

-1.41

+1.04

Sortino ratio

Return per unit of downside risk

-0.34

-1.91

+1.58

Omega ratio

Gain probability vs. loss probability

0.96

0.74

+0.21

Calmar ratio

Return relative to maximum drawdown

-0.55

-0.86

+0.32

Martin ratio

Return relative to average drawdown

-1.08

-2.00

+0.92

SNY vs. ABT - Sharpe Ratio Comparison

The current SNY Sharpe Ratio is -0.37, which is higher than the ABT Sharpe Ratio of -1.41. The chart below compares the historical Sharpe Ratios of SNY and ABT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SNYABTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

-1.41

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

-0.12

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.44

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.49

-0.29

Drawdowns

SNY vs. ABT - Drawdown Comparison

The maximum SNY drawdown since its inception was -46.46%, roughly equal to the maximum ABT drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for SNY and ABT.


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Drawdown Indicators


SNYABTDifference

Max Drawdown

Largest peak-to-trough decline

-46.46%

-45.66%

-0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-38.99%

+22.29%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-39.64%

+16.27%

Max Drawdown (5Y)

Largest decline over 5 years

-33.52%

-39.64%

+6.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.52%

-39.64%

+6.12%

Current Drawdown

Current decline from peak

-21.40%

-36.40%

+15.00%

Average Drawdown

Average peak-to-trough decline

-12.19%

-10.83%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

16.86%

-8.42%

Volatility

SNY vs. ABT - Volatility Comparison

The current volatility for Sanofi (SNY) is 5.44%, while Abbott Laboratories (ABT) has a volatility of 7.34%. This indicates that SNY experiences smaller price fluctuations and is considered to be less risky than ABT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNYABTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

7.34%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.97%

18.93%

-3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

24.95%

23.96%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.68%

21.97%

+2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

23.63%

-0.21%

Dividends

SNY vs. ABT - Dividend Comparison

SNY's dividend yield for the trailing twelve months is around 5.72%, more than ABT's 2.80% yield.


PositionTTM20252024202320222021202020192018201720162015
ABT
Abbott Laboratories
2.80%1.88%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%
SNY
Sanofi
5.72%4.56%4.22%3.83%4.32%3.80%3.61%3.47%4.29%3.82%4.11%3.77%

Financials

SNY vs. ABT - Financials Comparison

This section allows you to compare key financial metrics between Sanofi and Abbott Laboratories. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


8.00B9.00B10.00B11.00B12.00B13.00B14.00B20222023202420252026
11.24B
11.16B
(SNY) Total Revenue
(ABT) Total Revenue
Values in USD except per share items

SNY vs. ABT - Profitability Comparison

The chart below illustrates the profitability comparison between Sanofi and Abbott Laboratories over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%75.0%20222023202420252026
72.1%
56.3%
Portfolio components
SNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sanofi reported a gross profit of 8.11B and revenue of 11.24B. Therefore, the gross margin over that period was 72.1%.

ABT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Abbott Laboratories reported a gross profit of 6.28B and revenue of 11.16B. Therefore, the gross margin over that period was 56.3%.

SNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sanofi reported an operating income of 2.27B and revenue of 11.24B, resulting in an operating margin of 20.2%.

ABT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Abbott Laboratories reported an operating income of 1.84B and revenue of 11.16B, resulting in an operating margin of 16.5%.

SNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sanofi reported a net income of 1.61B and revenue of 11.24B, resulting in a net margin of 14.4%.

ABT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Abbott Laboratories reported a net income of 1.08B and revenue of 11.16B, resulting in a net margin of 9.7%.


Frequently Asked Questions


SNY and ABT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABT has higher volatility (7.34%) compared to SNY (5.44%). In terms of maximum drawdown, SNY dropped -46.46% vs ABT's -45.66%.

SNY currently has the higher Sharpe Ratio (-0.37 vs -1.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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