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

Performance

SNY vs. ALNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sanofi (SNY) and Alnylam Pharmaceuticals, Inc. (ALNY). 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 ALNY's -26.42% return. Over the past 10 years, SNY has underperformed ALNY with an annualized return of 4.52%, while ALNY has yielded a comparatively higher 15.34% 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%

ALNY

1D
2.26%
1M
-1.79%
YTD
-26.42%
6M
-38.18%
1Y
-3.68%
3Y*
14.74%
5Y*
14.98%
10Y*
15.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNY vs. ALNY - 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%
ALNY
Alnylam Pharmaceuticals, Inc.
-26.42%68.99%22.94%-19.46%40.14%30.48%12.85%57.96%-42.61%239.34%

Correlation

The correlation between SNY and ALNY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.18

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

0.18

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2004

0.26

Fundamentals

Market Cap

SNY:

$102.04B

ALNY:

$40.44B

EPS

SNY:

$3.09

ALNY:

$4.26

PE Ratio

SNY:

13.72

ALNY:

68.62

PS Ratio

SNY:

2.19

ALNY:

9.24

PB Ratio

SNY:

1.40

ALNY:

37.61

Total Revenue (TTM)

SNY:

$47.35B

ALNY:

$4.29B

Gross Profit (TTM)

SNY:

$34.18B

ALNY:

$2.51B

EBITDA (TTM)

SNY:

$12.63B

ALNY:

$729.86M

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Return for Risk

SNY vs. ALNY — 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

ALNY
ALNY Risk / Return Rank: 3535
Overall Rank
ALNY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ALNY Sortino Ratio Rank: 3232
Sortino Ratio Rank
ALNY Omega Ratio Rank: 3333
Omega Ratio Rank
ALNY Calmar Ratio Rank: 3737
Calmar Ratio Rank
ALNY Martin Ratio Rank: 3838
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. ALNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and Alnylam Pharmaceuticals, Inc. (ALNY). 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.


SNYALNYDifference

Sharpe ratio

Return per unit of total volatility

-0.37

-0.10

-0.26

Sortino ratio

Return per unit of downside risk

-0.34

0.11

-0.45

Omega ratio

Gain probability vs. loss probability

0.96

1.01

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.55

-0.09

-0.46

Martin ratio

Return relative to average drawdown

-1.08

-0.16

-0.92

SNY vs. ALNY - Sharpe Ratio Comparison

The current SNY Sharpe Ratio is -0.37, which is lower than the ALNY Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of SNY and ALNY, 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


SNYALNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

-0.10

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.31

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.29

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.32

-0.12

Drawdowns

SNY vs. ALNY - Drawdown Comparison

The maximum SNY drawdown since its inception was -46.46%, smaller than the maximum ALNY drawdown of -83.58%. Use the drawdown chart below to compare losses from any high point for SNY and ALNY.


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Drawdown Indicators


SNYALNYDifference

Max Drawdown

Largest peak-to-trough decline

-46.46%

-83.58%

+37.12%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-42.01%

+25.31%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-42.01%

+18.64%

Max Drawdown (5Y)

Largest decline over 5 years

-33.52%

-42.46%

+8.94%

Max Drawdown (10Y)

Largest decline over 10 years

-33.52%

-59.95%

+26.43%

Current Drawdown

Current decline from peak

-21.40%

-40.44%

+19.04%

Average Drawdown

Average peak-to-trough decline

-12.19%

-30.59%

+18.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

22.83%

-14.39%

Volatility

SNY vs. ALNY - Volatility Comparison

The current volatility for Sanofi (SNY) is 5.44%, while Alnylam Pharmaceuticals, Inc. (ALNY) has a volatility of 8.81%. This indicates that SNY experiences smaller price fluctuations and is considered to be less risky than ALNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNYALNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

8.81%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.97%

26.06%

-11.09%

Volatility (1Y)

Calculated over the trailing 1-year period

24.95%

36.52%

-11.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.68%

48.85%

-24.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

53.68%

-30.26%

Dividends

SNY vs. ALNY - Dividend Comparison

SNY's dividend yield for the trailing twelve months is around 5.72%, while ALNY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ALNY
Alnylam Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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. ALNY - Financials Comparison

This section allows you to compare key financial metrics between Sanofi and Alnylam Pharmaceuticals, Inc.. 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


0.005.00B10.00B15.00B20222023202420252026
11.24B
1.17B
(SNY) Total Revenue
(ALNY) Total Revenue
Values in USD except per share items

SNY vs. ALNY - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
72.1%
0
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%.

ALNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alnylam Pharmaceuticals, Inc. reported a gross profit of 0.00 and revenue of 1.17B. Therefore, the gross margin over that period was 0.0%.

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%.

ALNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alnylam Pharmaceuticals, Inc. reported an operating income of 268.64M and revenue of 1.17B, resulting in an operating margin of 23.0%.

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%.

ALNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alnylam Pharmaceuticals, Inc. reported a net income of 205.99M and revenue of 1.17B, resulting in a net margin of 17.7%.


Frequently Asked Questions


SNY and ALNY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALNY has higher volatility (8.81%) compared to SNY (5.44%). In terms of maximum drawdown, SNY dropped -46.46% vs ALNY's -83.58%.

ALNY currently has the higher Sharpe Ratio (-0.10 vs -0.37), 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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