SNY vs. BCE
SNY (Sanofi) and BCE (BCE Inc.) are both stocks. SNY operates in Drug Manufacturers - General (Healthcare), while BCE operates in Telecom Services (Communication Services). Over the past 10 years, SNY returned 5.12%/yr vs -0.56%/yr for BCE. At a 0.32 correlation, their price movements are largely independent.
Performance
SNY vs. BCE - Performance Comparison
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Returns By Period
In the year-to-date period, SNY achieves a -1.94% return, which is significantly lower than BCE's 3.77% return. Over the past 10 years, SNY has outperformed BCE with an annualized return of 5.12%, while BCE has yielded a comparatively lower -0.56% annualized return.
SNY
- 1D
- 1.44%
- 1M
- 3.95%
- YTD
- -1.94%
- 6M
- -4.06%
- 1Y
- -5.85%
- 3Y*
- 0.15%
- 5Y*
- 1.27%
- 10Y*
- 5.12%
BCE
- 1D
- 1.37%
- 1M
- 1.12%
- YTD
- 3.77%
- 6M
- 6.37%
- 1Y
- 18.17%
- 3Y*
- -12.53%
- 5Y*
- -7.49%
- 10Y*
- -0.56%
SNY vs. BCE - Yearly Performance Comparison
Correlation
The correlation between SNY and BCE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2002 | 0.32 |
Fundamentals
SNY:
$108.43B
BCE:
$22.76B
SNY:
$3.09
BCE:
$6.75
SNY:
14.58
BCE:
3.62
SNY:
2.33
BCE:
0.92
SNY:
1.49
BCE:
1.13
SNY:
$47.35B
BCE:
$24.70B
SNY:
$34.18B
BCE:
$8.56B
SNY:
$12.63B
BCE:
$15.98B
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Return for Risk
SNY vs. BCE — Risk / Return Rank
SNY
BCE
SNY vs. BCE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and BCE Inc. (BCE). 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.
| SNY | BCE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.17 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 1.45 | -1.72 |
| Martin ratioReturn relative to average drawdown | -0.53 | 2.97 | -3.50 |
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
| SNY | BCE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 0.97 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | -0.40 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | -0.03 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.49 | -0.28 |
Drawdowns
SNY vs. BCE - Drawdown Comparison
The maximum SNY drawdown since its inception was -46.46%, smaller than the maximum BCE drawdown of -60.67%. Use the drawdown chart below to compare losses from any high point for SNY and BCE.
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Drawdown Indicators
| SNY | BCE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.46% | -60.67% | +14.21% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -12.27% | -4.43% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -46.88% | +23.51% |
Max Drawdown (5Y)Largest decline over 5 years | -33.52% | -55.42% | +21.90% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -55.42% | +21.90% |
Current DrawdownCurrent decline from peak | -16.49% | -45.02% | +28.53% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -12.83% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.49% | 5.99% | +2.50% |
Volatility
SNY vs. BCE - Volatility Comparison
Sanofi (SNY) has a higher volatility of 7.29% compared to BCE Inc. (BCE) at 4.97%. This indicates that SNY's price experiences larger fluctuations and is considered to be riskier than BCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNY | BCE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 4.97% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 12.76% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.43% | 18.46% | +6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.77% | 18.94% | +5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.46% | 19.20% | +4.26% |
Dividends
SNY vs. BCE - Dividend Comparison
SNY's dividend yield for the trailing twelve months is around 5.38%, more than BCE's 5.18% yield.
Financials
SNY vs. BCE - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and BCE 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.
Total Revenue: Total amount of money received from sales and other business activities
SNY vs. BCE - Profitability Comparison
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%.
BCE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BCE Inc. reported a gross profit of 1.86B and revenue of 6.18B. Therefore, the gross margin over that period was 30.0%.
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%.
BCE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BCE Inc. reported an operating income of 1.28B and revenue of 6.18B, resulting in an operating margin of 20.7%.
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%.
BCE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BCE Inc. reported a net income of 654.69M and revenue of 6.18B, resulting in a net margin of 10.6%.
Frequently Asked Questions
SNY and BCE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNY has higher volatility (7.29%) compared to BCE (4.97%). In terms of maximum drawdown, SNY dropped -46.46% vs BCE's -60.67%.
BCE currently has the higher Sharpe Ratio (0.97 vs -0.18), 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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