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SNY vs. BMY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SNY and BMY is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SNY vs. BMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sanofi (SNY) and Bristol-Myers Squibb Company (BMY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SNY:

0.16

BMY:

0.11

Sortino Ratio

SNY:

0.44

BMY:

0.38

Omega Ratio

SNY:

1.05

BMY:

1.05

Calmar Ratio

SNY:

0.20

BMY:

0.06

Martin Ratio

SNY:

0.45

BMY:

0.35

Ulcer Index

SNY:

9.62%

BMY:

8.46%

Daily Std Dev

SNY:

24.21%

BMY:

31.25%

Max Drawdown

SNY:

-46.65%

BMY:

-70.62%

Current Drawdown

SNY:

-13.51%

BMY:

-39.53%

Fundamentals

Market Cap

SNY:

$125.13B

BMY:

$94.81B

EPS

SNY:

$2.80

BMY:

$2.54

PE Ratio

SNY:

17.84

BMY:

17.37

PEG Ratio

SNY:

0.82

BMY:

2.26

PS Ratio

SNY:

2.77

BMY:

1.99

PB Ratio

SNY:

1.47

BMY:

5.45

Total Revenue (TTM)

SNY:

$43.77B

BMY:

$47.64B

Gross Profit (TTM)

SNY:

$31.14B

BMY:

$31.43B

EBITDA (TTM)

SNY:

$10.09B

BMY:

$16.18B

Returns By Period

In the year-to-date period, SNY achieves a 6.55% return, which is significantly higher than BMY's -20.28% return. Over the past 10 years, SNY has outperformed BMY with an annualized return of 3.81%, while BMY has yielded a comparatively lower -1.06% annualized return.


SNY

YTD

6.55%

1M

-0.87%

6M

3.80%

1Y

3.82%

5Y*

4.92%

10Y*

3.81%

BMY

YTD

-20.28%

1M

-14.06%

6M

-22.80%

1Y

3.53%

5Y*

-3.75%

10Y*

-1.06%

*Annualized

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Risk-Adjusted Performance

SNY vs. BMY — Risk-Adjusted Performance Rank

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

SNY
The Risk-Adjusted Performance Rank of SNY is 5454
Overall Rank
The Sharpe Ratio Rank of SNY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SNY is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SNY is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SNY is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SNY is 5757
Martin Ratio Rank

BMY
The Risk-Adjusted Performance Rank of BMY is 5252
Overall Rank
The Sharpe Ratio Rank of BMY is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of BMY is 4646
Sortino Ratio Rank
The Omega Ratio Rank of BMY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of BMY is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BMY is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNY vs. BMY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and Bristol-Myers Squibb Company (BMY). 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.


The current SNY Sharpe Ratio is 0.16, which is higher than the BMY Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of SNY and BMY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SNY vs. BMY - Dividend Comparison

SNY's dividend yield for the trailing twelve months is around 4.50%, less than BMY's 5.53% yield.


TTM20242023202220212020201920182017201620152014
SNY
Sanofi
4.50%4.22%3.83%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.79%4.19%
BMY
Bristol-Myers Squibb Company
5.53%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%

Drawdowns

SNY vs. BMY - Drawdown Comparison

The maximum SNY drawdown since its inception was -46.65%, smaller than the maximum BMY drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for SNY and BMY. For additional features, visit the drawdowns tool.


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Volatility

SNY vs. BMY - Volatility Comparison

The current volatility for Sanofi (SNY) is 8.13%, while Bristol-Myers Squibb Company (BMY) has a volatility of 10.67%. This indicates that SNY experiences smaller price fluctuations and is considered to be less risky than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SNY vs. BMY - Financials Comparison

This section allows you to compare key financial metrics between Sanofi and Bristol-Myers Squibb Company. 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


10.00B15.00B20.00B20212022202320242025
10.61B
11.20B
(SNY) Total Revenue
(BMY) Total Revenue
Values in USD except per share items

SNY vs. BMY - Profitability Comparison

The chart below illustrates the profitability comparison between Sanofi and Bristol-Myers Squibb Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

55.0%60.0%65.0%70.0%75.0%80.0%20212022202320242025
72.8%
72.9%
(SNY) Gross Margin
(BMY) Gross Margin
SNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sanofi reported a gross profit of 7.72B and revenue of 10.61B. Therefore, the gross margin over that period was 72.8%.

BMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Bristol-Myers Squibb Company reported a gross profit of 8.17B and revenue of 11.20B. Therefore, the gross margin over that period was 72.9%.

SNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sanofi reported an operating income of 2.29B and revenue of 10.61B, resulting in an operating margin of 21.5%.

BMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Bristol-Myers Squibb Company reported an operating income of 3.52B and revenue of 11.20B, resulting in an operating margin of 31.4%.

SNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sanofi reported a net income of 1.87B and revenue of 10.61B, resulting in a net margin of 17.7%.

BMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Bristol-Myers Squibb Company reported a net income of 2.46B and revenue of 11.20B, resulting in a net margin of 21.9%.