SNY vs. DBMF
SNY (Sanofi) is a stock, while DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iM Global Partners. Over the past 5 years, SNY returned 1.07%/yr vs 8.53%/yr for DBMF. At a 0.04 correlation, their price movements are largely independent.
Performance
SNY vs. DBMF - Performance Comparison
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Returns By Period
In the year-to-date period, SNY achieves a -3.71% return, which is significantly lower than DBMF's 11.04% return.
SNY
- 1D
- 1.21%
- 1M
- 0.36%
- 6M
- -1.70%
- YTD
- -3.71%
- 1Y
- -3.83%
- 3Y*
- -1.34%
- 5Y*
- 1.07%
- 10Y*
- 4.85%
DBMF
- 1D
- -0.35%
- 1M
- 1.33%
- 6M
- 7.97%
- YTD
- 11.04%
- 1Y
- 26.89%
- 3Y*
- 9.54%
- 5Y*
- 8.53%
- 10Y*
- —
SNY vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SNY Sanofi | -3.71% | 4.93% | 1.09% | 6.55% | 0.57% | 7.00% | 0.39% | 22.08% |
DBMF iMGP DBi Managed Futures Strategy ETF | 11.04% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
Correlation
The correlation between SNY and DBMF is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.04 |
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Return for Risk
SNY vs. DBMF — Risk / Return Rank
SNY
DBMF
SNY vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SNY | DBMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.44 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 4.43 | -4.66 |
| Martin ratioReturn relative to average drawdown | -0.41 | 15.00 | -15.41 |
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Drawdowns
SNY vs. DBMF - Drawdown Comparison
The maximum SNY drawdown since its inception was -46.46%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for SNY and DBMF.
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Drawdown Indicators
| SNY | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.46% | -20.39% | -26.07% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -6.10% | -10.60% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -15.60% | -7.77% |
Max Drawdown (5Y)Largest decline over 5 years | -33.52% | -20.39% | -13.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | — | — |
Current DrawdownCurrent decline from peak | -17.99% | -1.22% | -16.77% |
Average DrawdownAverage peak-to-trough decline | -12.23% | -6.51% | -5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.37% | 1.80% | +7.57% |
Volatility
SNY vs. DBMF - Volatility Comparison
Sanofi (SNY) has a higher volatility of 8.30% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.83%. This indicates that SNY's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNY | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.30% | 2.83% | +5.47% |
Volatility (6M)Calculated over the trailing 6-month period | 17.20% | 10.06% | +7.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.29% | 12.61% | +13.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.04% | 12.52% | +12.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.41% | 12.38% | +11.03% |
Dividends
SNY vs. DBMF - Dividend Comparison
SNY's dividend yield for the trailing twelve months is around 5.48%, more than DBMF's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.12% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
SNY Sanofi | 5.48% | 4.56% | 4.22% | 3.83% | 4.32% | 3.80% | 3.61% | 3.47% | 4.29% | 3.82% | 4.11% | 3.77% |
Frequently Asked Questions
SNY and DBMF have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNY has higher volatility (8.30%) compared to DBMF (2.83%). In terms of maximum drawdown, SNY dropped -46.46% vs DBMF's -20.39%.
DBMF currently has the higher Sharpe Ratio (2.14 vs -0.15), 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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