SNY vs. DBMF
SNY (Sanofi) is a stock, while DBMF (iMGP DBi Managed Futures Strategy ETF) is Systematic Trend fund actively managed by iMGP. Over the past 5 years, SNY returned 0.85%/yr vs 8.60%/yr for DBMF. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
SNY vs. DBMF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SNY achieves a -6.82% return, which is significantly lower than DBMF's 10.40% return.
SNY
- 1D
- 0.23%
- 1M
- 0.40%
- 6M
- -6.09%
- YTD
- -6.82%
- 1Y
- -5.61%
- 3Y*
- -1.64%
- 5Y*
- 0.85%
- 10Y*
- 4.83%
- ALL TIME*
- 5.27%
DBMF
- 1D
- 0.03%
- 1M
- 0.16%
- 6M
- 4.37%
- YTD
- 10.40%
- 1Y
- 26.64%
- 3Y*
- 9.07%
- 5Y*
- 8.60%
- 10Y*
- —
- ALL TIME*
- 9.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $81.11M | $58.13M | $54.53M | |
SNY Sanofi | $151.24M | $142.28M | $147.68M |
SNY vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SNY Sanofi | -6.82% | 4.93% | 1.09% | 6.55% | 0.57% | 7.00% | 0.39% | 22.08% |
DBMF iMGP DBi Managed Futures Strategy ETF | 10.40% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.51% |
Correlation
The correlation between SNY and DBMF is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | -0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.06 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.04 |
The correlation between SNY and DBMF shifts across timeframes, from -0.06 (5 years) to 0.04 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.43 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 4.39 | -4.72 |
| Martin ratioReturn relative to average drawdown | -0.58 | 14.73 | -15.31 |
Loading charts...
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.
Loading charts...
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 | -20.64% | -2.51% | -18.13% |
Average DrawdownAverage peak-to-trough decline | -12.24% | -6.47% | -5.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.70% | 1.81% | +7.89% |
Volatility
SNY vs. DBMF - Volatility Comparison
Sanofi (SNY) has a higher volatility of 7.74% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.19%. 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.
Loading charts...
Volatility by Period
| SNY | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.74% | 2.19% | +5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 17.48% | 9.06% | +8.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.46% | 12.68% | +12.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.14% | 12.44% | +12.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.47% | 12.35% | +11.12% |
Dividends
SNY vs. DBMF - Dividend Comparison
SNY's dividend yield for the trailing twelve months is around 5.66%, more than DBMF's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBMF iMGP DBi Managed Futures Strategy ETF | 5.15% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
SNY Sanofi | 5.66% | 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 -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNY has higher volatility (7.74%) compared to DBMF (2.19%). In terms of maximum drawdown, SNY dropped -46.46% vs DBMF's -20.39%.
DBMF currently has the higher Sharpe Ratio (2.11 vs -0.22), 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.
Find the right allocation for SNY and DBMF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer