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

Performance

SNY vs. EDIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sanofi (SNY) and Editas Medicine, Inc. (EDIT). 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 -3.62% return, which is significantly lower than EDIT's 21.95% return. Over the past 10 years, SNY has outperformed EDIT with an annualized return of 5.78%, while EDIT has yielded a comparatively lower -22.22% annualized return.


SNY

1D
0.32%
1M
3.65%
YTD
-3.62%
6M
-4.06%
1Y
-5.97%
3Y*
0.21%
5Y*
0.40%
10Y*
5.78%

EDIT

1D
2.46%
1M
-4.58%
YTD
21.95%
6M
-1.19%
1Y
26.90%
3Y*
-39.82%
5Y*
-41.79%
10Y*
-22.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNY vs. EDIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNY
Sanofi
-3.62%4.93%1.09%6.55%0.57%7.00%0.39%20.47%6.06%9.96%
EDIT
Editas Medicine, Inc.
21.95%61.42%-87.46%14.21%-66.59%-62.13%136.78%30.15%-25.97%89.34%

Correlation

The correlation between SNY and EDIT is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.17

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

0.18

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

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2016

0.20

Fundamentals

Market Cap

SNY:

$106.57B

EDIT:

$244.70M

EPS

SNY:

€3.09

EDIT:

-$1.21

PS Ratio

SNY:

1.98

EDIT:

6.29

PB Ratio

SNY:

1.27

EDIT:

55.51

Total Revenue (TTM)

SNY:

€47.35B

EDIT:

$35.86M

Gross Profit (TTM)

SNY:

€34.18B

EDIT:

$35.86M

EBITDA (TTM)

SNY:

€12.63B

EDIT:

-$76.66M

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Return for Risk

SNY vs. EDIT — Risk / Return Rank

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

SNY
SNY Risk / Return Rank: 2626
Overall Rank
SNY Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SNY Sortino Ratio Rank: 2626
Sortino Ratio Rank
SNY Omega Ratio Rank: 2626
Omega Ratio Rank
SNY Calmar Ratio Rank: 2626
Calmar Ratio Rank
SNY Martin Ratio Rank: 2424
Martin Ratio Rank

EDIT
EDIT Risk / Return Rank: 5151
Overall Rank
EDIT Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EDIT Sortino Ratio Rank: 5656
Sortino Ratio Rank
EDIT Omega Ratio Rank: 5353
Omega Ratio Rank
EDIT Calmar Ratio Rank: 4949
Calmar Ratio Rank
EDIT Martin Ratio Rank: 4848
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. EDIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and Editas Medicine, Inc. (EDIT). 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.


SNYEDITDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

0.97

1.11

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.49

0.25

-0.73

Martin ratioReturn relative to average drawdown

-0.96

0.43

-1.39

SNY vs. EDIT - Sharpe Ratio Comparison

The current SNY Sharpe Ratio is -0.32, which is lower than the EDIT Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of SNY and EDIT, 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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Drawdowns

SNY vs. EDIT - Drawdown Comparison

The maximum SNY drawdown since its inception was -46.46%, smaller than the maximum EDIT drawdown of -98.92%. Use the drawdown chart below to compare losses from any high point for SNY and EDIT.


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Drawdown Indicators


SNYEDITDifference

Max Drawdown

Largest peak-to-trough decline

-46.46%

-98.92%

+52.46%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-59.88%

+43.18%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-91.18%

+67.81%

Max Drawdown (5Y)

Largest decline over 5 years

-33.52%

-98.66%

+65.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.52%

-98.92%

+65.40%

Current Drawdown

Current decline from peak

-17.91%

-97.24%

+79.33%

Average Drawdown

Average peak-to-trough decline

-12.20%

-62.63%

+50.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.63%

34.03%

-25.40%

Volatility

SNY vs. EDIT - Volatility Comparison

The current volatility for Sanofi (SNY) is 8.05%, while Editas Medicine, Inc. (EDIT) has a volatility of 32.34%. This indicates that SNY experiences smaller price fluctuations and is considered to be less risky than EDIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNYEDITDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

32.34%

-24.29%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

61.63%

-45.64%

Volatility (1Y)

Calculated over the trailing 1-year period

25.71%

94.75%

-69.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.82%

94.12%

-69.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.47%

83.80%

-60.33%

Dividends

SNY vs. EDIT - Dividend Comparison

SNY's dividend yield for the trailing twelve months is around 5.47%, while EDIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EDIT
Editas Medicine, 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
5.47%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. EDIT - Financials Comparison

This section allows you to compare key financial metrics between Sanofi and Editas Medicine, 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
0
(SNY) Total Revenue
(EDIT) Total Revenue
Please note, different currencies. SNY values in EUR, EDIT values in USD

Frequently Asked Questions


SNY and EDIT have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDIT has higher volatility (32.34%) compared to SNY (8.05%). In terms of maximum drawdown, SNY dropped -46.46% vs EDIT's -98.92%.

EDIT currently has the higher Sharpe Ratio (0.16 vs -0.32), 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.

Portfolio Optimizer

Find the right allocation for SNY and EDIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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