PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SNY vs. GILD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SNY and GILD is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SNY vs. GILD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sanofi (SNY) and Gilead Sciences, Inc. (GILD). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
0.53%
33.32%
SNY
GILD

Key characteristics

Sharpe Ratio

SNY:

-0.07

GILD:

0.91

Sortino Ratio

SNY:

0.06

GILD:

1.38

Omega Ratio

SNY:

1.01

GILD:

1.20

Calmar Ratio

SNY:

-0.07

GILD:

0.76

Martin Ratio

SNY:

-0.18

GILD:

1.55

Ulcer Index

SNY:

8.86%

GILD:

14.55%

Daily Std Dev

SNY:

22.20%

GILD:

24.71%

Max Drawdown

SNY:

-46.65%

GILD:

-70.82%

Current Drawdown

SNY:

-18.91%

GILD:

-4.65%

Fundamentals

Market Cap

SNY:

$122.70B

GILD:

$115.65B

EPS

SNY:

$1.89

GILD:

$0.09

PE Ratio

SNY:

25.89

GILD:

1.03K

PEG Ratio

SNY:

0.76

GILD:

0.53

Total Revenue (TTM)

SNY:

$59.54B

GILD:

$28.30B

Gross Profit (TTM)

SNY:

$40.42B

GILD:

$22.07B

EBITDA (TTM)

SNY:

$11.26B

GILD:

$3.92B

Returns By Period

In the year-to-date period, SNY achieves a -4.56% return, which is significantly lower than GILD's 18.94% return. Both investments have delivered pretty close results over the past 10 years, with SNY having a 3.87% annualized return and GILD not far behind at 3.79%.


SNY

YTD

-4.56%

1M

-1.13%

6M

1.30%

1Y

-1.56%

5Y*

1.77%

10Y*

3.87%

GILD

YTD

18.94%

1M

5.32%

6M

33.32%

1Y

22.07%

5Y*

11.19%

10Y*

3.79%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SNY vs. GILD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and Gilead Sciences, Inc. (GILD). 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.


Sharpe ratio
The chart of Sharpe ratio for SNY, currently valued at -0.07, compared to the broader market-4.00-2.000.002.00-0.070.91
The chart of Sortino ratio for SNY, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.000.061.38
The chart of Omega ratio for SNY, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.20
The chart of Calmar ratio for SNY, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.070.76
The chart of Martin ratio for SNY, currently valued at -0.18, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.181.55
SNY
GILD

The current SNY Sharpe Ratio is -0.07, which is lower than the GILD Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SNY and GILD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.07
0.91
SNY
GILD

Dividends

SNY vs. GILD - Dividend Comparison

SNY's dividend yield for the trailing twelve months is around 4.29%, more than GILD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
SNY
Sanofi
4.29%3.83%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.79%4.19%3.47%
GILD
Gilead Sciences, Inc.
3.33%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%0.00%

Drawdowns

SNY vs. GILD - Drawdown Comparison

The maximum SNY drawdown since its inception was -46.65%, smaller than the maximum GILD drawdown of -70.82%. Use the drawdown chart below to compare losses from any high point for SNY and GILD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.91%
-4.65%
SNY
GILD

Volatility

SNY vs. GILD - Volatility Comparison

Sanofi (SNY) has a higher volatility of 8.69% compared to Gilead Sciences, Inc. (GILD) at 5.61%. This indicates that SNY's price experiences larger fluctuations and is considered to be riskier than GILD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.69%
5.61%
SNY
GILD

Financials

SNY vs. GILD - Financials Comparison

This section allows you to compare key financial metrics between Sanofi and Gilead Sciences, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab