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

Correlation

The correlation between SNY and GILD is 0.48, 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. 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.

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Key characteristics

Sharpe Ratio

SNY:

0.16

GILD:

1.90

Sortino Ratio

SNY:

0.44

GILD:

2.91

Omega Ratio

SNY:

1.05

GILD:

1.37

Calmar Ratio

SNY:

0.20

GILD:

1.84

Martin Ratio

SNY:

0.45

GILD:

10.21

Ulcer Index

SNY:

9.62%

GILD:

5.36%

Daily Std Dev

SNY:

24.21%

GILD:

27.00%

Max Drawdown

SNY:

-46.65%

GILD:

-70.82%

Current Drawdown

SNY:

-13.51%

GILD:

-15.62%

Fundamentals

Market Cap

SNY:

$125.13B

GILD:

$126.28B

EPS

SNY:

$2.80

GILD:

$4.75

PE Ratio

SNY:

17.84

GILD:

21.35

PEG Ratio

SNY:

0.82

GILD:

0.21

PS Ratio

SNY:

2.77

GILD:

4.39

PB Ratio

SNY:

1.47

GILD:

6.59

Total Revenue (TTM)

SNY:

$43.77B

GILD:

$28.73B

Gross Profit (TTM)

SNY:

$31.14B

GILD:

$23.07B

EBITDA (TTM)

SNY:

$10.09B

GILD:

$9.89B

Returns By Period

In the year-to-date period, SNY achieves a 6.55% return, which is significantly lower than GILD's 7.25% return. Over the past 10 years, SNY has outperformed GILD with an annualized return of 3.81%, while GILD has yielded a comparatively lower 2.42% annualized return.


SNY

YTD

6.55%

1M

-0.87%

6M

3.80%

1Y

3.82%

5Y*

4.92%

10Y*

3.81%

GILD

YTD

7.25%

1M

-7.62%

6M

7.85%

1Y

50.88%

5Y*

9.60%

10Y*

2.42%

*Annualized

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Risk-Adjusted Performance

SNY vs. GILD — 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

GILD
The Risk-Adjusted Performance Rank of GILD is 9494
Overall Rank
The Sharpe Ratio Rank of GILD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of GILD is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GILD is 9292
Omega Ratio Rank
The Calmar Ratio Rank of GILD is 9292
Calmar Ratio Rank
The Martin Ratio Rank of GILD is 9595
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. 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.


The current SNY Sharpe Ratio is 0.16, which is lower than the GILD Sharpe Ratio of 1.90. 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.


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Dividends

SNY vs. GILD - Dividend Comparison

SNY's dividend yield for the trailing twelve months is around 4.50%, more than GILD's 3.15% 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%
GILD
Gilead Sciences, Inc.
3.15%3.33%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%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.


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Volatility

SNY vs. GILD - Volatility Comparison

The current volatility for Sanofi (SNY) is 8.13%, while Gilead Sciences, Inc. (GILD) has a volatility of 11.54%. This indicates that SNY experiences smaller price fluctuations and is considered to be less risky than GILD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


5.00B10.00B15.00B20.00B20212022202320242025
10.61B
6.67B
(SNY) Total Revenue
(GILD) Total Revenue
Values in USD except per share items

SNY vs. GILD - Profitability Comparison

The chart below illustrates the profitability comparison between Sanofi and Gilead Sciences, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

65.0%70.0%75.0%80.0%85.0%20212022202320242025
72.8%
85.6%
(SNY) Gross Margin
(GILD) 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%.

GILD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Gilead Sciences, Inc. reported a gross profit of 5.71B and revenue of 6.67B. Therefore, the gross margin over that period was 85.6%.

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%.

GILD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Gilead Sciences, Inc. reported an operating income of 3.15B and revenue of 6.67B, resulting in an operating margin of 47.2%.

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%.

GILD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Gilead Sciences, Inc. reported a net income of 1.32B and revenue of 6.67B, resulting in a net margin of 19.7%.