SNY vs. JNJ
Compare and contrast key facts about Sanofi (SNY) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNY or JNJ.
Performance
SNY vs. JNJ - Performance Comparison
Returns By Period
In the year-to-date period, SNY achieves a -3.54% return, which is significantly lower than JNJ's 0.64% return. Over the past 10 years, SNY has underperformed JNJ with an annualized return of 3.45%, while JNJ has yielded a comparatively higher 6.50% annualized return.
SNY
-3.54%
-11.88%
-1.44%
3.50%
3.88%
3.45%
JNJ
0.64%
-6.66%
1.24%
6.15%
5.59%
6.50%
Fundamentals
| SNY | JNJ | |
|---|---|---|
| Market Cap | $128.52B | $373.28B |
| EPS | $1.92 | $5.95 |
| PE Ratio | 26.11 | 25.65 |
| PEG Ratio | 0.77 | 0.92 |
| Total Revenue (TTM) | $55.21B | $87.70B |
| Gross Profit (TTM) | $35.86B | $60.74B |
| EBITDA (TTM) | $16.06B | $31.96B |
Key characteristics
| SNY | JNJ | |
|---|---|---|
| Sharpe Ratio | 0.26 | 0.39 |
| Sortino Ratio | 0.55 | 0.69 |
| Omega Ratio | 1.06 | 1.08 |
| Calmar Ratio | 0.31 | 0.33 |
| Martin Ratio | 0.82 | 1.13 |
| Ulcer Index | 6.89% | 5.24% |
| Daily Std Dev | 21.20% | 15.10% |
| Max Drawdown | -46.65% | -38.78% |
| Current Drawdown | -18.04% | -10.90% |
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Correlation
The correlation between SNY and JNJ is 0.40, 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.
Risk-Adjusted Performance
SNY vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and Johnson & Johnson (JNJ). 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.
Dividends
SNY vs. JNJ - Dividend Comparison
SNY's dividend yield for the trailing twelve months is around 4.25%, more than JNJ's 3.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNY Sanofi | 4.25% | 3.83% | 4.22% | 3.80% | 3.61% | 3.46% | 4.29% | 3.67% | 4.03% | 3.79% | 4.19% | 3.47% |
JNJ Johnson & Johnson | 3.15% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
SNY vs. JNJ - Drawdown Comparison
The maximum SNY drawdown since its inception was -46.65%, which is greater than JNJ's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for SNY and JNJ. For additional features, visit the drawdowns tool.
Volatility
SNY vs. JNJ - Volatility Comparison
Sanofi (SNY) has a higher volatility of 7.23% compared to Johnson & Johnson (JNJ) at 4.13%. This indicates that SNY's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SNY vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and Johnson & Johnson. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities