SNY vs. LYB
SNY (Sanofi) and LYB (LyondellBasell Industries N.V.) are both stocks. SNY operates in Drug Manufacturers - General (Healthcare), while LYB operates in Specialty Chemicals (Basic Materials). Over the past 10 years, SNY returned 4.57%/yr vs 5.47%/yr for LYB. At a 0.28 correlation, their price movements are largely independent.
Performance
SNY vs. LYB - Performance Comparison
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Returns By Period
In the year-to-date period, SNY achieves a -4.62% return, which is significantly lower than LYB's 47.20% return. Over the past 10 years, SNY has underperformed LYB with an annualized return of 4.57%, while LYB has yielded a comparatively higher 5.47% annualized return.
SNY
- 1D
- 0.09%
- 1M
- 4.81%
- 6M
- 0.09%
- YTD
- -4.62%
- 1Y
- -5.19%
- 3Y*
- -2.90%
- 5Y*
- 0.93%
- 10Y*
- 4.57%
- ALL TIME*
- 5.38%
LYB
- 1D
- 1.85%
- 1M
- 6.49%
- 6M
- 23.00%
- YTD
- 47.20%
- 1Y
- 2.64%
- 3Y*
- -6.09%
- 5Y*
- -1.87%
- 10Y*
- 5.47%
- ALL TIME*
- 14.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $264.40M | $296.89M | $349.44M | |
SNY Sanofi | $142.18M | $174.45M | $141.08M |
SNY vs. LYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNY Sanofi | -4.62% | 4.93% | 1.09% | 6.55% | 0.57% | 7.00% | 0.39% | 20.47% | 6.06% | 9.96% |
LYB LyondellBasell Industries N.V. | 47.20% | -35.96% | -17.38% | 20.70% | -0.98% | 5.07% | 2.64% | 44.63% | -21.69% | 33.72% |
Correlation
The correlation between SNY and LYB is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2010 | 0.28 |
The correlation between SNY and LYB shifts across timeframes, from 0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SNY:
$105.28B
LYB:
$20.12B
SNY:
€3.10
LYB:
-$3.58
SNY:
1.98
LYB:
0.60
SNY:
€47.35B
LYB:
$22.48B
SNY:
€34.18B
LYB:
-$4.33B
SNY:
€12.63B
LYB:
$935.00M
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Return for Risk
SNY vs. LYB — Risk / Return Rank
SNY
LYB
SNY vs. LYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and LyondellBasell Industries N.V. (LYB). 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 | LYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.05 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 0.07 | -0.39 |
| Martin ratioReturn relative to average drawdown | -0.55 | 0.12 | -0.67 |
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Drawdowns
SNY vs. LYB - Drawdown Comparison
The maximum SNY drawdown since its inception was -46.46%, smaller than the maximum LYB drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for SNY and LYB.
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Drawdown Indicators
| SNY | LYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.46% | -63.26% | +16.80% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -35.51% | +18.81% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -55.35% | +31.98% |
Max Drawdown (5Y)Largest decline over 5 years | -33.52% | -55.35% | +21.83% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -63.26% | +29.74% |
Current DrawdownCurrent decline from peak | -18.77% | -30.92% | +12.15% |
Average DrawdownAverage peak-to-trough decline | -12.23% | -15.25% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.47% | 22.23% | -12.76% |
Volatility
SNY vs. LYB - Volatility Comparison
The current volatility for Sanofi (SNY) is 7.46%, while LyondellBasell Industries N.V. (LYB) has a volatility of 8.84%. This indicates that SNY experiences smaller price fluctuations and is considered to be less risky than LYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNY | LYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.46% | 8.84% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 17.02% | 33.28% | -16.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.32% | 45.86% | -19.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.05% | 32.81% | -7.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 36.79% | -13.37% |
Dividends
SNY vs. LYB - Dividend Comparison
SNY's dividend yield for the trailing twelve months is around 5.53%, less than LYB's 6.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYB LyondellBasell Industries N.V. | 6.61% | 12.59% | 7.10% | 5.20% | 11.92% | 4.81% | 4.58% | 20.27% | 4.81% | 3.22% | 3.88% | 3.50% |
SNY Sanofi | 5.53% | 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. LYB - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and LyondellBasell Industries N.V.. 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
Frequently Asked Questions
SNY and LYB have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LYB has higher volatility (8.84%) compared to SNY (7.46%). In terms of maximum drawdown, SNY dropped -46.46% vs LYB's -63.26%.
LYB currently has the higher Sharpe Ratio (0.06 vs -0.20), 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.
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