SNY vs. NVO
Compare and contrast key facts about Sanofi (SNY) and Novo Nordisk A/S (NVO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNY or NVO.
Performance
SNY vs. NVO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SNY having a -2.45% return and NVO slightly lower at -2.46%. Over the past 10 years, SNY has underperformed NVO with an annualized return of 3.83%, while NVO has yielded a comparatively higher 18.65% annualized return.
SNY
-2.45%
-11.69%
0.19%
3.17%
4.19%
3.83%
NVO
-2.46%
-15.48%
-24.62%
-0.47%
31.86%
18.65%
Fundamentals
| SNY | NVO | |
|---|---|---|
| Market Cap | $128.52B | $494.05B |
| EPS | $1.92 | $3.03 |
| PE Ratio | 26.11 | 35.33 |
| PEG Ratio | 0.77 | 1.62 |
| Total Revenue (TTM) | $55.21B | $199.27B |
| Gross Profit (TTM) | $35.86B | $169.07B |
| EBITDA (TTM) | $16.06B | $98.21B |
Key characteristics
| SNY | NVO | |
|---|---|---|
| Sharpe Ratio | 0.22 | 0.05 |
| Sortino Ratio | 0.48 | 0.29 |
| Omega Ratio | 1.05 | 1.03 |
| Calmar Ratio | 0.25 | 0.04 |
| Martin Ratio | 0.67 | 0.13 |
| Ulcer Index | 6.97% | 10.43% |
| Daily Std Dev | 21.12% | 30.21% |
| Max Drawdown | -46.65% | -71.30% |
| Current Drawdown | -17.12% | -31.80% |
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Correlation
The correlation between SNY and NVO is 0.39, 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. NVO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and Novo Nordisk A/S (NVO). 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. NVO - Dividend Comparison
SNY's dividend yield for the trailing twelve months is around 4.20%, more than NVO's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNY Sanofi | 4.20% | 3.83% | 4.22% | 3.80% | 3.61% | 3.46% | 4.29% | 3.67% | 4.03% | 3.79% | 4.19% | 3.47% |
NVO Novo Nordisk A/S | 1.45% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
Drawdowns
SNY vs. NVO - Drawdown Comparison
The maximum SNY drawdown since its inception was -46.65%, smaller than the maximum NVO drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for SNY and NVO. For additional features, visit the drawdowns tool.
Volatility
SNY vs. NVO - Volatility Comparison
Sanofi (SNY) has a higher volatility of 7.42% compared to Novo Nordisk A/S (NVO) at 7.03%. This indicates that SNY's price experiences larger fluctuations and is considered to be riskier than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SNY vs. NVO - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and Novo Nordisk A/S. 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