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

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.


-0.50.00.51.00.4

Performance

SNY vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sanofi (SNY) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
0.53%
-39.90%
SNY
NVO

Key characteristics

Sharpe Ratio

SNY:

-0.07

NVO:

-0.43

Sortino Ratio

SNY:

0.06

NVO:

-0.37

Omega Ratio

SNY:

1.01

NVO:

0.95

Calmar Ratio

SNY:

-0.07

NVO:

-0.36

Martin Ratio

SNY:

-0.18

NVO:

-1.15

Ulcer Index

SNY:

8.86%

NVO:

13.25%

Daily Std Dev

SNY:

22.20%

NVO:

35.35%

Max Drawdown

SNY:

-46.65%

NVO:

-71.30%

Current Drawdown

SNY:

-18.91%

NVO:

-41.92%

Fundamentals

Market Cap

SNY:

$122.70B

NVO:

$486.49B

EPS

SNY:

$1.89

NVO:

$2.99

PE Ratio

SNY:

25.89

NVO:

36.12

PEG Ratio

SNY:

0.76

NVO:

1.61

Total Revenue (TTM)

SNY:

$59.54B

NVO:

$270.58B

Gross Profit (TTM)

SNY:

$40.42B

NVO:

$229.07B

EBITDA (TTM)

SNY:

$11.26B

NVO:

$135.97B

Returns By Period

In the year-to-date period, SNY achieves a -4.56% return, which is significantly higher than NVO's -16.93% return. Over the past 10 years, SNY has underperformed NVO with an annualized return of 3.87%, while NVO has yielded a comparatively higher 17.16% annualized return.


SNY

YTD

-4.56%

1M

-1.13%

6M

1.30%

1Y

-1.56%

5Y*

1.77%

10Y*

3.87%

NVO

YTD

-16.93%

1M

-19.26%

6M

-39.90%

1Y

-16.95%

5Y*

26.03%

10Y*

17.16%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for SNY, currently valued at -0.07, compared to the broader market-4.00-2.000.002.00-0.07-0.43
The chart of Sortino ratio for SNY, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.000.06-0.37
The chart of Omega ratio for SNY, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.95
The chart of Calmar ratio for SNY, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07-0.36
The chart of Martin ratio for SNY, currently valued at -0.18, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.18-1.15
SNY
NVO

The current SNY Sharpe Ratio is -0.07, which is higher than the NVO Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of SNY and NVO, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.07
-0.43
SNY
NVO

Dividends

SNY vs. NVO - Dividend Comparison

SNY's dividend yield for the trailing twelve months is around 4.29%, more than NVO's 1.70% 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%
NVO
Novo Nordisk A/S
1.70%0.99%1.18%1.34%1.86%2.12%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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.91%
-41.92%
SNY
NVO

Volatility

SNY vs. NVO - Volatility Comparison

The current volatility for Sanofi (SNY) is 8.69%, while Novo Nordisk A/S (NVO) has a volatility of 20.84%. This indicates that SNY experiences smaller price fluctuations and is considered to be less risky than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.69%
20.84%
SNY
NVO

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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