SNY vs. NVS
Compare and contrast key facts about Sanofi (SNY) and Novartis AG (NVS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNY or NVS.
Performance
SNY vs. NVS - Performance Comparison
Returns By Period
In the year-to-date period, SNY achieves a -3.54% return, which is significantly lower than NVS's 5.66% return. Over the past 10 years, SNY has underperformed NVS with an annualized return of 3.45%, while NVS has yielded a comparatively higher 6.67% annualized return.
SNY
-3.54%
-11.88%
-1.44%
3.50%
3.88%
3.45%
NVS
5.66%
-12.31%
-0.08%
12.41%
8.08%
6.67%
Fundamentals
| SNY | NVS | |
|---|---|---|
| Market Cap | $128.52B | $209.76B |
| EPS | $1.92 | $5.73 |
| PE Ratio | 26.11 | 18.31 |
| PEG Ratio | 0.77 | 3.12 |
| Total Revenue (TTM) | $55.21B | $49.29B |
| Gross Profit (TTM) | $35.86B | $36.69B |
| EBITDA (TTM) | $16.06B | $19.83B |
Key characteristics
| SNY | NVS | |
|---|---|---|
| Sharpe Ratio | 0.26 | 0.81 |
| Sortino Ratio | 0.55 | 1.17 |
| Omega Ratio | 1.06 | 1.16 |
| Calmar Ratio | 0.31 | 0.90 |
| Martin Ratio | 0.82 | 2.59 |
| Ulcer Index | 6.89% | 5.19% |
| Daily Std Dev | 21.20% | 16.57% |
| Max Drawdown | -46.65% | -41.72% |
| Current Drawdown | -18.04% | -15.00% |
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Correlation
The correlation between SNY and NVS is 0.55, 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.
Risk-Adjusted Performance
SNY vs. NVS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and Novartis AG (NVS). 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. NVS - Dividend Comparison
SNY's dividend yield for the trailing twelve months is around 4.25%, more than NVS's 3.68% 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% |
NVS Novartis AG | 3.68% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% | 3.37% |
Drawdowns
SNY vs. NVS - Drawdown Comparison
The maximum SNY drawdown since its inception was -46.65%, which is greater than NVS's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for SNY and NVS. For additional features, visit the drawdowns tool.
Volatility
SNY vs. NVS - Volatility Comparison
Sanofi (SNY) has a higher volatility of 7.23% compared to Novartis AG (NVS) at 5.85%. This indicates that SNY's price experiences larger fluctuations and is considered to be riskier than NVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SNY vs. NVS - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and Novartis AG. 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