SNY vs. PG
SNY (Sanofi) and PG (The Procter & Gamble Company) are both stocks. SNY operates in Drug Manufacturers - General (Healthcare), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, SNY returned 5.78%/yr vs 8.96%/yr for PG. At a 0.34 correlation, their price movements are largely independent.
Performance
SNY vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, SNY achieves a -3.62% return, which is significantly lower than PG's 5.93% return. Over the past 10 years, SNY has underperformed PG with an annualized return of 5.78%, while PG has yielded a comparatively higher 8.96% annualized return.
SNY
- 1D
- 0.32%
- 1M
- 3.65%
- YTD
- -3.62%
- 6M
- -4.06%
- 1Y
- -5.97%
- 3Y*
- 0.21%
- 5Y*
- 0.40%
- 10Y*
- 5.78%
PG
- 1D
- 0.86%
- 1M
- 5.68%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -3.97%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
SNY vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNY Sanofi | -3.62% | 4.93% | 1.09% | 6.55% | 0.57% | 7.00% | 0.39% | 20.47% | 6.06% | 9.96% |
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between SNY and PG is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2002 | 0.34 |
Fundamentals
SNY:
$106.57B
PG:
$361.53B
SNY:
€3.09
PG:
$5.23
SNY:
12.38
PG:
28.63
SNY:
1.98
PG:
4.20
SNY:
1.27
PG:
6.70
SNY:
€47.35B
PG:
$86.72B
SNY:
€34.18B
PG:
$43.64B
SNY:
€12.63B
PG:
$22.63B
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Return for Risk
SNY vs. PG — Risk / Return Rank
SNY
PG
SNY vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.97 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | -0.37 | -0.12 |
| Martin ratioReturn relative to average drawdown | -0.96 | -0.68 | -0.28 |
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Drawdowns
SNY vs. PG - Drawdown Comparison
The maximum SNY drawdown since its inception was -46.46%, smaller than the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for SNY and PG.
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Drawdown Indicators
| SNY | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.46% | -54.25% | +7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -15.52% | -1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -21.15% | -2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -33.52% | -23.77% | -9.75% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -23.77% | -9.75% |
Current DrawdownCurrent decline from peak | -17.91% | -13.29% | -4.62% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -12.16% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.63% | 8.80% | -0.17% |
Volatility
SNY vs. PG - Volatility Comparison
Sanofi (SNY) has a higher volatility of 8.05% compared to The Procter & Gamble Company (PG) at 6.99%. This indicates that SNY's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNY | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 6.99% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 15.99% | 15.01% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.71% | 18.78% | +6.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.82% | 17.82% | +7.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.47% | 19.05% | +4.42% |
Dividends
SNY vs. PG - Dividend Comparison
SNY's dividend yield for the trailing twelve months is around 5.47%, more than PG's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
SNY Sanofi | 5.47% | 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. PG - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and The Procter & Gamble Company. 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
SNY vs. PG - Profitability Comparison
SNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sanofi reported a gross profit of 8.11B and revenue of 11.24B. Therefore, the gross margin over that period was 72.1%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
SNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sanofi reported an operating income of 2.27B and revenue of 11.24B, resulting in an operating margin of 20.2%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
SNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sanofi reported a net income of 1.61B and revenue of 11.24B, resulting in a net margin of 14.4%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
Frequently Asked Questions
SNY and PG have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNY has higher volatility (8.05%) compared to PG (6.99%). In terms of maximum drawdown, SNY dropped -46.46% vs PG's -54.25%.
PG currently has the higher Sharpe Ratio (-0.30 vs -0.32), 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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