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

Correlation

The correlation between SNY and REGN is 0.29, 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.


-0.50.00.51.00.3

Performance

SNY vs. REGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sanofi (SNY) and Regeneron Pharmaceuticals, Inc. (REGN). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.51%
-43.50%
SNY
REGN

Key characteristics

Sharpe Ratio

SNY:

0.84

REGN:

-1.18

Sortino Ratio

SNY:

1.42

REGN:

-1.58

Omega Ratio

SNY:

1.16

REGN:

0.80

Calmar Ratio

SNY:

0.89

REGN:

-0.63

Martin Ratio

SNY:

2.22

REGN:

-1.30

Ulcer Index

SNY:

8.63%

REGN:

21.89%

Daily Std Dev

SNY:

22.68%

REGN:

23.98%

Max Drawdown

SNY:

-46.65%

REGN:

-91.81%

Current Drawdown

SNY:

-6.89%

REGN:

-43.95%

Fundamentals

Market Cap

SNY:

$137.26B

REGN:

$73.71B

EPS

SNY:

$2.28

REGN:

$38.33

PE Ratio

SNY:

23.90

REGN:

17.57

PEG Ratio

SNY:

1.17

REGN:

0.99

Total Revenue (TTM)

SNY:

$36.66B

REGN:

$14.20B

Gross Profit (TTM)

SNY:

$25.74B

REGN:

$12.00B

EBITDA (TTM)

SNY:

$9.62B

REGN:

$4.81B

Returns By Period

In the year-to-date period, SNY achieves a 13.00% return, which is significantly higher than REGN's -5.44% return. Over the past 10 years, SNY has underperformed REGN with an annualized return of 4.42%, while REGN has yielded a comparatively higher 4.76% annualized return.


SNY

YTD

13.00%

1M

7.41%

6M

-0.04%

1Y

18.02%

5Y*

4.57%

10Y*

4.42%

REGN

YTD

-5.44%

1M

-1.17%

6M

-43.72%

1Y

-28.95%

5Y*

10.99%

10Y*

4.76%

*Annualized

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Risk-Adjusted Performance

SNY vs. REGN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SNY
The Risk-Adjusted Performance Rank of SNY is 6969
Overall Rank
The Sharpe Ratio Rank of SNY is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SNY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SNY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SNY is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SNY is 6767
Martin Ratio Rank

REGN
The Risk-Adjusted Performance Rank of REGN is 66
Overall Rank
The Sharpe Ratio Rank of REGN is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of REGN is 44
Sortino Ratio Rank
The Omega Ratio Rank of REGN is 55
Omega Ratio Rank
The Calmar Ratio Rank of REGN is 1010
Calmar Ratio Rank
The Martin Ratio Rank of REGN is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNY vs. REGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and Regeneron Pharmaceuticals, Inc. (REGN). 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 0.84, compared to the broader market-2.000.002.004.000.84-1.18
The chart of Sortino ratio for SNY, currently valued at 1.42, compared to the broader market-6.00-4.00-2.000.002.004.006.001.42-1.58
The chart of Omega ratio for SNY, currently valued at 1.16, compared to the broader market0.501.001.502.001.160.80
The chart of Calmar ratio for SNY, currently valued at 0.89, compared to the broader market0.002.004.006.000.89-0.63
The chart of Martin ratio for SNY, currently valued at 2.22, compared to the broader market-10.000.0010.0020.0030.002.22-1.30
SNY
REGN

The current SNY Sharpe Ratio is 0.84, which is higher than the REGN Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of SNY and REGN, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.84
-1.18
SNY
REGN

Dividends

SNY vs. REGN - Dividend Comparison

SNY's dividend yield for the trailing twelve months is around 3.74%, while REGN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SNY
Sanofi
3.74%4.22%3.83%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.79%4.19%
REGN
Regeneron Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SNY vs. REGN - Drawdown Comparison

The maximum SNY drawdown since its inception was -46.65%, smaller than the maximum REGN drawdown of -91.81%. Use the drawdown chart below to compare losses from any high point for SNY and REGN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.89%
-43.95%
SNY
REGN

Volatility

SNY vs. REGN - Volatility Comparison

The current volatility for Sanofi (SNY) is 6.36%, while Regeneron Pharmaceuticals, Inc. (REGN) has a volatility of 9.06%. This indicates that SNY experiences smaller price fluctuations and is considered to be less risky than REGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.36%
9.06%
SNY
REGN

Financials

SNY vs. REGN - Financials Comparison

This section allows you to compare key financial metrics between Sanofi and Regeneron Pharmaceuticals, Inc.. 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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