SNY vs. SGOV
SNY (Sanofi) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, SNY returned 0.98%/yr vs 3.54%/yr for SGOV. At a correlation of -0.00, they often move in opposite directions.
Performance
SNY vs. SGOV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SNY achieves a -3.34% return, which is significantly lower than SGOV's 1.52% return.
SNY
- 1D
- 4.74%
- 1M
- 2.35%
- YTD
- -3.34%
- 6M
- -4.21%
- 1Y
- -5.37%
- 3Y*
- 0.11%
- 5Y*
- 0.98%
- 10Y*
- 5.00%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.52%
- 6M
- 1.79%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
SNY vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SNY Sanofi | -3.34% | 4.93% | 1.09% | 6.55% | 0.57% | 7.00% | -0.18% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.52% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between SNY and SGOV is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since May 29, 2020 | -0.00 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SNY vs. SGOV — Risk / Return Rank
SNY
SGOV
SNY vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| SNY | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.49 | ||
| Sortino ratioReturn per unit of downside risk | -275.81 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 195.55 | -194.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 398.20 | -398.52 |
| Martin ratioReturn relative to average drawdown | -0.64 | 4,462.00 | -4,462.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SNY | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 20.28 | -20.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 14.74 | -14.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 12.49 | -12.28 |
Drawdowns
SNY vs. SGOV - Drawdown Comparison
The maximum SNY drawdown since its inception was -46.46%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for SNY and SGOV.
Loading charts...
Drawdown Indicators
| SNY | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.46% | -0.03% | -46.43% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -0.01% | -16.69% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -0.01% | -23.36% |
Max Drawdown (5Y)Largest decline over 5 years | -33.52% | -0.03% | -33.49% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | — | — |
Current DrawdownCurrent decline from peak | -17.67% | 0.00% | -17.67% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -0.00% | -12.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 0.00% | +8.47% |
Volatility
SNY vs. SGOV - Volatility Comparison
Sanofi (SNY) has a higher volatility of 7.22% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that SNY's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SNY | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.22% | 0.05% | +7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.69% | 0.13% | +15.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.40% | 0.20% | +25.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.77% | 0.24% | +24.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.46% | 0.24% | +23.22% |
Dividends
SNY vs. SGOV - Dividend Comparison
SNY's dividend yield for the trailing twelve months is around 5.46%, more than SGOV's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 3.86% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SNY Sanofi | 5.46% | 4.56% | 4.22% | 3.83% | 4.32% | 3.80% | 3.61% | 3.47% | 4.29% | 3.82% | 4.11% | 3.77% |
Frequently Asked Questions
SNY and SGOV have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNY has higher volatility (7.22%) compared to SGOV (0.05%). In terms of maximum drawdown, SNY dropped -46.46% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 vs -0.21), 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.
Find the right allocation for SNY and SGOV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer