SNY vs. SLF
SNY (Sanofi) and SLF (Sun Life Financial Inc.) are both stocks. SNY operates in Drug Manufacturers - General (Healthcare), while SLF operates in Insurance - Diversified (Financial Services). Over the past 10 years, SNY returned 5.12%/yr vs 12.37%/yr for SLF. At a 0.35 correlation, their price movements are largely independent.
Performance
SNY vs. SLF - Performance Comparison
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Returns By Period
In the year-to-date period, SNY achieves a -1.94% return, which is significantly lower than SLF's 20.52% return. Over the past 10 years, SNY has underperformed SLF with an annualized return of 5.12%, while SLF has yielded a comparatively higher 12.37% annualized return.
SNY
- 1D
- 1.44%
- 1M
- 3.95%
- YTD
- -1.94%
- 6M
- -4.06%
- 1Y
- -5.85%
- 3Y*
- 0.15%
- 5Y*
- 1.27%
- 10Y*
- 5.12%
SLF
- 1D
- 1.04%
- 1M
- 6.24%
- YTD
- 20.52%
- 6M
- 28.38%
- 1Y
- 17.74%
- 3Y*
- 18.69%
- 5Y*
- 11.22%
- 10Y*
- 12.37%
SNY vs. SLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNY Sanofi | -1.94% | 4.93% | 1.09% | 6.55% | 0.57% | 7.00% | 0.39% | 20.47% | 6.06% | 9.96% |
SLF Sun Life Financial Inc. | 20.52% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -16.37% | 11.18% |
Correlation
The correlation between SNY and SLF is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2002 | 0.35 |
The correlation between SNY and SLF shifts across timeframes, from 0.17 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SNY:
$108.43B
SLF:
$29.68B
SNY:
$3.09
SLF:
$6.22
SNY:
14.58
SLF:
11.84
SNY:
2.33
SLF:
0.99
SNY:
1.49
SLF:
1.30
SNY:
$47.35B
SLF:
$39.40B
SNY:
$34.18B
SLF:
$20.48B
SNY:
$12.63B
SLF:
$4.74B
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Return for Risk
SNY vs. SLF — Risk / Return Rank
SNY
SLF
SNY vs. SLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and Sun Life Financial Inc. (SLF). 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 | SLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.18 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 1.20 | -1.47 |
| Martin ratioReturn relative to average drawdown | -0.53 | 2.59 | -3.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SNY | SLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 0.89 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.58 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.54 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.42 | -0.21 |
Drawdowns
SNY vs. SLF - Drawdown Comparison
The maximum SNY drawdown since its inception was -46.46%, smaller than the maximum SLF drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for SNY and SLF.
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Drawdown Indicators
| SNY | SLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.46% | -78.60% | +32.14% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -14.91% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -14.91% | -8.46% |
Max Drawdown (5Y)Largest decline over 5 years | -33.52% | -30.77% | -2.75% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -50.84% | +17.32% |
Current DrawdownCurrent decline from peak | -16.49% | 0.00% | -16.49% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -16.88% | +4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.49% | 6.90% | +1.59% |
Volatility
SNY vs. SLF - Volatility Comparison
Sanofi (SNY) and Sun Life Financial Inc. (SLF) have volatilities of 7.29% and 7.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNY | SLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 7.07% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 14.13% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.43% | 20.12% | +5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.77% | 19.42% | +5.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.46% | 22.89% | +0.57% |
Dividends
SNY vs. SLF - Dividend Comparison
SNY's dividend yield for the trailing twelve months is around 5.38%, more than SLF's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 3.60% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
SNY Sanofi | 5.38% | 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. SLF - Financials Comparison
This section allows you to compare key financial metrics between Sanofi and Sun Life Financial 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.
Total Revenue: Total amount of money received from sales and other business activities
SNY vs. SLF - 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%.
SLF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported a gross profit of 8.88B and revenue of 8.88B. Therefore, the gross margin over that period was 100.0%.
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%.
SLF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported an operating income of 633.63M and revenue of 8.88B, resulting in an operating margin of 7.1%.
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%.
SLF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported a net income of 537.39M and revenue of 8.88B, resulting in a net margin of 6.1%.
Frequently Asked Questions
SNY and SLF have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNY has higher volatility (7.29%) compared to SLF (7.07%). In terms of maximum drawdown, SNY dropped -46.46% vs SLF's -78.60%.
SLF currently has the higher Sharpe Ratio (0.89 vs -0.18), 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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