SNY vs. SOXX
SNY (Sanofi) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, SNY returned 4.83%/yr vs 32.54%/yr for SOXX. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
SNY vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SNY achieves a -6.82% return, which is significantly lower than SOXX's 76.42% return. Over the past 10 years, SNY has underperformed SOXX with an annualized return of 4.83%, while SOXX has yielded a comparatively higher 32.54% annualized return.
SNY
- 1D
- 0.23%
- 1M
- 0.40%
- 6M
- -6.09%
- YTD
- -6.82%
- 1Y
- -5.61%
- 3Y*
- -1.64%
- 5Y*
- 0.85%
- 10Y*
- 4.83%
- ALL TIME*
- 5.27%
SOXX
- 1D
- -2.12%
- 1M
- -8.74%
- 6M
- 60.81%
- YTD
- 76.42%
- 1Y
- 123.34%
- 3Y*
- 46.84%
- 5Y*
- 28.89%
- 10Y*
- 32.54%
- ALL TIME*
- 14.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
SNY Sanofi | $151.24M | $142.28M | $147.68M |
| $6.41B | $5.67B | $5.91B |
SNY vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNY Sanofi | -6.82% | 4.93% | 1.09% | 6.55% | 0.57% | 7.00% | 0.39% | 20.47% | 6.06% | 9.96% |
SOXX iShares Semiconductor ETF | 76.42% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between SNY and SOXX is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2002 | 0.32 |
The correlation between SNY and SOXX shifts across timeframes, from -0.05 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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. SOXX — Risk / Return Rank
SNY
SOXX
SNY vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNY) and iShares Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.41 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 4.28 | -4.61 |
| Martin ratioReturn relative to average drawdown | -0.58 | 17.18 | -17.76 |
Loading charts...
Drawdowns
SNY vs. SOXX - Drawdown Comparison
The maximum SNY drawdown since its inception was -46.46%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SNY and SOXX.
Loading charts...
Drawdown Indicators
| SNY | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.46% | -70.21% | +23.75% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -29.01% | +12.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -41.36% | +17.99% |
Max Drawdown (5Y)Largest decline over 5 years | -33.52% | -45.75% | +12.23% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -45.75% | +12.23% |
Current DrawdownCurrent decline from peak | -20.64% | -18.98% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -12.24% | -19.92% | +7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.70% | 7.21% | +2.49% |
Volatility
SNY vs. SOXX - Volatility Comparison
The current volatility for Sanofi (SNY) is 7.74%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.65%. This indicates that SNY experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SNY | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.74% | 17.65% | -9.91% |
Volatility (6M)Calculated over the trailing 6-month period | 17.48% | 39.14% | -21.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.46% | 44.84% | -19.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.14% | 38.38% | -13.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.47% | 34.61% | -11.14% |
Dividends
SNY vs. SOXX - Dividend Comparison
SNY's dividend yield for the trailing twelve months is around 5.66%, more than SOXX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNY Sanofi | 5.66% | 4.56% | 4.22% | 3.83% | 4.32% | 3.80% | 3.61% | 3.47% | 4.29% | 3.82% | 4.11% | 3.77% |
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
SNY and SOXX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (17.65%) compared to SNY (7.74%). In terms of maximum drawdown, SNY dropped -46.46% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.77 vs -0.22), 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 SOXX
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