SOF.BR vs. SAN.PA
SOF.BR (Sofina Société Anonyme) and SAN.PA (Sanofi) are both stocks. SOF.BR operates in Asset Management (Financial Services), while SAN.PA operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SOF.BR returned 8.03%/yr vs 5.46%/yr for SAN.PA. At a 0.31 correlation, their price movements are largely independent.
Performance
SOF.BR vs. SAN.PA - Performance Comparison
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Returns By Period
In the year-to-date period, SOF.BR achieves a -11.22% return, which is significantly lower than SAN.PA's -2.23% return. Over the past 10 years, SOF.BR has outperformed SAN.PA with an annualized return of 8.03%, while SAN.PA has yielded a comparatively lower 5.46% annualized return.
SOF.BR
- 1D
- 2.26%
- 1M
- 3.34%
- YTD
- -11.22%
- 6M
- -7.94%
- 1Y
- -16.36%
- 3Y*
- 3.50%
- 5Y*
- -8.43%
- 10Y*
- 8.03%
SAN.PA
- 1D
- 0.38%
- 1M
- 5.32%
- YTD
- -2.23%
- 6M
- -2.94%
- 1Y
- -7.76%
- 3Y*
- -2.17%
- 5Y*
- 1.20%
- 10Y*
- 5.46%
SOF.BR vs. SAN.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOF.BR Sofina Société Anonyme | -11.22% | 14.69% | -1.65% | 11.37% | -51.86% | 57.47% | 45.71% | 17.99% | 28.74% | 6.68% |
SAN.PA Sanofi | -2.23% | -7.87% | 8.77% | 3.64% | 4.92% | 16.86% | -8.97% | 23.41% | 10.36% | -3.49% |
Correlation
The correlation between SOF.BR and SAN.PA is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2006 | 0.31 |
Over the past year, the correlation between SOF.BR and SAN.PA has dropped to 0.09 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
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Return for Risk
SOF.BR vs. SAN.PA — Risk / Return Rank
SOF.BR
SAN.PA
SOF.BR vs. SAN.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sofina Société Anonyme (SOF.BR) and Sanofi (SAN.PA). 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.
| SOF.BR | SAN.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.96 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | -0.47 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.08 | -0.85 | -0.23 |
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Drawdowns
SOF.BR vs. SAN.PA - Drawdown Comparison
The maximum SOF.BR drawdown since its inception was -59.53%, which is greater than SAN.PA's maximum drawdown of -43.30%. Use the drawdown chart below to compare losses from any high point for SOF.BR and SAN.PA.
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Drawdown Indicators
| SOF.BR | SAN.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.53% | -43.30% | -16.23% |
Max Drawdown (1Y)Largest decline over 1 year | -26.62% | -16.18% | -10.44% |
Max Drawdown (3Y)Largest decline over 3 years | -26.62% | -27.80% | +1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -59.53% | -27.80% | -31.73% |
Max Drawdown (10Y)Largest decline over 10 years | -59.53% | -30.35% | -29.18% |
Current DrawdownCurrent decline from peak | -46.64% | -22.98% | -23.66% |
Average DrawdownAverage peak-to-trough decline | -19.13% | -13.52% | -5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.02% | 8.92% | +6.10% |
Volatility
SOF.BR vs. SAN.PA - Volatility Comparison
The current volatility for Sofina Société Anonyme (SOF.BR) is 6.23%, while Sanofi (SAN.PA) has a volatility of 6.61%. This indicates that SOF.BR experiences smaller price fluctuations and is considered to be less risky than SAN.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOF.BR | SAN.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 6.61% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 16.85% | 15.36% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.40% | 24.04% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.53% | 22.77% | +5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.81% | 21.35% | +3.46% |
Dividends
SOF.BR vs. SAN.PA - Dividend Comparison
SOF.BR's dividend yield for the trailing twelve months is around 1.18%, less than SAN.PA's 5.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAN.PA Sanofi | 5.38% | 4.74% | 4.01% | 3.97% | 3.71% | 3.61% | 4.00% | 3.43% | 4.00% | 4.12% | 3.81% | 3.63% |
SOF.BR Sofina Société Anonyme | 1.18% | 1.41% | 1.53% | 1.44% | 1.52% | 0.70% | 1.05% | 1.45% | 1.61% | 1.95% | 1.96% | 2.21% |
Financials
SOF.BR vs. SAN.PA - Financials Comparison
This section allows you to compare key financial metrics between Sofina Société Anonyme and Sanofi. 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
Frequently Asked Questions
SOF.BR and SAN.PA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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