Sanofi

10-Year Study

SNW.XETRA · Healthcare · DE · Common Stock

Executive Summary: Sanofi has compounded at 4.6% annually over the last 10 years, with a maximum drawdown of 26.8% and an annualized volatility of 32.3%.

1Y CAGR
-8.3%
3Y CAGR
-2.7%
5Y CAGR
+1.8%
10Y CAGR
+4.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
26.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +25.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -9.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.63.70.4-2.0————————-2.7%
202511.40.2-2.6-5.5-5.0-5.8-3.96.7-7.412.1-2.2-3.2-7.3%
20244.0-5.73.62.10.40.46.06.11.4-5.9-5.21.98.6%
2023-0.3-1.112.00.4-1.52.9-0.51.42.6-15.3-0.75.43.1%
20223.21.5-0.88.92.5-3.30.3-14.8-4.811.1-0.74.45.1%
2021-2.1-1.910.54.13.31.9-1.4-0.0-5.14.4-3.26.617.2%
2020-3.7-3.8-4.611.61.93.5-2.1-4.20.7-9.49.6-6.9-9.1%
20190.7-3.07.1-1.8-2.44.8-0.83.88.7-2.72.26.925.1%
2018-1.5-8.50.40.84.44.98.2-0.94.03.01.0-5.79.3%
2017-2.28.83.92.36.1-5.6-3.71.12.8-2.7-6.2-5.8-2.6%
2016———0.77.41.71.5-9.1-2.75.27.60.412.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 32.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 40.2% of variance. Idiosyncratic stock-specific factors contribute 19.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110074.635929954471
2016-05-0110824.513421483589
2016-06-0111003.689913259814
2016-07-0111172.605011748246
2016-08-0110157.71133234768
2016-09-019884.527913083904
2016-10-0110398.581833564389
2016-11-0111191.682826615961
2016-12-0111231.34625291612
2017-01-0110980.193416792665
2017-02-0111946.628189932107
2017-03-0112412.20226253251
2017-04-0112703.018524956127
2017-05-0113480.28765407796
2017-06-0112732.127375303131
2017-07-0112257.150515792075
2017-08-0112393.731754614486
2017-09-0112741.236979548414
2017-10-0112398.276085927651
2017-11-0111624.336674219609
2017-12-0110944.467014855984
2018-01-0110783.614439665102
2018-02-019871.585992569911
2018-03-019908.003467932098
2018-04-019985.382749969634
2018-05-0110422.183038126312
2018-06-0110936.048484036202
2018-07-0111834.925594427854
2018-08-0111731.515880029652
2018-09-0112196.063813301276
2018-10-0112560.385158255813
2018-11-0112686.076755221791
2018-12-0111965.370938896545
2019-01-0112052.885964508143
2019-02-0111693.339308675275
2019-03-0112522.208586901435
2019-04-0112299.473527699478
2019-05-0111999.568602649533
2019-06-0112580.991711307217
2019-07-0112481.602787748314
2019-08-0112952.035315946205
2019-09-0114078.44311628043
2019-10-0113704.090735846607
2019-11-0114010.52944601041
2019-12-0114971.289040413136
2020-01-0114416.378021352075
2020-02-0113873.04771757295
2020-03-0113236.966983443554
2020-04-0114767.548029603073
2020-05-0115048.542672736941
2020-06-0115574.323899832048
2020-07-0115249.582214701853
2020-08-0114612.098392102496
2020-09-0114708.32513119924
2020-10-0113330.2828375056
2020-11-0114610.381179348213
2020-12-0113605.204411142615
2021-01-0113316.524193852378
2021-02-0113065.664540394288
2021-03-0114441.989621333643
2021-04-0115029.632390820869
2021-05-0115520.8390050218
2021-06-0115811.697150683323
2021-07-0115597.569096871739
2021-08-0115593.988080030489
2021-09-0114805.284826959401
2021-10-0115453.030042846553
2021-11-0114953.383956206888
2021-12-0115941.954020581421
2022-01-0116459.442366570474
2022-02-0116711.034976691975
2022-03-0116573.637014730335
2022-04-0118043.989964776196
2022-05-0118501.271156270548
2022-06-0117886.73934804552
2022-07-0117936.873583823017
2022-08-0115289.30846585888
2022-09-0114559.660578239984
2022-10-0116174.929531452219
2022-11-0116057.949647971383
2022-12-0116761.62992808648
2023-01-0116713.338554776994
2023-02-0116535.104435853726
2023-03-0118519.846372283348
2023-04-0118592.262490628626
2023-05-0118310.57677406925
2023-06-0118838.200863632363
2023-07-0118743.837928622583
2023-08-0118998.027299494468
2023-09-0119494.8253259563
2023-10-0116510.142026059748
2023-11-0116396.533743230622
2023-12-0117280.374771212813
2024-01-0117971.678554525693
2024-02-0116943.403180613084
2024-03-0117555.736118847875
2024-04-0117927.38703043655
2024-05-0118006.588233323142
2024-06-0118084.805180118863
2024-07-0119175.88446927655
2024-08-0120349.180554450304
2024-09-0120637.98642145427
2024-10-0119418.55594972336
2024-11-0118417.735038260333
2024-12-0118762.706327300748
2025-01-0120894.70972821967
2025-02-0120938.83371935717
2025-03-0120393.30454558781
2025-04-0119274.142545411898
2025-05-0118319.728261552445
2025-06-0117260.082342445727
2025-07-0116583.668050209624
2025-08-0117689.38553101663
2025-09-0116380.534346349246
2025-10-0118367.8939851482
2025-11-0117959.53241553198
2025-12-0117389.920379964733
2026-01-0116589.950535896027
2026-02-0117207.728295059034
2026-03-0117276.83563760947
2026-04-0116927.110601066346
Annual Return Matrix
YearAnnual Return
2017-0.02554272939325064
20180.09328036921805216
20190.25121812912168684
2020-0.09124696113894704
20210.1717540978307548
20220.051416275975130654
20230.030948353194286016
20240.08578121572671771
2025-0.07316566828840343
2026-0.02661368015414267
Total Factor Risk
0.3229293133114835
VTI.US Exposure
0.40185870321970335
VEA.US Exposure
0.009373957754864413
VWO.US Exposure
0.0020108214236933745
QQQ.US Exposure
0.02311880126782472
VTV.US Exposure
0.0743361844999171
IJR.US Exposure
0.002674484846764631
QUAL.US Exposure
0.06131161320452365
SHV.US Exposure
0.13999528802310676
TLT.US Exposure
0.00003806671705639163
LQD.US Exposure
0.021289057422167117
HYG.US Exposure
0.04415321934989678
GLD.US Exposure
0.00237892332572864
USO.US Exposure
0.0006834860857221836
VNQ.US Exposure
0.0021299407395272657
BTC-USD.CC Exposure
0.00021135390723811111
CPER.US Exposure
-0.002478113775244734
VIX.INDX Exposure
0.001591261969234392
UUP.US Exposure
-0.0005646011206614222
TIP.US Exposure
0.022757316667061902
Idiosyncratic Exposure
0.19313023447187538
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
59.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.97%
Market Cap$99.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
13.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Sanofi a high-risk investment?

Sanofi (SNW.XETRA) has an annualized volatility of 32.3% and experienced a maximum drawdown of 26.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of SNW.XETRA?

Over the past 10 years, SNW.XETRA has generated a Compound Annual Growth Rate (CAGR) of 4.6%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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