AstraZeneca PLC (AZN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AstraZeneca PLC (AZN): 1Y return -5.4%, Sharpe ratio -0.07, volatility 26.2%, max drawdown -25.4%. A Stock in the Equity asset class. Compare AZN with other assets and invest through your own broker with pfolio.
AstraZeneca PLC (AZN) Overview
- Type: Stock
- Asset Class: Equity
- Region: Europe
- Country: GB (Developed)
- Currency: USD
AZN Performance
- MTD
- Return: -1.9%, Sharpe: -3.34, Volatility: 18.0%, Max Drawdown: -3.1%
- YTD
- Return: -13.0%, Sharpe: -0.48, Volatility: 28.0%, Max Drawdown: -25.4%
- 1Y
- Return: -5.4%, Sharpe: -0.07, Volatility: 26.2%, Max Drawdown: -25.4%
- 5Y
- Return: 44.8%, Sharpe: 0.42, Volatility: 24.3%, Max Drawdown: -27.9%
- 10Y
- Return: 237.7%, Sharpe: 0.60, Volatility: 24.7%, Max Drawdown: -27.9%
Frequently Asked Questions
- What is AstraZeneca PLC (AZN)?
- AstraZeneca PLC (AZN) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does AZN compare to other assets?
- You can compare AZN with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AZN through pfolio?
- pfolio helps you build diversified portfolios that may include AZN. You invest through your own broker — pfolio provides the analytics.