AstraZeneca PLC (AZN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AstraZeneca PLC (AZN): 1Y return 21.2%, Sharpe ratio 0.82, volatility 27.3%, max drawdown -18.8%. 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: -10.6%, Sharpe: -5.44, Volatility: 55.0%, Max Drawdown: -13.2%
- YTD
- Return: -6.9%, Sharpe: -0.31, Volatility: 28.6%, Max Drawdown: -18.8%
- 1Y
- Return: 21.2%, Sharpe: 0.82, Volatility: 27.3%, Max Drawdown: -18.8%
- 5Y
- Return: 55.3%, Sharpe: 0.47, Volatility: 24.1%, Max Drawdown: -27.9%
- 10Y
- Return: 274.0%, Sharpe: 0.64, Volatility: 24.6%, 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.