AMG.DE vs. AZN
Compare and contrast key facts about Amgen Inc (AMG.DE) and AstraZeneca PLC (AZN).
Performance
AMG.DE vs. AZN - Performance Comparison
Loading graphics...
AMG.DE vs. AZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMG.DE Amgen Inc | 9.37% | 14.86% | -1.16% | 8.80% | 25.69% | 11.65% | -12.07% | 32.87% | 15.75% | 7.75% |
AZN AstraZeneca PLC | 13.17% | 26.30% | 5.95% | -1.60% | 26.52% | 28.61% | -5.38% | 38.74% | 19.21% | 16.75% |
Different Trading Currencies
AMG.DE is traded in EUR, while AZN is traded in USD. To make them comparable, the AZN values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, AMG.DE achieves a 9.37% return, which is significantly lower than AZN's 13.17% return. Over the past 10 years, AMG.DE has underperformed AZN with an annualized return of 11.51%, while AZN has yielded a comparatively higher 16.74% annualized return.
AMG.DE
- 1D
- 0.03%
- 1M
- -7.43%
- YTD
- 9.37%
- 6M
- 20.48%
- 1Y
- 8.33%
- 3Y*
- 14.43%
- 5Y*
- 10.52%
- 10Y*
- 11.51%
AZN
- 1D
- 1.67%
- 1M
- -0.44%
- YTD
- 13.17%
- 6M
- 23.19%
- 1Y
- 32.60%
- 3Y*
- 13.27%
- 5Y*
- 18.28%
- 10Y*
- 16.74%
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
AMG.DE vs. AZN — Risk / Return Rank
AMG.DE
AZN
AMG.DE vs. AZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amgen Inc (AMG.DE) and AstraZeneca PLC (AZN). 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.
| AMG.DE | AZN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.19 | -0.89 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.83 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.24 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 2.11 | -1.42 |
Martin ratioReturn relative to average drawdown | 1.32 | 4.74 | -3.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AMG.DE | AZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.19 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.78 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.67 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.50 | -0.26 |
Correlation
The correlation between AMG.DE and AZN is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
AMG.DE vs. AZN - Dividend Comparison
AMG.DE's dividend yield for the trailing twelve months is around 2.36%, less than AZN's 2.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMG.DE Amgen Inc | 2.36% | 2.62% | 2.86% | 2.61% | 2.57% | 2.55% | 2.64% | 2.08% | 2.33% | 2.39% | 2.21% | 1.62% |
AZN AstraZeneca PLC | 2.65% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
Drawdowns
AMG.DE vs. AZN - Drawdown Comparison
The maximum AMG.DE drawdown since its inception was -70.17%, which is greater than AZN's maximum drawdown of -40.92%. Use the drawdown chart below to compare losses from any high point for AMG.DE and AZN.
Loading graphics...
Drawdown Indicators
| AMG.DE | AZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.17% | -48.94% | -21.23% |
Max Drawdown (1Y)Largest decline over 1 year | -17.01% | -12.24% | -4.77% |
Max Drawdown (5Y)Largest decline over 5 years | -30.44% | -27.87% | -2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -30.44% | -27.87% | -2.57% |
Current DrawdownCurrent decline from peak | -7.53% | -3.70% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -22.55% | -11.38% | -11.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.24% | 4.88% | +3.36% |
Volatility
AMG.DE vs. AZN - Volatility Comparison
The current volatility for Amgen Inc (AMG.DE) is 5.01%, while AstraZeneca PLC (AZN) has a volatility of 6.89%. This indicates that AMG.DE experiences smaller price fluctuations and is considered to be less risky than AZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AMG.DE | AZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 6.89% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 18.84% | 19.15% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.35% | 27.60% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.74% | 23.46% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.18% | 24.97% | +0.21% |
Financials
AMG.DE vs. AZN - Financials Comparison
This section allows you to compare key financial metrics between Amgen Inc and AstraZeneca PLC. 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