PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AZN.L vs. DPH.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


AZN.LDPH.L

Fundamentals


AZN.LDPH.L
Market Cap£186.41B£4.40B
EPS£3.15-£0.25
PEG Ratio0.860.00

Correlation

-0.50.00.51.00.2

The correlation between AZN.L and DPH.L 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.

Performance

AZN.L vs. DPH.L - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%MayJuneJulyAugustSeptemberOctober
16.24%
0
AZN.L
DPH.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AZN.L vs. DPH.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AstraZeneca plc (AZN.L) and Dechra Pharmaceuticals plc (DPH.L). 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.


AZN.L
Sharpe ratio
The chart of Sharpe ratio for AZN.L, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.14
Sortino ratio
The chart of Sortino ratio for AZN.L, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.65
Omega ratio
The chart of Omega ratio for AZN.L, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for AZN.L, currently valued at 1.15, compared to the broader market0.002.004.006.001.15
Martin ratio
The chart of Martin ratio for AZN.L, currently valued at 5.06, compared to the broader market-10.000.0010.0020.0030.005.06
DPH.L
Sharpe ratio
The chart of Sharpe ratio for DPH.L, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.25
Sortino ratio
The chart of Sortino ratio for DPH.L, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.20
Omega ratio
The chart of Omega ratio for DPH.L, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for DPH.L, currently valued at 0.16, compared to the broader market0.002.004.006.000.16
Martin ratio
The chart of Martin ratio for DPH.L, currently valued at 6.15, compared to the broader market-10.000.0010.0020.0030.006.15

AZN.L vs. DPH.L - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
1.14
1.25
AZN.L
DPH.L

Dividends

AZN.L vs. DPH.L - Dividend Comparison

AZN.L's dividend yield for the trailing twelve months is around 1.94%, while DPH.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AZN.L
AstraZeneca plc
1.94%2.21%1.98%2.33%2.95%2.87%3.44%4.28%4.50%3.95%3.73%5.03%
DPH.L
Dechra Pharmaceuticals plc
0.00%0.32%1.71%0.76%0.99%1.09%1.23%1.02%1.37%1.55%1.84%1.99%

Drawdowns

AZN.L vs. DPH.L - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-10.64%
-32.42%
AZN.L
DPH.L

Volatility

AZN.L vs. DPH.L - Volatility Comparison

AstraZeneca plc (AZN.L) has a higher volatility of 4.63% compared to Dechra Pharmaceuticals plc (DPH.L) at 0.00%. This indicates that AZN.L's price experiences larger fluctuations and is considered to be riskier than DPH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%MayJuneJulyAugustSeptemberOctober
4.63%
0
AZN.L
DPH.L

Financials

AZN.L vs. DPH.L - Financials Comparison

This section allows you to compare key financial metrics between AstraZeneca plc and Dechra Pharmaceuticals 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in GBp except per share items