AZN.L vs. GDR.L
Compare and contrast key facts about AstraZeneca plc (AZN.L) and genedrive plc (GDR.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZN.L or GDR.L.
Key characteristics
| AZN.L | GDR.L | |
|---|---|---|
| YTD Return | -2.20% | -70.15% |
| 1Y Return | 1.77% | -70.15% |
| 3Y Return (Ann) | 7.17% | -49.02% |
| 5Y Return (Ann) | 9.58% | -33.27% |
| 10Y Return (Ann) | 11.69% | -37.72% |
| Sharpe Ratio | 0.13 | -0.46 |
| Sortino Ratio | 0.31 | -0.19 |
| Omega Ratio | 1.04 | 0.98 |
| Calmar Ratio | 0.10 | -0.70 |
| Martin Ratio | 0.40 | -1.15 |
| Ulcer Index | 6.90% | 60.94% |
| Daily Std Dev | 21.22% | 152.05% |
| Max Drawdown | -49.99% | -99.75% |
| Current Drawdown | -23.59% | -99.58% |
Fundamentals
| AZN.L | GDR.L | |
|---|---|---|
| Market Cap | £154.87B | £13.31M |
| EPS | £3.19 | -£0.04 |
| Total Revenue (TTM) | £37.64B | £238.00K |
| Gross Profit (TTM) | £30.93B | £120.00K |
| EBITDA (TTM) | £11.50B | -£2.24M |
Correlation
The correlation between AZN.L and GDR.L is 0.09, 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. GDR.L - Performance Comparison
In the year-to-date period, AZN.L achieves a -2.20% return, which is significantly higher than GDR.L's -70.15% return. Over the past 10 years, AZN.L has outperformed GDR.L with an annualized return of 11.69%, while GDR.L has yielded a comparatively lower -37.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AZN.L vs. GDR.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca plc (AZN.L) and genedrive plc (GDR.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.
Dividends
AZN.L vs. GDR.L - Dividend Comparison
AZN.L's dividend yield for the trailing twelve months is around 2.30%, while GDR.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN.L AstraZeneca plc | 2.30% | 2.21% | 1.98% | 2.33% | 2.95% | 2.87% | 3.44% | 4.28% | 4.50% | 3.95% | 3.73% | 5.03% |
GDR.L genedrive plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AZN.L vs. GDR.L - Drawdown Comparison
The maximum AZN.L drawdown since its inception was -49.99%, smaller than the maximum GDR.L drawdown of -99.75%. Use the drawdown chart below to compare losses from any high point for AZN.L and GDR.L. For additional features, visit the drawdowns tool.
Volatility
AZN.L vs. GDR.L - Volatility Comparison
The current volatility for AstraZeneca plc (AZN.L) is 9.41%, while genedrive plc (GDR.L) has a volatility of 27.51%. This indicates that AZN.L experiences smaller price fluctuations and is considered to be less risky than GDR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
AZN.L vs. GDR.L - Financials Comparison
This section allows you to compare key financial metrics between AstraZeneca plc and genedrive 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