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AZN.L vs. LCJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AZN.L vs. LCJP.L

Last updated Jun 5, 2026

AZN.L (AstraZeneca plc) is a stock, while LCJP.L (Amundi MSCI Japan UCITS ETF Acc) is Japan Equities fund tracking the TOPIX TR JPY. Over the past 5 years, AZN.L returned 13.33%/yr vs 10.26%/yr for LCJP.L. At a 0.28 correlation, their price movements are largely independent.

Performance

AZN.L vs. LCJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in AstraZeneca plc (AZN.L) and Amundi MSCI Japan UCITS ETF Acc (LCJP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AZN.L is traded in GBp, while LCJP.L is traded in GBP. To make them comparable, the LCJP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, AZN.L achieves a -0.69% return, which is significantly lower than LCJP.L's 16.47% return.

AZN.L

1D
2.60%
1M
-0.09%
YTD
-0.69%
6M
0.75%
1Y
28.88%
3Y*
6.86%
5Y*
13.33%
10Y*
16.08%

LCJP.L

1D
-0.28%
1M
6.27%
YTD
16.47%
6M
15.66%
1Y
34.33%
3Y*
15.67%
5Y*
10.26%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

AZN.L vs. LCJP.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
AZN.L
AstraZeneca plc		-0.69%34.59%0.92%-3.53%32.32%21.78%-0.99%33.98%22.91%
LCJP.L
Amundi MSCI Japan UCITS ETF Acc		16.47%17.61%8.90%14.05%-7.13%2.24%12.26%14.63%-4.50%

Correlation

The correlation between AZN.L and LCJP.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2018

0.28

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AstraZeneca plc

Amundi MSCI Japan UCITS ETF Acc

Often compared with AZN.L:
AZN.L vs. GSKAZN.L vs. GSK.LAZN.L vs. SPYAZN.L vs. PFEAZN.L vs. PFIZER.NSAZN.L vs. NEONAZN.L vs. TEVA
Often compared with LCJP.L:
LCJP.L vs. SJPA.LLCJP.L vs. CSJP.LLCJP.L vs. LGJG.LLCJP.L vs. VJPB.LLCJP.L vs. JPJP.LLCJP.L vs. CAJPYLCJP.L vs. DXJG.L

Return for Risk

AZN.L vs. LCJP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AZN.L
AZN.L Risk / Return Rank: 7474
Overall Rank
AZN.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AZN.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
AZN.L Omega Ratio Rank: 7070
Omega Ratio Rank
AZN.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
AZN.L Martin Ratio Rank: 7575
Martin Ratio Rank
LCJP.L
LCJP.L Risk / Return Rank: 5959
Overall Rank
LCJP.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LCJP.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
LCJP.L Omega Ratio Rank: 5858
Omega Ratio Rank
LCJP.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
LCJP.L Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AZN.L vs. LCJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AstraZeneca plc (AZN.L) and Amundi MSCI Japan UCITS ETF Acc (LCJP.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.LLCJP.LDifference
Sharpe ratioReturn per unit of total volatility
1.14
1.84

-0.70

Sortino ratioReturn per unit of downside risk
1.98
2.64

-0.67

Omega ratioGain probability vs. loss probability

1.22

1.35

-0.13

Calmar ratioReturn relative to maximum drawdown

1.86

3.21

-1.35

Martin ratioReturn relative to average drawdown

4.85

10.25

-5.39

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current AZN.L Sharpe Ratio is 1.14, which is lower than the LCJP.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of AZN.L and LCJP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

AZN.LLCJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.84

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.64

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.52

+0.01

Drawdowns

AZN.L vs. LCJP.L - Drawdown Comparison

The maximum AZN.L drawdown since its inception was -49.99%, which is greater than LCJP.L's maximum drawdown of -26.61%. Use the drawdown chart below to compare losses from any high point for AZN.L and LCJP.L.

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Drawdown Indicators

AZN.LLCJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.99%

-26.61%

-23.38%

Max Drawdown (1Y)

Largest decline over 1 year

-15.00%

-10.64%

-4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-26.75%

-14.62%

-12.13%

Max Drawdown (5Y)

Largest decline over 5 years

-26.75%

-18.58%

-8.17%

Max Drawdown (10Y)

Largest decline over 10 years

-26.75%

—

—

Current Drawdown

Current decline from peak

-12.79%

-0.28%

-12.51%

Average Drawdown

Average peak-to-trough decline

-11.69%

-5.49%

-6.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.77%

3.34%

+2.43%

Volatility

AZN.L vs. LCJP.L - Volatility Comparison

AstraZeneca plc (AZN.L) has a higher volatility of 6.10% compared to Amundi MSCI Japan UCITS ETF Acc (LCJP.L) at 3.73%. This indicates that AZN.L's price experiences larger fluctuations and is considered to be riskier than LCJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AZN.LLCJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

3.73%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

16.92%

15.10%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

18.58%

+5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.76%

15.97%

+7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.32%

16.82%

+7.50%

Dividends

AZN.L vs. LCJP.L - Dividend Comparison

AZN.L's dividend yield for the trailing twelve months is around 1.74%, while LCJP.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
AZN.L
AstraZeneca plc		1.74%1.77%2.23%2.21%1.98%2.33%2.95%2.87%3.44%4.28%4.50%3.95%
LCJP.L
Amundi MSCI Japan UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

AZN.L and LCJP.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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