AZN.L vs. TEVA
Compare and contrast key facts about AstraZeneca plc (AZN.L) and Teva Pharmaceutical Industries Limited (TEVA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZN.L or TEVA.
Key characteristics
| AZN.L | TEVA | |
|---|---|---|
| YTD Return | -3.74% | 66.38% |
| 1Y Return | 1.13% | 100.12% |
| 3Y Return (Ann) | 6.63% | 22.37% |
| 5Y Return (Ann) | 8.82% | 12.22% |
| 10Y Return (Ann) | 11.52% | -10.50% |
| Sharpe Ratio | -0.02 | 2.95 |
| Sortino Ratio | 0.11 | 4.11 |
| Omega Ratio | 1.02 | 1.48 |
| Calmar Ratio | -0.02 | 1.13 |
| Martin Ratio | -0.07 | 24.62 |
| Ulcer Index | 6.55% | 3.98% |
| Daily Std Dev | 21.27% | 33.27% |
| Max Drawdown | -49.99% | -90.80% |
| Current Drawdown | -24.79% | -74.07% |
Fundamentals
| AZN.L | TEVA | |
|---|---|---|
| Market Cap | £154.80B | $19.68B |
| EPS | £3.18 | -$0.85 |
| PEG Ratio | 0.72 | 1.29 |
| Total Revenue (TTM) | £37.64B | $16.78B |
| Gross Profit (TTM) | £30.93B | $8.37B |
| EBITDA (TTM) | £11.50B | $3.40B |
Correlation
The correlation between AZN.L and TEVA is 0.16, 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. TEVA - Performance Comparison
In the year-to-date period, AZN.L achieves a -3.74% return, which is significantly lower than TEVA's 66.38% return. Over the past 10 years, AZN.L has outperformed TEVA with an annualized return of 11.52%, while TEVA has yielded a comparatively lower -10.50% 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. TEVA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca plc (AZN.L) and Teva Pharmaceutical Industries Limited (TEVA). 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. TEVA - Dividend Comparison
AZN.L's dividend yield for the trailing twelve months is around 2.34%, while TEVA has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN.L AstraZeneca plc | 2.34% | 2.21% | 1.98% | 2.33% | 2.95% | 2.87% | 3.44% | 4.28% | 4.50% | 3.95% | 3.73% | 5.03% |
TEVA Teva Pharmaceutical Industries Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.49% | 3.75% | 2.07% | 2.38% | 3.19% |
Drawdowns
AZN.L vs. TEVA - Drawdown Comparison
The maximum AZN.L drawdown since its inception was -49.99%, smaller than the maximum TEVA drawdown of -90.80%. Use the drawdown chart below to compare losses from any high point for AZN.L and TEVA. For additional features, visit the drawdowns tool.
Volatility
AZN.L vs. TEVA - Volatility Comparison
The current volatility for AstraZeneca plc (AZN.L) is 9.46%, while Teva Pharmaceutical Industries Limited (TEVA) has a volatility of 10.58%. This indicates that AZN.L experiences smaller price fluctuations and is considered to be less risky than TEVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
AZN.L vs. TEVA - Financials Comparison
This section allows you to compare key financial metrics between AstraZeneca plc and Teva Pharmaceutical Industries Limited. 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