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AZN vs. ABX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AZN vs. ABX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AstraZeneca PLC (AZN) and Barrick Gold Corporation (ABX.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AZN is traded in USD, while ABX.TO is traded in CAD. To make them comparable, the ABX.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AZN achieves a 1.85% return, which is significantly higher than ABX.TO's -9.32% return. Over the past 10 years, AZN has outperformed ABX.TO with an annualized return of 15.97%, while ABX.TO has yielded a comparatively lower 9.36% annualized return.


AZN

1D
1.04%
1M
0.32%
YTD
1.85%
6M
4.25%
1Y
29.14%
3Y*
9.91%
5Y*
11.83%
10Y*
15.97%

ABX.TO

1D
-0.99%
1M
-9.18%
YTD
-9.32%
6M
-3.25%
1Y
96.99%
3Y*
35.14%
5Y*
13.99%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AZN vs. ABX.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AZN
AstraZeneca PLC
1.85%43.30%-0.62%1.44%19.14%19.66%3.12%35.68%13.86%33.10%
ABX.TO
Barrick Gold Corporation
-9.38%187.00%-12.13%8.23%-4.75%-13.94%24.68%37.48%-5.29%-8.71%

Correlation

The correlation between AZN and ABX.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.20

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

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2006

0.13

Fundamentals

Market Cap

AZN:

$286.33B

ABX.TO:

CA$91.34B

EPS

AZN:

$6.66

ABX.TO:

CA$3.60

PE Ratio

AZN:

27.56

ABX.TO:

15.16

PEG Ratio

AZN:

0.04

ABX.TO:

0.17

PS Ratio

AZN:

4.74

ABX.TO:

4.86

PB Ratio

AZN:

6.05

ABX.TO:

3.34

Total Revenue (TTM)

AZN:

$60.44B

ABX.TO:

CA$19.02B

Gross Profit (TTM)

AZN:

$49.37B

ABX.TO:

CA$10.15B

EBITDA (TTM)

AZN:

$20.47B

ABX.TO:

CA$12.44B

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Return for Risk

AZN vs. ABX.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AZN
AZN Risk / Return Rank: 7575
Overall Rank
AZN Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AZN Sortino Ratio Rank: 7575
Sortino Ratio Rank
AZN Omega Ratio Rank: 7171
Omega Ratio Rank
AZN Calmar Ratio Rank: 7575
Calmar Ratio Rank
AZN Martin Ratio Rank: 7777
Martin Ratio Rank

ABX.TO
ABX.TO Risk / Return Rank: 8888
Overall Rank
ABX.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ABX.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
ABX.TO Omega Ratio Rank: 8787
Omega Ratio Rank
ABX.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
ABX.TO Martin Ratio Rank: 8787
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 vs. ABX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and Barrick Gold Corporation (ABX.TO). 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.


AZNABX.TODifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.22

1.35

-0.14

Calmar ratioReturn relative to maximum drawdown

1.91

3.34

-1.43

Martin ratioReturn relative to average drawdown

5.05

8.31

-3.27

AZN vs. ABX.TO - Sharpe Ratio Comparison

The current AZN Sharpe Ratio is 1.15, which is lower than the ABX.TO Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of AZN and ABX.TO, 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


AZNABX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

2.18

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.40

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.26

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.07

+0.43

Drawdowns

AZN vs. ABX.TO - Drawdown Comparison

The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum ABX.TO drawdown of -88.57%. Use the drawdown chart below to compare losses from any high point for AZN and ABX.TO.


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Drawdown Indicators


AZNABX.TODifference

Max Drawdown

Largest peak-to-trough decline

-48.94%

-88.57%

+39.63%

Max Drawdown (1Y)

Largest decline over 1 year

-15.43%

-29.24%

+13.81%

Max Drawdown (3Y)

Largest decline over 3 years

-27.87%

-29.24%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-27.87%

-46.90%

+19.03%

Max Drawdown (10Y)

Largest decline over 10 years

-27.87%

-57.25%

+29.38%

Current Drawdown

Current decline from peak

-12.00%

-25.12%

+13.12%

Average Drawdown

Average peak-to-trough decline

-11.37%

-48.13%

+36.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

11.71%

-5.91%

Volatility

AZN vs. ABX.TO - Volatility Comparison

The current volatility for AstraZeneca PLC (AZN) is 7.49%, while Barrick Gold Corporation (ABX.TO) has a volatility of 16.61%. This indicates that AZN experiences smaller price fluctuations and is considered to be less risky than ABX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AZNABX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

16.61%

-9.12%

Volatility (6M)

Calculated over the trailing 6-month period

17.47%

34.09%

-16.62%

Volatility (1Y)

Calculated over the trailing 1-year period

25.51%

44.69%

-19.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.00%

35.29%

-11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.91%

36.47%

-11.56%

Dividends

AZN vs. ABX.TO - Dividend Comparison

AZN's dividend yield for the trailing twelve months is around 2.90%, more than ABX.TO's 2.32% yield.


PositionTTM20252024202320222021202020192018201720162015
ABX.TO
Barrick Gold Corporation
2.32%1.22%2.46%2.27%4.77%3.96%1.33%0.60%1.17%0.72%0.47%1.43%
AZN
AstraZeneca PLC
2.90%1.70%2.27%2.15%2.12%2.35%2.80%2.81%3.69%3.95%5.01%4.06%

Financials

AZN vs. ABX.TO - Financials Comparison

This section allows you to compare key financial metrics between AstraZeneca PLC and Barrick Gold Corporation. 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


2.00B4.00B6.00B8.00B10.00B12.00B14.00B16.00B20222023202420252026
15.29B
5.16B
(AZN) Total Revenue
(ABX.TO) Total Revenue
Please note, different currencies. AZN values in USD, ABX.TO values in CAD

AZN vs. ABX.TO - Profitability Comparison

The chart below illustrates the profitability comparison between AstraZeneca PLC and Barrick Gold Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
82.5%
57.5%
Portfolio components
AZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported a gross profit of 12.61B and revenue of 15.29B. Therefore, the gross margin over that period was 82.5%.

ABX.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Barrick Gold Corporation reported a gross profit of 2.97B and revenue of 5.16B. Therefore, the gross margin over that period was 57.5%.

AZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported an operating income of 4.25B and revenue of 15.29B, resulting in an operating margin of 27.8%.

ABX.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Barrick Gold Corporation reported an operating income of 2.93B and revenue of 5.16B, resulting in an operating margin of 56.7%.

AZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported a net income of 3.08B and revenue of 15.29B, resulting in a net margin of 20.2%.

ABX.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Barrick Gold Corporation reported a net income of 1.58B and revenue of 5.16B, resulting in a net margin of 30.5%.


Frequently Asked Questions


AZN and ABX.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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