AZN vs. BDI.TO
AZN (AstraZeneca PLC) and BDI.TO (Black Diamond Group Limited) are both stocks. AZN operates in Drug Manufacturers - General (Healthcare), while BDI.TO operates in Rental & Leasing Services (Industrials). Over the past 10 years, AZN returned 15.97%/yr vs 13.51%/yr for BDI.TO. At a 0.14 correlation, their price movements are largely independent.
Performance
AZN vs. BDI.TO - Performance Comparison
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Different Trading Currencies
AZN is traded in USD, while BDI.TO is traded in CAD. To make them comparable, the BDI.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 lower than BDI.TO's 30.74% return. Over the past 10 years, AZN has outperformed BDI.TO with an annualized return of 15.97%, while BDI.TO has yielded a comparatively lower 13.51% 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%
BDI.TO
- 1D
- 2.68%
- 1M
- 9.56%
- YTD
- 30.74%
- 6M
- 38.73%
- 1Y
- 106.47%
- 3Y*
- 46.67%
- 5Y*
- 31.39%
- 10Y*
- 13.51%
AZN vs. BDI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 1.85% | 43.30% | -0.62% | 1.44% | 19.14% | 19.66% | 3.12% | 35.68% | 13.86% | 33.10% |
BDI.TO Black Diamond Group Limited | 30.74% | 65.57% | 7.58% | 75.56% | 4.10% | 63.81% | 29.59% | 7.29% | -19.33% | -40.48% |
Correlation
The correlation between AZN and BDI.TO is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2006 | 0.14 |
Fundamentals
AZN:
$286.33B
BDI.TO:
CA$1.36B
AZN:
$6.66
BDI.TO:
CA$0.48
AZN:
27.56
BDI.TO:
40.91
AZN:
0.04
BDI.TO:
3.00
AZN:
4.74
BDI.TO:
2.67
AZN:
6.05
BDI.TO:
3.34
AZN:
$60.44B
BDI.TO:
CA$484.67M
AZN:
$49.37B
BDI.TO:
CA$177.39M
AZN:
$20.47B
BDI.TO:
CA$130.40M
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Return for Risk
AZN vs. BDI.TO — Risk / Return Rank
AZN
BDI.TO
AZN vs. BDI.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and Black Diamond Group Limited (BDI.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.
| AZN | BDI.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.56 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 6.37 | -4.47 |
| Martin ratioReturn relative to average drawdown | 5.05 | 18.47 | -13.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AZN | BDI.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 3.73 | -2.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.92 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.29 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.29 | +0.21 |
Drawdowns
AZN vs. BDI.TO - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum BDI.TO drawdown of -97.36%. Use the drawdown chart below to compare losses from any high point for AZN and BDI.TO.
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Drawdown Indicators
| AZN | BDI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.94% | -97.36% | +48.42% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -16.80% | +1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -27.87% | -26.68% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -27.87% | -40.09% | +12.22% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -83.80% | +55.93% |
Current DrawdownCurrent decline from peak | -12.00% | -42.22% | +30.22% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -52.87% | +41.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 5.79% | +0.01% |
Volatility
AZN vs. BDI.TO - Volatility Comparison
The current volatility for AstraZeneca PLC (AZN) is 7.49%, while Black Diamond Group Limited (BDI.TO) has a volatility of 9.97%. This indicates that AZN experiences smaller price fluctuations and is considered to be less risky than BDI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZN | BDI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 9.97% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 17.47% | 19.72% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.51% | 28.76% | -3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.00% | 34.34% | -10.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.91% | 46.30% | -21.39% |
Dividends
AZN vs. BDI.TO - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 2.90%, more than BDI.TO's 0.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BDI.TO Black Diamond Group Limited | 0.82% | 1.02% | 1.33% | 1.10% | 1.35% | 0.56% | 0.00% | 0.00% | 0.00% | 7.32% | 7.74% | 12.40% |
Financials
AZN vs. BDI.TO - Financials Comparison
This section allows you to compare key financial metrics between AstraZeneca PLC and Black Diamond Group 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
AZN vs. BDI.TO - Profitability Comparison
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%.
BDI.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Black Diamond Group Limited reported a gross profit of 38.79M and revenue of 129.98M. Therefore, the gross margin over that period was 29.8%.
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%.
BDI.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Black Diamond Group Limited reported an operating income of 13.44M and revenue of 129.98M, resulting in an operating margin of 10.3%.
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%.
BDI.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Black Diamond Group Limited reported a net income of 2.67M and revenue of 129.98M, resulting in a net margin of 2.1%.
Frequently Asked Questions
AZN and BDI.TO have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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