AZN vs. BT-A.L
AZN (AstraZeneca PLC) and BT-A.L (BT Group plc) are both stocks. AZN operates in Drug Manufacturers - General (Healthcare), while BT-A.L operates in Telecom Services (Communication Services). Over the past 10 years, AZN returned 15.85%/yr vs -3.17%/yr for BT-A.L. At a 0.28 correlation, their price movements are largely independent.
Performance
AZN vs. BT-A.L - Performance Comparison
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Different Trading Currencies
AZN is traded in USD, while BT-A.L is traded in GBp. To make them comparable, the BT-A.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AZN achieves a 0.81% return, which is significantly lower than BT-A.L's 10.13% return. Over the past 10 years, AZN has outperformed BT-A.L with an annualized return of 15.85%, while BT-A.L has yielded a comparatively lower -3.17% annualized return.
AZN
- 1D
- -2.37%
- 1M
- -0.71%
- YTD
- 0.81%
- 6M
- 1.53%
- 1Y
- 28.04%
- 3Y*
- 9.54%
- 5Y*
- 12.08%
- 10Y*
- 15.85%
BT-A.L
- 1D
- 1.54%
- 1M
- -15.27%
- YTD
- 10.13%
- 6M
- 17.23%
- 1Y
- 18.02%
- 3Y*
- 20.28%
- 5Y*
- 5.90%
- 10Y*
- -3.17%
AZN vs. BT-A.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 0.81% | 43.30% | -0.62% | 1.44% | 19.14% | 19.66% | 3.12% | 35.68% | 13.86% | 33.10% |
BT-A.L BT Group plc | 10.13% | 43.14% | 21.63% | 23.91% | -37.69% | 28.79% | -29.17% | -8.63% | -11.85% | -14.56% |
Correlation
The correlation between AZN and BT-A.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2007 | 0.28 |
The correlation between AZN and BT-A.L shifts across timeframes, from 0.16 (10 years) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AZN:
$60.44B
BT-A.L:
£20.36B
AZN:
$49.37B
BT-A.L:
£9.54B
AZN:
$20.47B
BT-A.L:
£7.36B
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Return for Risk
AZN vs. BT-A.L — Risk / Return Rank
AZN
BT-A.L
AZN vs. BT-A.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and BT Group plc (BT-A.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 | BT-A.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 0.80 | +1.03 |
| Martin ratioReturn relative to average drawdown | 4.90 | 1.65 | +3.25 |
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 | BT-A.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.65 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.19 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | -0.10 | +0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | -0.01 | +0.50 |
Drawdowns
AZN vs. BT-A.L - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum BT-A.L drawdown of -83.54%. Use the drawdown chart below to compare losses from any high point for AZN and BT-A.L.
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Drawdown Indicators
| AZN | BT-A.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.94% | -83.54% | +34.60% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -22.31% | +6.88% |
Max Drawdown (3Y)Largest decline over 3 years | -27.87% | -26.54% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -27.87% | -52.51% | +24.64% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -75.92% | +48.05% |
Current DrawdownCurrent decline from peak | -12.90% | -41.39% | +28.49% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -45.87% | +34.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 10.87% | -5.12% |
Volatility
AZN vs. BT-A.L - Volatility Comparison
The current volatility for AstraZeneca PLC (AZN) is 7.42%, while BT Group plc (BT-A.L) has a volatility of 12.02%. This indicates that AZN experiences smaller price fluctuations and is considered to be less risky than BT-A.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 | BT-A.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.42% | 12.02% | -4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 17.47% | 21.42% | -3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.55% | 27.65% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.02% | 31.59% | -7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.94% | 33.13% | -8.19% |
Dividends
AZN vs. BT-A.L - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 2.93%, less than BT-A.L's 4.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 2.93% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
BT-A.L BT Group plc | 4.01% | 4.46% | 5.62% | 6.23% | 6.87% | 1.36% | 0.00% | 8.00% | 6.37% | 5.67% | 3.94% | 2.73% |
Financials
AZN vs. BT-A.L - Financials Comparison
This section allows you to compare key financial metrics between AstraZeneca PLC and BT Group 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
Frequently Asked Questions
AZN and BT-A.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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