AZN vs. DRV
AZN (AstraZeneca PLC) is a stock, while DRV (Direxion Daily Real Estate Bear 3x Shares) is REIT fund tracking the MSCI US REIT Index (-300%). Over the past 10 years, AZN returned 14.10%/yr vs -28.22%/yr for DRV. At a correlation of -0.35, they often move in opposite directions.
Performance
AZN vs. DRV - Performance Comparison
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Returns By Period
In the year-to-date period, AZN achieves a -6.22% return, which is significantly higher than DRV's -33.09% return. Over the past 10 years, AZN has outperformed DRV with an annualized return of 14.10%, while DRV has yielded a comparatively lower -28.22% annualized return.
AZN
- 1D
- -0.23%
- 1M
- -5.05%
- 6M
- -8.66%
- YTD
- -6.22%
- 1Y
- 25.35%
- 3Y*
- 10.69%
- 5Y*
- 10.78%
- 10Y*
- 14.10%
DRV
- 1D
- 0.29%
- 1M
- -11.89%
- 6M
- -23.58%
- YTD
- -33.09%
- 1Y
- -27.92%
- 3Y*
- -23.79%
- 5Y*
- -16.12%
- 10Y*
- -28.22%
AZN vs. DRV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | -6.22% | 43.30% | -0.62% | 1.44% | 19.14% | 19.66% | 3.12% | 35.68% | 13.86% | 33.10% |
DRV Direxion Daily Real Estate Bear 3x Shares | -33.09% | -7.27% | -10.50% | -33.74% | 68.51% | -68.77% | -60.48% | -51.70% | 5.07% | -17.10% |
Correlation
The correlation between AZN and DRV is -0.41, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2009 | -0.35 |
The correlation between AZN and DRV shifts across timeframes, from -0.41 (1 year) to -0.28 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
AZN vs. DRV — Risk / Return Rank
AZN
DRV
AZN vs. DRV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and Direxion Daily Real Estate Bear 3x Shares (DRV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AZN | DRV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.58 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.91 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | -0.79 | +2.01 |
| Martin ratioReturn relative to average drawdown | 3.60 | -1.64 | +5.23 |
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Drawdowns
AZN vs. DRV - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum DRV drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for AZN and DRV.
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Drawdown Indicators
| AZN | DRV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.94% | -99.99% | +51.05% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -35.30% | +14.22% |
Max Drawdown (3Y)Largest decline over 3 years | -27.87% | -72.95% | +45.08% |
Max Drawdown (5Y)Largest decline over 5 years | -27.87% | -75.28% | +47.41% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -97.51% | +69.64% |
Current DrawdownCurrent decline from peak | -18.97% | -99.99% | +81.02% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -97.76% | +86.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | 17.10% | -10.01% |
Volatility
AZN vs. DRV - Volatility Comparison
The current volatility for AstraZeneca PLC (AZN) is 12.16%, while Direxion Daily Real Estate Bear 3x Shares (DRV) has a volatility of 16.05%. This indicates that AZN experiences smaller price fluctuations and is considered to be less risky than DRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZN | DRV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.16% | 16.05% | -3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 20.58% | 33.32% | -12.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.67% | 42.96% | -15.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.48% | 57.23% | -32.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.08% | 62.82% | -37.74% |
Dividends
AZN vs. DRV - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 3.15%, less than DRV's 4.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 3.15% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
DRV Direxion Daily Real Estate Bear 3x Shares | 4.04% | 2.88% | 4.57% | 5.35% | 0.38% | 0.00% | 0.58% | 1.71% | 0.42% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AZN and DRV have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRV has higher volatility (16.05%) compared to AZN (12.16%). In terms of maximum drawdown, AZN dropped -48.94% vs DRV's -99.99%.
AZN currently has the higher Sharpe Ratio (0.93 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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