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 15.87%/yr vs -29.40%/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 0.51% return, which is significantly higher than DRV's -29.93% return. Over the past 10 years, AZN has outperformed DRV with an annualized return of 15.87%, while DRV has yielded a comparatively lower -29.40% annualized return.
AZN
- 1D
- 2.60%
- 1M
- -3.21%
- YTD
- 0.51%
- 6M
- 0.29%
- 1Y
- 31.72%
- 3Y*
- 10.40%
- 5Y*
- 11.70%
- 10Y*
- 15.87%
DRV
- 1D
- -4.91%
- 1M
- -4.37%
- YTD
- -29.93%
- 6M
- -30.51%
- 1Y
- -22.15%
- 3Y*
- -27.14%
- 5Y*
- -17.01%
- 10Y*
- -29.40%
AZN vs. DRV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 0.51% | 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 | -29.93% | -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 | -0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.27 |
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 -0.27 (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 | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.94 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | -0.68 | +2.67 |
| Martin ratioReturn relative to average drawdown | 5.21 | -1.47 | +6.68 |
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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 | -16.08% | -32.86% | +16.78% |
Max Drawdown (3Y)Largest decline over 3 years | -27.87% | -71.93% | +44.06% |
Max Drawdown (5Y)Largest decline over 5 years | -27.87% | -74.35% | +46.48% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -97.42% | +69.55% |
Current DrawdownCurrent decline from peak | -13.16% | -99.99% | +86.83% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -97.75% | +86.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.12% | 15.12% | -9.00% |
Volatility
AZN vs. DRV - Volatility Comparison
The current volatility for AstraZeneca PLC (AZN) is 7.99%, while Direxion Daily Real Estate Bear 3x Shares (DRV) has a volatility of 16.42%. 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 | 7.99% | 16.42% | -8.43% |
Volatility (6M)Calculated over the trailing 6-month period | 17.73% | 31.89% | -14.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.60% | 42.62% | -17.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.09% | 57.12% | -33.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.88% | 62.82% | -37.94% |
Dividends
AZN vs. DRV - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 2.94%, less than DRV's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 2.94% | 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 | 4.00% | 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 (16.42%) compared to AZN (7.99%). In terms of maximum drawdown, AZN dropped -48.94% vs DRV's -99.99%.
AZN currently has the higher Sharpe Ratio (1.25 vs -0.52), 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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