AZN vs. ENGIY
AZN (AstraZeneca PLC) and ENGIY (Engie SA ADR) are both stocks. AZN operates in Drug Manufacturers - General (Healthcare), while ENGIY operates in Utilities - Diversified (Utilities). Over the past 10 years, AZN returned 15.85%/yr vs 13.87%/yr for ENGIY. At a 0.33 correlation, their price movements are largely independent.
Performance
AZN vs. ENGIY - Performance Comparison
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Returns By Period
In the year-to-date period, AZN achieves a 0.81% return, which is significantly lower than ENGIY's 21.91% return. Over the past 10 years, AZN has outperformed ENGIY with an annualized return of 15.85%, while ENGIY has yielded a comparatively lower 13.87% 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%
ENGIY
- 1D
- -0.61%
- 1M
- -2.62%
- YTD
- 21.91%
- 6M
- 26.53%
- 1Y
- 46.43%
- 3Y*
- 33.82%
- 5Y*
- 23.62%
- 10Y*
- 13.87%
AZN vs. ENGIY - 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% |
ENGIY Engie SA ADR | 21.91% | 79.77% | -5.17% | 35.23% | 4.34% | 0.59% | -5.38% | 19.84% | -11.88% | 49.24% |
Correlation
The correlation between AZN and ENGIY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2008 | 0.33 |
Fundamentals
AZN:
$283.40B
ENGIY:
$91.66B
AZN:
$6.66
ENGIY:
$2.94
AZN:
27.27
ENGIY:
10.52
AZN:
0.04
ENGIY:
0.03
AZN:
4.69
ENGIY:
0.57
AZN:
5.99
ENGIY:
2.78
AZN:
$60.44B
ENGIY:
$145.51B
AZN:
$49.37B
ENGIY:
$40.55B
AZN:
$20.47B
ENGIY:
$29.92B
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Return for Risk
AZN vs. ENGIY — Risk / Return Rank
AZN
ENGIY
AZN vs. ENGIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and Engie SA ADR (ENGIY). 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 | ENGIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.38 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.22 | -1.39 |
| Martin ratioReturn relative to average drawdown | 4.90 | 8.40 | -3.50 |
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 | ENGIY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.17 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.98 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.53 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.16 | +0.33 |
Drawdowns
AZN vs. ENGIY - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum ENGIY drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for AZN and ENGIY.
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Drawdown Indicators
| AZN | ENGIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.94% | -64.15% | +15.21% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -14.49% | -0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -27.87% | -18.38% | -9.49% |
Max Drawdown (5Y)Largest decline over 5 years | -27.87% | -34.50% | +6.63% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -48.73% | +20.86% |
Current DrawdownCurrent decline from peak | -12.90% | -7.68% | -5.22% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -35.46% | +24.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 5.55% | +0.20% |
Volatility
AZN vs. ENGIY - Volatility Comparison
AstraZeneca PLC (AZN) has a higher volatility of 7.42% compared to Engie SA ADR (ENGIY) at 5.08%. This indicates that AZN's price experiences larger fluctuations and is considered to be riskier than ENGIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZN | ENGIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.42% | 5.08% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 17.47% | 17.34% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.55% | 21.57% | +3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.02% | 24.13% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.94% | 26.35% | -1.41% |
Dividends
AZN vs. ENGIY - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 2.93%, less than ENGIY's 3.94% 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% |
ENGIY Engie SA ADR | 3.94% | 6.40% | 5.47% | 8.78% | 6.76% | 4.33% | 0.00% | 5.25% | 6.00% | 9.09% | 12.96% | 6.36% |
Financials
AZN vs. ENGIY - Financials Comparison
This section allows you to compare key financial metrics between AstraZeneca PLC and Engie SA ADR. 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. ENGIY - 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%.
ENGIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a gross profit of 3.79B and revenue of 33.63B. Therefore, the gross margin over that period was 11.3%.
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%.
ENGIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported an operating income of 3.94B and revenue of 33.63B, resulting in an operating margin of 11.7%.
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%.
ENGIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a net income of 898.30M and revenue of 33.63B, resulting in a net margin of 2.7%.
Frequently Asked Questions
AZN and ENGIY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AZN has higher volatility (7.42%) compared to ENGIY (5.08%). In terms of maximum drawdown, AZN dropped -48.94% vs ENGIY's -64.15%.
ENGIY currently has the higher Sharpe Ratio (2.17 vs 1.11), 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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