AZN vs. GLEN.L
AZN (AstraZeneca PLC) and GLEN.L (Glencore plc) are both stocks. AZN operates in Drug Manufacturers - General (Healthcare), while GLEN.L operates in Other Industrial Metals & Mining (Basic Materials). Over the past 10 years, AZN returned 15.85%/yr vs 19.73%/yr for GLEN.L. At a 0.21 correlation, their price movements are largely independent.
Performance
AZN vs. GLEN.L - Performance Comparison
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Different Trading Currencies
AZN is traded in USD, while GLEN.L is traded in GBp. To make them comparable, the GLEN.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 GLEN.L's 46.71% return. Over the past 10 years, AZN has underperformed GLEN.L with an annualized return of 15.85%, while GLEN.L has yielded a comparatively higher 19.73% 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%
GLEN.L
- 1D
- 0.88%
- 1M
- 3.41%
- YTD
- 46.71%
- 6M
- 59.00%
- 1Y
- 108.62%
- 3Y*
- 17.75%
- 5Y*
- 17.62%
- 10Y*
- 19.73%
AZN vs. GLEN.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% |
GLEN.L Glencore plc | 46.71% | 27.27% | -24.64% | -1.15% | 40.33% | 65.47% | 2.03% | -11.04% | -26.31% | 56.59% |
Correlation
The correlation between AZN and GLEN.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 19, 2011 | 0.21 |
Fundamentals
AZN:
$283.40B
GLEN.L:
£71.81B
AZN:
$6.66
GLEN.L:
-£0.10
AZN:
4.69
GLEN.L:
0.15
AZN:
5.99
GLEN.L:
1.85
AZN:
$60.44B
GLEN.L:
£479.07B
AZN:
$49.37B
GLEN.L:
£11.90B
AZN:
$20.47B
GLEN.L:
£19.53B
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Return for Risk
AZN vs. GLEN.L — Risk / Return Rank
AZN
GLEN.L
AZN vs. GLEN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and Glencore plc (GLEN.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 | GLEN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.51 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 7.22 | -5.39 |
| Martin ratioReturn relative to average drawdown | 4.90 | 22.83 | -17.93 |
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 | GLEN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 3.33 | -2.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.50 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.52 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.05 | +0.45 |
Drawdowns
AZN vs. GLEN.L - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum GLEN.L drawdown of -88.34%. Use the drawdown chart below to compare losses from any high point for AZN and GLEN.L.
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Drawdown Indicators
| AZN | GLEN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.94% | -88.34% | +39.40% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -14.96% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -27.87% | -53.53% | +25.66% |
Max Drawdown (5Y)Largest decline over 5 years | -27.87% | -54.01% | +26.14% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -75.39% | +47.52% |
Current DrawdownCurrent decline from peak | -12.90% | -4.16% | -8.74% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -40.24% | +28.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 4.74% | +1.01% |
Volatility
AZN vs. GLEN.L - Volatility Comparison
The current volatility for AstraZeneca PLC (AZN) is 7.42%, while Glencore plc (GLEN.L) has a volatility of 10.69%. This indicates that AZN experiences smaller price fluctuations and is considered to be less risky than GLEN.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 | GLEN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.42% | 10.69% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 17.47% | 23.49% | -6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.55% | 32.53% | -6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.02% | 35.15% | -11.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.94% | 38.24% | -13.30% |
Dividends
AZN vs. GLEN.L - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 2.93%, more than GLEN.L's 1.68% 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% |
GLEN.L Glencore plc | 1.68% | 1.84% | 2.87% | 8.72% | 5.58% | 3.08% | 0.00% | 6.70% | 5.16% | 1.37% | 0.00% | 0.00% |
Financials
AZN vs. GLEN.L - Financials Comparison
This section allows you to compare key financial metrics between AstraZeneca PLC and Glencore 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
AZN vs. GLEN.L - 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%.
GLEN.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Glencore plc reported a gross profit of 3.44B and revenue of 130.73B. Therefore, the gross margin over that period was 2.6%.
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%.
GLEN.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Glencore plc reported an operating income of 2.18B and revenue of 130.73B, resulting in an operating margin of 1.7%.
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%.
GLEN.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Glencore plc reported a net income of 1.02B and revenue of 130.73B, resulting in a net margin of 0.8%.
Frequently Asked Questions
AZN and GLEN.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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