AZN vs. JPM
AZN (AstraZeneca PLC) and JPM (JPMorgan Chase & Co.) are both stocks. AZN operates in Drug Manufacturers - General (Healthcare), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, AZN returned 15.74%/yr vs 20.94%/yr for JPM. At a 0.26 correlation, their price movements are largely independent.
Performance
AZN vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, AZN achieves a -1.57% return, which is significantly lower than JPM's 0.08% return. Over the past 10 years, AZN has underperformed JPM with an annualized return of 15.74%, while JPM has yielded a comparatively higher 20.94% annualized return.
AZN
- 1D
- -0.83%
- 1M
- -2.37%
- YTD
- -1.57%
- 6M
- -1.17%
- 1Y
- 22.44%
- 3Y*
- 8.11%
- 5Y*
- 11.23%
- 10Y*
- 15.74%
JPM
- 1D
- -0.41%
- 1M
- 7.25%
- YTD
- 0.08%
- 6M
- 0.77%
- 1Y
- 22.90%
- 3Y*
- 33.65%
- 5Y*
- 18.32%
- 10Y*
- 20.94%
AZN vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | -1.57% | 43.30% | -0.62% | 1.44% | 19.14% | 19.66% | 3.12% | 35.68% | 13.86% | 33.10% |
JPM JPMorgan Chase & Co. | 0.08% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between AZN and JPM is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since May 17, 1993 | 0.26 |
The correlation between AZN and JPM shifts across timeframes, from 0.11 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AZN:
$276.72B
JPM:
$892.31B
AZN:
$6.66
JPM:
$21.08
AZN:
26.63
JPM:
15.15
AZN:
0.04
JPM:
1.67
AZN:
4.58
JPM:
3.13
AZN:
5.85
JPM:
2.59
AZN:
$60.44B
JPM:
$285.09B
AZN:
$49.37B
JPM:
$173.52B
AZN:
$20.47B
JPM:
$81.46B
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Return for Risk
AZN vs. JPM — Risk / Return Rank
AZN
JPM
AZN vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and JPMorgan Chase & Co. (JPM). 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 | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.49 | -0.02 |
| Martin ratioReturn relative to average drawdown | 3.82 | 3.51 | +0.32 |
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Drawdowns
AZN vs. JPM - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for AZN and JPM.
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Drawdown Indicators
| AZN | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.94% | -76.16% | +27.22% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -15.47% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -27.87% | -24.42% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -27.87% | -38.77% | +10.90% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -43.63% | +15.76% |
Current DrawdownCurrent decline from peak | -14.96% | -4.06% | -10.90% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -17.61% | +6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.06% | 6.54% | -0.48% |
Volatility
AZN vs. JPM - Volatility Comparison
AstraZeneca PLC (AZN) has a higher volatility of 7.87% compared to JPMorgan Chase & Co. (JPM) at 6.38%. This indicates that AZN's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZN | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 6.38% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 17.66% | 16.51% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.76% | 21.77% | +3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 24.44% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.93% | 27.40% | -2.47% |
Dividends
AZN vs. JPM - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 3.00%, more than JPM's 1.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 3.00% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
JPM JPMorgan Chase & Co. | 1.85% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Financials
AZN vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between AstraZeneca PLC and JPMorgan Chase & Co.. 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. JPM - 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%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
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%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
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%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
Frequently Asked Questions
AZN and JPM have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AZN has higher volatility (7.87%) compared to JPM (6.38%). In terms of maximum drawdown, AZN dropped -48.94% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (1.06 vs 0.88), 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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