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AZN vs. NVS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AZN and NVS is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

AZN vs. NVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AstraZeneca PLC (AZN) and Novartis AG (NVS). The values are adjusted to include any dividend payments, if applicable.

600.00%650.00%700.00%750.00%800.00%NovemberDecember2025FebruaryMarchApril
699.84%
779.77%
AZN
NVS

Key characteristics

Sharpe Ratio

AZN:

0.05

NVS:

1.09

Sortino Ratio

AZN:

0.21

NVS:

1.53

Omega Ratio

AZN:

1.03

NVS:

1.21

Calmar Ratio

AZN:

0.04

NVS:

1.06

Martin Ratio

AZN:

0.08

NVS:

2.29

Ulcer Index

AZN:

15.01%

NVS:

9.21%

Daily Std Dev

AZN:

22.68%

NVS:

19.18%

Max Drawdown

AZN:

-48.94%

NVS:

-41.72%

Current Drawdown

AZN:

-19.51%

NVS:

-4.73%

Fundamentals

Market Cap

AZN:

$212.41B

NVS:

$221.31B

EPS

AZN:

$2.27

NVS:

$5.80

PE Ratio

AZN:

30.18

NVS:

18.99

PEG Ratio

AZN:

0.98

NVS:

1.28

PS Ratio

AZN:

3.93

NVS:

4.28

PB Ratio

AZN:

6.19

NVS:

4.94

Total Revenue (TTM)

AZN:

$41.39B

NVS:

$39.24B

Gross Profit (TTM)

AZN:

$33.41B

NVS:

$29.47B

EBITDA (TTM)

AZN:

$12.65B

NVS:

$16.05B

Returns By Period

In the year-to-date period, AZN achieves a 7.64% return, which is significantly lower than NVS's 18.36% return. Over the past 10 years, AZN has outperformed NVS with an annualized return of 10.39%, while NVS has yielded a comparatively lower 6.61% annualized return.


AZN

YTD

7.64%

1M

-4.79%

6M

-7.08%

1Y

-0.34%

5Y*

8.82%

10Y*

10.39%

NVS

YTD

18.36%

1M

0.72%

6M

1.81%

1Y

17.10%

5Y*

10.11%

10Y*

6.61%

*Annualized

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Risk-Adjusted Performance

AZN vs. NVS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AZN
The Risk-Adjusted Performance Rank of AZN is 5050
Overall Rank
The Sharpe Ratio Rank of AZN is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of AZN is 4444
Sortino Ratio Rank
The Omega Ratio Rank of AZN is 4444
Omega Ratio Rank
The Calmar Ratio Rank of AZN is 5555
Calmar Ratio Rank
The Martin Ratio Rank of AZN is 5353
Martin Ratio Rank

NVS
The Risk-Adjusted Performance Rank of NVS is 8181
Overall Rank
The Sharpe Ratio Rank of NVS is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of NVS is 7979
Sortino Ratio Rank
The Omega Ratio Rank of NVS is 7979
Omega Ratio Rank
The Calmar Ratio Rank of NVS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of NVS is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AZN vs. NVS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and Novartis AG (NVS). 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.


The chart of Sharpe ratio for AZN, currently valued at 0.05, compared to the broader market-2.00-1.000.001.002.003.00
AZN: 0.05
NVS: 1.09
The chart of Sortino ratio for AZN, currently valued at 0.21, compared to the broader market-6.00-4.00-2.000.002.004.00
AZN: 0.21
NVS: 1.53
The chart of Omega ratio for AZN, currently valued at 1.03, compared to the broader market0.501.001.502.00
AZN: 1.03
NVS: 1.21
The chart of Calmar ratio for AZN, currently valued at 0.04, compared to the broader market0.001.002.003.004.005.00
AZN: 0.04
NVS: 1.06
The chart of Martin ratio for AZN, currently valued at 0.08, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AZN: 0.08
NVS: 2.29

The current AZN Sharpe Ratio is 0.05, which is lower than the NVS Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of AZN and NVS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.05
1.09
AZN
NVS

Dividends

AZN vs. NVS - Dividend Comparison

AZN's dividend yield for the trailing twelve months is around 2.20%, less than NVS's 3.59% yield.


TTM20242023202220212020201920182017201620152014
AZN
AstraZeneca PLC
2.20%2.27%2.15%2.14%2.40%2.80%2.81%3.61%3.95%5.01%4.06%3.98%
NVS
Novartis AG
3.59%3.88%3.44%3.91%4.08%3.40%2.87%3.72%3.50%4.06%3.51%3.14%

Drawdowns

AZN vs. NVS - Drawdown Comparison

The maximum AZN drawdown since its inception was -48.94%, which is greater than NVS's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for AZN and NVS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-19.51%
-4.73%
AZN
NVS

Volatility

AZN vs. NVS - Volatility Comparison

AstraZeneca PLC (AZN) has a higher volatility of 11.25% compared to Novartis AG (NVS) at 9.12%. This indicates that AZN's price experiences larger fluctuations and is considered to be riskier than NVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.25%
9.12%
AZN
NVS

Financials

AZN vs. NVS - Financials Comparison

This section allows you to compare key financial metrics between AstraZeneca PLC and Novartis AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items