AZN vs. NVS
Compare and contrast key facts about AstraZeneca PLC (AZN) and Novartis AG (NVS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZN or NVS.
Key characteristics
| AZN | NVS | |
|---|---|---|
| YTD Return | 15.10% | 0.02% |
| 1Y Return | 4.91% | 2.01% |
| 3Y Return (Ann) | 15.59% | 10.85% |
| 5Y Return (Ann) | 17.65% | 8.85% |
| 10Y Return (Ann) | 10.41% | 6.93% |
| Sharpe Ratio | 0.21 | 0.13 |
| Daily Std Dev | 22.23% | 16.98% |
| Max Drawdown | -48.94% | -41.72% |
| Current Drawdown | -0.08% | -6.90% |
Fundamentals
| AZN | NVS | |
|---|---|---|
| Market Cap | $233.06B | $200.10B |
| EPS | $2.02 | $4.40 |
| PE Ratio | 37.21 | 22.15 |
| PEG Ratio | 0.89 | 5.09 |
| Revenue (TTM) | $47.61B | $47.73B |
| Gross Profit (TTM) | $35.73B | $36.74B |
| EBITDA (TTM) | $15.80B | $18.94B |
Correlation
The correlation between AZN and NVS is 0.51, 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.
Performance
AZN vs. NVS - Performance Comparison
In the year-to-date period, AZN achieves a 15.10% return, which is significantly higher than NVS's 0.02% return. Over the past 10 years, AZN has outperformed NVS with an annualized return of 10.41%, while NVS has yielded a comparatively lower 6.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
AZN vs. NVS - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 1.90%, less than NVS's 3.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 1.90% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% | 4.72% |
NVS Novartis AG | 3.88% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% | 3.37% |
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.
Volatility
AZN vs. NVS - Volatility Comparison
AstraZeneca PLC (AZN) has a higher volatility of 6.08% compared to Novartis AG (NVS) at 4.75%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities