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AZN vs. ORCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AZN vs. ORCL - Performance Comparison

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

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Returns By Period

In the year-to-date period, AZN achieves a 0.81% return, which is significantly lower than ORCL's 9.34% return. Over the past 10 years, AZN has underperformed ORCL with an annualized return of 15.85%, while ORCL has yielded a comparatively higher 20.30% 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%

ORCL

1D
-0.87%
1M
8.10%
YTD
9.34%
6M
-3.36%
1Y
22.94%
3Y*
25.94%
5Y*
21.81%
10Y*
20.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AZN vs. ORCL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AZN
AstraZeneca PLC
0.81%43.30%-0.62%1.44%19.14%19.66%3.12%35.68%13.86%33.10%
ORCL
Oracle Corporation
9.34%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%

Correlation

The correlation between AZN and ORCL is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since May 18, 1993

0.21

The correlation between AZN and ORCL shifts across timeframes, from -0.02 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AZN:

$283.40B

ORCL:

$617.24B

EPS

AZN:

$6.66

ORCL:

$5.56

PE Ratio

AZN:

27.27

ORCL:

38.09

PEG Ratio

AZN:

0.04

ORCL:

8.54

PS Ratio

AZN:

4.69

ORCL:

9.64

PB Ratio

AZN:

5.99

ORCL:

15.81

Total Revenue (TTM)

AZN:

$60.44B

ORCL:

$64.08B

Gross Profit (TTM)

AZN:

$49.37B

ORCL:

$58.10B

EBITDA (TTM)

AZN:

$20.47B

ORCL:

$17.85B

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Return for Risk

AZN vs. ORCL — Risk / Return Rank

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

AZN
AZN Risk / Return Rank: 7373
Overall Rank
AZN Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AZN Sortino Ratio Rank: 7373
Sortino Ratio Rank
AZN Omega Ratio Rank: 6969
Omega Ratio Rank
AZN Calmar Ratio Rank: 7474
Calmar Ratio Rank
AZN Martin Ratio Rank: 7676
Martin Ratio Rank

ORCL
ORCL Risk / Return Rank: 5454
Overall Rank
ORCL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ORCL Sortino Ratio Rank: 5858
Sortino Ratio Rank
ORCL Omega Ratio Rank: 5555
Omega Ratio Rank
ORCL Calmar Ratio Rank: 5252
Calmar Ratio Rank
ORCL Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AZN vs. ORCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and Oracle Corporation (ORCL). 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.


AZNORCLDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.21

1.13

+0.08

Calmar ratioReturn relative to maximum drawdown

1.83

0.40

+1.44

Martin ratioReturn relative to average drawdown

4.90

0.66

+4.24

AZN vs. ORCL - Sharpe Ratio Comparison

The current AZN Sharpe Ratio is 1.11, which is higher than the ORCL Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of AZN and ORCL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AZNORCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.35

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.52

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.58

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.49

0.00

Drawdowns

AZN vs. ORCL - Drawdown Comparison

The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for AZN and ORCL.


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Drawdown Indicators


AZNORCLDifference

Max Drawdown

Largest peak-to-trough decline

-48.94%

-84.19%

+35.25%

Max Drawdown (1Y)

Largest decline over 1 year

-15.43%

-58.25%

+42.82%

Max Drawdown (3Y)

Largest decline over 3 years

-27.87%

-58.25%

+30.38%

Max Drawdown (5Y)

Largest decline over 5 years

-27.87%

-58.25%

+30.38%

Max Drawdown (10Y)

Largest decline over 10 years

-27.87%

-58.25%

+30.38%

Current Drawdown

Current decline from peak

-12.90%

-34.98%

+22.08%

Average Drawdown

Average peak-to-trough decline

-11.37%

-29.10%

+17.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

35.04%

-29.29%

Volatility

AZN vs. ORCL - Volatility Comparison

The current volatility for AstraZeneca PLC (AZN) is 7.42%, while Oracle Corporation (ORCL) has a volatility of 21.62%. This indicates that AZN experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AZNORCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

21.62%

-14.20%

Volatility (6M)

Calculated over the trailing 6-month period

17.47%

42.42%

-24.95%

Volatility (1Y)

Calculated over the trailing 1-year period

25.55%

65.38%

-39.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.02%

41.98%

-17.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.94%

35.01%

-10.07%

Dividends

AZN vs. ORCL - Dividend Comparison

AZN's dividend yield for the trailing twelve months is around 2.93%, more than ORCL's 0.94% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ORCL
Oracle Corporation
0.94%0.97%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%

Financials

AZN vs. ORCL - Financials Comparison

This section allows you to compare key financial metrics between AstraZeneca PLC and Oracle Corporation. 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


8.00B10.00B12.00B14.00B16.00B18.00B20222023202420252026
15.29B
17.19B
(AZN) Total Revenue
(ORCL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AZN and ORCL have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ORCL has higher volatility (21.62%) compared to AZN (7.42%). In terms of maximum drawdown, AZN dropped -48.94% vs ORCL's -84.19%.

AZN currently has the higher Sharpe Ratio (1.11 vs 0.35), 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.

Portfolio Optimizer

Find the right allocation for AZN and ORCL

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