AZN vs. SCHW
AZN (AstraZeneca PLC) and SCHW (The Charles Schwab Corporation) are both stocks. AZN operates in Drug Manufacturers - General (Healthcare), while SCHW operates in Capital Markets (Financial Services). Over the past 10 years, AZN returned 15.74%/yr vs 13.79%/yr for SCHW. At a 0.22 correlation, their price movements are largely independent.
Performance
AZN vs. SCHW - Performance Comparison
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Returns By Period
In the year-to-date period, AZN achieves a -1.57% return, which is significantly higher than SCHW's -8.33% return. Over the past 10 years, AZN has outperformed SCHW with an annualized return of 15.74%, while SCHW has yielded a comparatively lower 13.79% 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%
SCHW
- 1D
- -0.16%
- 1M
- 0.08%
- YTD
- -8.33%
- 6M
- -3.88%
- 1Y
- 5.43%
- 3Y*
- 20.37%
- 5Y*
- 5.67%
- 10Y*
- 13.79%
AZN vs. SCHW - 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% |
SCHW The Charles Schwab Corporation | -8.33% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
Correlation
The correlation between AZN and SCHW is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since May 17, 1993 | 0.22 |
The correlation between AZN and SCHW shifts across timeframes, from 0.03 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AZN:
$276.72B
SCHW:
$159.34B
AZN:
$6.66
SCHW:
$5.26
AZN:
26.63
SCHW:
17.28
AZN:
0.04
SCHW:
0.99
AZN:
4.58
SCHW:
6.74
AZN:
5.85
SCHW:
59.02K
AZN:
$60.44B
SCHW:
$24.17B
AZN:
$49.37B
SCHW:
$18.86B
AZN:
$20.47B
SCHW:
$13.11B
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Return for Risk
AZN vs. SCHW — Risk / Return Rank
AZN
SCHW
AZN vs. SCHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and The Charles Schwab Corporation (SCHW). 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 | SCHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.06 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.27 | +1.19 |
| Martin ratioReturn relative to average drawdown | 3.82 | 0.64 | +3.19 |
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Drawdowns
AZN vs. SCHW - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for AZN and SCHW.
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Drawdown Indicators
| AZN | SCHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.94% | -86.79% | +37.85% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -19.83% | +4.40% |
Max Drawdown (3Y)Largest decline over 3 years | -27.87% | -27.11% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -27.87% | -49.70% | +21.83% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -51.08% | +23.21% |
Current DrawdownCurrent decline from peak | -14.96% | -14.57% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -35.53% | +24.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.06% | 8.55% | -2.49% |
Volatility
AZN vs. SCHW - Volatility Comparison
AstraZeneca PLC (AZN) has a higher volatility of 7.87% compared to The Charles Schwab Corporation (SCHW) at 7.42%. This indicates that AZN's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZN | SCHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 7.42% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 17.66% | 19.74% | -2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.76% | 24.19% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 32.21% | -8.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.93% | 33.42% | -8.49% |
Dividends
AZN vs. SCHW - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 3.00%, more than SCHW's 1.30% 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% |
SCHW The Charles Schwab Corporation | 1.30% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
Financials
AZN vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between AstraZeneca PLC and The Charles Schwab 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.
Total Revenue: Total amount of money received from sales and other business activities
AZN vs. SCHW - 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%.
SCHW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a gross profit of 1.03B and revenue of 3.14B. Therefore, the gross margin over that period was 32.7%.
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%.
SCHW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported an operating income of -730.00M and revenue of 3.14B, resulting in an operating margin of -23.2%.
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%.
SCHW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Charles Schwab Corporation reported a net income of 2.48B and revenue of 3.14B, resulting in a net margin of 78.9%.
Frequently Asked Questions
AZN and SCHW have a correlation of 0.03, 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 SCHW (7.42%). In terms of maximum drawdown, AZN dropped -48.94% vs SCHW's -86.79%.
AZN currently has the higher Sharpe Ratio (0.88 vs 0.23), 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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