AZN vs. SHEL
AZN (AstraZeneca PLC) and SHEL (Shell plc) are both stocks. AZN operates in Drug Manufacturers - General (Healthcare), while SHEL operates in Oil & Gas Integrated (Energy). Over the past 10 years, AZN returned 15.85%/yr vs 10.03%/yr for SHEL. At a 0.32 correlation, their price movements are largely independent.
Performance
AZN vs. SHEL - Performance Comparison
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Returns By Period
In the year-to-date period, AZN achieves a 0.81% return, which is significantly lower than SHEL's 20.10% return. Over the past 10 years, AZN has outperformed SHEL with an annualized return of 15.85%, while SHEL has yielded a comparatively lower 10.03% 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%
SHEL
- 1D
- 1.46%
- 1M
- 4.13%
- YTD
- 20.10%
- 6M
- 21.39%
- 1Y
- 32.28%
- 3Y*
- 18.69%
- 5Y*
- 23.01%
- 10Y*
- 10.03%
AZN vs. SHEL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 0.81% | 43.30% | -0.62% | 1.44% | 19.14% | 19.66% | 3.12% | 35.68% | 13.86% | 33.10% |
SHEL Shell plc | 20.10% | 22.16% | -0.87% | 20.19% | 36.18% | 34.27% | -41.08% | 6.38% | -7.23% | 21.67% |
Correlation
The correlation between AZN and SHEL is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
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 Jul 21, 2005 | 0.32 |
Over the past year, the correlation between AZN and SHEL has dropped to 0.04 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
AZN:
$283.40B
SHEL:
$247.11B
AZN:
$6.66
SHEL:
$6.39
AZN:
27.27
SHEL:
13.55
AZN:
0.04
SHEL:
0.68
AZN:
4.69
SHEL:
0.95
AZN:
5.99
SHEL:
1.42
AZN:
$60.44B
SHEL:
$266.82B
AZN:
$49.37B
SHEL:
$41.65B
AZN:
$20.47B
SHEL:
$57.44B
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Return for Risk
AZN vs. SHEL — Risk / Return Rank
AZN
SHEL
AZN vs. SHEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and Shell plc (SHEL). 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.
| AZN | SHEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.00 | -1.17 |
| Martin ratioReturn relative to average drawdown | 4.90 | 8.40 | -3.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AZN | SHEL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.54 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.92 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.33 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.22 | +0.27 |
Drawdowns
AZN vs. SHEL - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum SHEL drawdown of -71.57%. Use the drawdown chart below to compare losses from any high point for AZN and SHEL.
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Drawdown Indicators
| AZN | SHEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.94% | -71.57% | +22.63% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -10.81% | -4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -27.87% | -18.47% | -9.40% |
Max Drawdown (5Y)Largest decline over 5 years | -27.87% | -25.04% | -2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -71.57% | +43.70% |
Current DrawdownCurrent decline from peak | -12.90% | -7.13% | -5.77% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -16.74% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 3.85% | +1.90% |
Volatility
AZN vs. SHEL - Volatility Comparison
AstraZeneca PLC (AZN) has a higher volatility of 7.42% compared to Shell plc (SHEL) at 5.98%. This indicates that AZN's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZN | SHEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.42% | 5.98% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 17.47% | 17.50% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.55% | 21.15% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.02% | 25.22% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.94% | 30.84% | -5.90% |
Dividends
AZN vs. SHEL - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 2.93%, less than SHEL's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SHEL Shell plc | 3.41% | 3.90% | 4.39% | 3.76% | 3.48% | 3.78% | 5.69% | 6.27% | 6.27% | 2.75% | 6.49% | 8.17% |
Financials
AZN vs. SHEL - Financials Comparison
This section allows you to compare key financial metrics between AstraZeneca PLC and Shell plc. 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. SHEL - 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%.
SHEL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shell plc reported a gross profit of 13.31B and revenue of 69.57B. Therefore, the gross margin over that period was 19.1%.
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%.
SHEL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shell plc reported an operating income of 10.35B and revenue of 69.57B, resulting in an operating margin of 14.9%.
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%.
SHEL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shell plc reported a net income of 5.68B and revenue of 69.57B, resulting in a net margin of 8.2%.
Frequently Asked Questions
AZN and SHEL have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AZN has higher volatility (7.42%) compared to SHEL (5.98%). In terms of maximum drawdown, AZN dropped -48.94% vs SHEL's -71.57%.
SHEL currently has the higher Sharpe Ratio (1.54 vs 1.11), 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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