AZN vs. SPGI
AZN (AstraZeneca PLC) and SPGI (S&P Global Inc.) are both stocks. AZN operates in Drug Manufacturers - General (Healthcare), while SPGI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, AZN returned 15.74%/yr vs 15.85%/yr for SPGI. At a 0.31 correlation, their price movements are largely independent.
Performance
AZN vs. SPGI - 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 SPGI's -18.47% return. Both investments have delivered pretty close results over the past 10 years, with AZN having a 15.74% annualized return and SPGI not far ahead at 15.85%.
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%
SPGI
- 1D
- 1.23%
- 1M
- 5.43%
- YTD
- -18.47%
- 6M
- -14.73%
- 1Y
- -14.73%
- 3Y*
- 3.21%
- 5Y*
- 2.40%
- 10Y*
- 15.85%
AZN vs. SPGI - 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% |
SPGI S&P Global Inc. | -18.47% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
Correlation
The correlation between AZN and SPGI is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.31 |
Over the past year, the correlation between AZN and SPGI has dropped to 0.10 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
AZN:
$276.72B
SPGI:
$126.20B
AZN:
$6.66
SPGI:
$15.79
AZN:
26.63
SPGI:
26.86
AZN:
0.04
SPGI:
3.51
AZN:
4.58
SPGI:
8.16
AZN:
5.85
SPGI:
4.03
AZN:
$60.44B
SPGI:
$15.73B
AZN:
$49.37B
SPGI:
$8.15B
AZN:
$20.47B
SPGI:
$7.83B
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Return for Risk
AZN vs. SPGI — Risk / Return Rank
AZN
SPGI
AZN vs. SPGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and S&P Global Inc. (SPGI). 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 | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.92 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | -0.49 | +1.95 |
| Martin ratioReturn relative to average drawdown | 3.82 | -0.91 | +4.74 |
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Drawdowns
AZN vs. SPGI - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, smaller than the maximum SPGI drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for AZN and SPGI.
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Drawdown Indicators
| AZN | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.94% | -74.67% | +25.73% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -30.48% | +15.05% |
Max Drawdown (3Y)Largest decline over 3 years | -27.87% | -30.48% | +2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -27.87% | -39.76% | +11.89% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -39.76% | +11.89% |
Current DrawdownCurrent decline from peak | -14.96% | -24.20% | +9.24% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -15.23% | +3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.06% | 16.14% | -10.08% |
Volatility
AZN vs. SPGI - Volatility Comparison
AstraZeneca PLC (AZN) and S&P Global Inc. (SPGI) have volatilities of 7.87% and 7.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZN | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 7.64% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 17.66% | 24.13% | -6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.76% | 27.66% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 24.52% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.93% | 26.05% | -1.12% |
Dividends
AZN vs. SPGI - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 3.00%, more than SPGI's 0.91% 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% |
SPGI S&P Global Inc. | 0.91% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Financials
AZN vs. SPGI - Financials Comparison
This section allows you to compare key financial metrics between AstraZeneca PLC and S&P Global Inc.. 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. SPGI - 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%.
SPGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a gross profit of 0.00 and revenue of 4.17B. Therefore, the gross margin over that period was 0.0%.
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%.
SPGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported an operating income of 2.00B and revenue of 4.17B, resulting in an operating margin of 48.0%.
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%.
SPGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a net income of 1.40B and revenue of 4.17B, resulting in a net margin of 33.5%.
Frequently Asked Questions
AZN and SPGI have a correlation of 0.10, 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 SPGI (7.64%). In terms of maximum drawdown, AZN dropped -48.94% vs SPGI's -74.67%.
AZN currently has the higher Sharpe Ratio (0.88 vs -0.54), 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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