AZN vs. VONG
Compare and contrast key facts about AstraZeneca PLC (AZN) and Vanguard Russell 1000 Growth ETF (VONG).
VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZN or VONG.
Performance
AZN vs. VONG - Performance Comparison
Returns By Period
In the year-to-date period, AZN achieves a -4.09% return, which is significantly lower than VONG's 28.47% return. Over the past 10 years, AZN has underperformed VONG with an annualized return of 8.97%, while VONG has yielded a comparatively higher 16.33% annualized return.
AZN
-4.09%
-19.21%
-17.27%
0.73%
8.43%
8.97%
VONG
28.47%
1.90%
13.41%
35.48%
19.06%
16.33%
Key characteristics
| AZN | VONG | |
|---|---|---|
| Sharpe Ratio | 0.11 | 2.15 |
| Sortino Ratio | 0.29 | 2.81 |
| Omega Ratio | 1.04 | 1.40 |
| Calmar Ratio | 0.08 | 2.74 |
| Martin Ratio | 0.31 | 10.82 |
| Ulcer Index | 7.50% | 3.32% |
| Daily Std Dev | 20.40% | 16.70% |
| Max Drawdown | -48.94% | -32.72% |
| Current Drawdown | -27.84% | -2.80% |
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Correlation
The correlation between AZN and VONG is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AZN vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and Vanguard Russell 1000 Growth ETF (VONG). 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. VONG - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 2.35%, more than VONG's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 2.35% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% | 4.72% |
VONG Vanguard Russell 1000 Growth ETF | 0.60% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
AZN vs. VONG - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for AZN and VONG. For additional features, visit the drawdowns tool.
Volatility
AZN vs. VONG - Volatility Comparison
AstraZeneca PLC (AZN) has a higher volatility of 9.33% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.61%. This indicates that AZN's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.