AZN vs. VOO
Compare and contrast key facts about AstraZeneca PLC (AZN) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZN or VOO.
Key characteristics
| AZN | VOO | |
|---|---|---|
| YTD Return | 14.40% | 5.98% |
| 1Y Return | 5.51% | 22.69% |
| 3Y Return (Ann) | 15.27% | 8.02% |
| 5Y Return (Ann) | 18.03% | 13.41% |
| 10Y Return (Ann) | 10.08% | 12.42% |
| Sharpe Ratio | 0.27 | 1.93 |
| Daily Std Dev | 22.23% | 11.69% |
| Max Drawdown | -48.94% | -33.99% |
| Current Drawdown | 0.00% | -4.14% |
Correlation
The correlation between AZN and VOO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AZN vs. VOO - Performance Comparison
In the year-to-date period, AZN achieves a 14.40% return, which is significantly higher than VOO's 5.98% return. Over the past 10 years, AZN has underperformed VOO with an annualized return of 10.08%, while VOO has yielded a comparatively higher 12.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AZN vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 1.91%, more than VOO's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 1.91% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% | 4.72% |
VOO Vanguard S&P 500 ETF | 1.39% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
AZN vs. VOO - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AZN and VOO. For additional features, visit the drawdowns tool.
Volatility
AZN vs. VOO - Volatility Comparison
AstraZeneca PLC (AZN) has a higher volatility of 6.06% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that AZN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.