AZN vs. VUKE.L

Last updated Jun 9, 2026

AZN (AstraZeneca PLC) is a stock, while VUKE.L (Vanguard FTSE 100 UCITS ETF Distributing) is Europe Equities fund tracking the FTSE AllSh TR GBP. Over the past 10 years, AZN returned 15.85%/yr vs 8.60%/yr for VUKE.L. At a 0.42 correlation, their price movements are largely independent.

Performance

AZN vs. VUKE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AstraZeneca PLC (AZN) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

AZN is traded in USD, while VUKE.L is traded in GBP. To make them comparable, the VUKE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AZN achieves a 0.81% return, which is significantly lower than VUKE.L's 4.61% return. Over the past 10 years, AZN has outperformed VUKE.L with an annualized return of 15.85%, while VUKE.L has yielded a comparatively lower 8.60% 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%

VUKE.L

• 1D: 0.08%
• 1M: -0.49%
• YTD: 4.61%
• 6M: 8.88%
• 1Y: 19.06%
• 3Y*: 17.14%
• 5Y*: 10.50%
• 10Y*: 8.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AZN vs. VUKE.L - 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%
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing	4.61%	35.70%	7.72%	12.73%	-5.98%	16.62%	-8.91%	22.24%	-13.96%	22.50%

Correlation

The correlation between AZN and VUKE.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since May 22, 2012	0.42

The correlation between AZN and VUKE.L shifts across timeframes, from 0.39 (10 years) to 0.49 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

AZN vs. VUKE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AZN

AZN Risk / Return Rank: 73
AZN Sharpe Ratio Rank: 75
AZN Sortino Ratio Rank: 73
AZN Omega Ratio Rank: 69
AZN Calmar Ratio Rank: 74
AZN Martin Ratio Rank: 76

VUKE.L

VUKE.L Risk / Return Rank: 60
VUKE.L Sharpe Ratio Rank: 64
VUKE.L Sortino Ratio Rank: 66
VUKE.L Omega Ratio Rank: 68
VUKE.L Calmar Ratio Rank: 53
VUKE.L Martin Ratio Rank: 50

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AZN vs. VUKE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L). 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	VUKE.L	Difference
Sharpe ratio: Return per unit of total volatility	1.11	1.43	-0.32
Sortino ratio: Return per unit of downside risk	1.83	2.04	-0.20
Omega ratio: Gain probability vs. loss probability	1.21	1.26	-0.05
Calmar ratio: Return relative to maximum drawdown	1.83	1.95	-0.12
Martin ratio: Return relative to average drawdown	4.90	6.50	-1.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AZN vs. VUKE.L - Sharpe Ratio Comparison

The current AZN Sharpe Ratio is 1.11, which is comparable to the VUKE.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of AZN and VUKE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AZN	VUKE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	1.43	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.64	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.47	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.42	+0.07

Drawdowns

AZN vs. VUKE.L - Drawdown Comparison

The maximum AZN drawdown since its inception was -48.94%, which is greater than VUKE.L's maximum drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for AZN and VUKE.L.

Drawdown Indicators

	AZN	VUKE.L	Difference
Max Drawdown Largest peak-to-trough decline	-48.94%	-41.87%	-7.07%
Max Drawdown (1Y) Largest decline over 1 year	-15.43%	-9.71%	-5.72%
Max Drawdown (3Y) Largest decline over 3 years	-27.87%	-13.35%	-14.52%
Max Drawdown (5Y) Largest decline over 5 years	-27.87%	-25.69%	-2.18%
Max Drawdown (10Y) Largest decline over 10 years	-27.87%	-41.87%	+14.00%
Current Drawdown Current decline from peak	-12.90%	-5.15%	-7.75%
Average Drawdown Average peak-to-trough decline	-11.37%	-7.57%	-3.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.75%	2.92%	+2.83%

Volatility

AZN vs. VUKE.L - Volatility Comparison

AstraZeneca PLC (AZN) has a higher volatility of 7.42% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) at 3.94%. This indicates that AZN's price experiences larger fluctuations and is considered to be riskier than VUKE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AZN	VUKE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.42%	3.94%	+3.48%
Volatility (6M) Calculated over the trailing 6-month period	17.47%	11.11%	+6.36%
Volatility (1Y) Calculated over the trailing 1-year period	25.55%	13.27%	+12.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.02%	16.44%	+7.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.94%	18.30%	+6.64%

Dividends

AZN vs. VUKE.L - Dividend Comparison

AZN's dividend yield for the trailing twelve months is around 2.93%, less than VUKE.L's 3.00% 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%
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing	3.00%	3.12%	3.74%	3.82%	3.94%	3.90%	3.02%	4.65%	4.64%	3.99%	3.75%	4.25%

Frequently Asked Questions

Can I hold both AZN and VUKE.L in my portfolio?

AZN and VUKE.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.