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AZO vs. SHLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AZO vs. SHLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AutoZone, Inc. (AZO) and Global X Defense Tech ETF (SHLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AZO achieves a -8.11% return, which is significantly lower than SHLD's -1.50% return.


AZO

1D
1.13%
1M
-7.44%
YTD
-8.11%
6M
-9.56%
1Y
-15.40%
3Y*
8.78%
5Y*
17.45%
10Y*
15.33%

SHLD

1D
-2.04%
1M
0.05%
YTD
-1.50%
6M
-1.03%
1Y
10.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AZO vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
AZO
AutoZone, Inc.
-8.11%5.92%23.84%2.32%
SHLD
Global X Defense Tech ETF
-1.50%74.16%35.03%12.89%

Correlation

The correlation between AZO and SHLD 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 (All Time)
Calculated using the full available price history since Sep 13, 2023

0.16

The correlation between AZO and SHLD shifts across timeframes, from 0.04 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AZO vs. SHLD — Risk / Return Rank

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

AZO
AZO Risk / Return Rank: 2121
Overall Rank
AZO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AZO Sortino Ratio Rank: 1919
Sortino Ratio Rank
AZO Omega Ratio Rank: 1919
Omega Ratio Rank
AZO Calmar Ratio Rank: 2727
Calmar Ratio Rank
AZO Martin Ratio Rank: 2323
Martin Ratio Rank

SHLD
SHLD Risk / Return Rank: 1616
Overall Rank
SHLD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1616
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1616
Martin Ratio Rank
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.

AZO vs. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AutoZone, Inc. (AZO) and Global X Defense Tech ETF (SHLD). 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.


AZOSHLDDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

0.92

1.09

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.47

0.52

-0.99

Martin ratioReturn relative to average drawdown

-1.00

1.28

-2.28

AZO vs. SHLD - Sharpe Ratio Comparison

The current AZO Sharpe Ratio is -0.57, which is lower than the SHLD Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of AZO and SHLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AZO vs. SHLD - Drawdown Comparison

The maximum AZO drawdown since its inception was -46.32%, which is greater than SHLD's maximum drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for AZO and SHLD.


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Drawdown Indicators


AZOSHLDDifference

Max Drawdown

Largest peak-to-trough decline

-46.32%

-20.10%

-26.22%

Max Drawdown (1Y)

Largest decline over 1 year

-32.59%

-20.10%

-12.49%

Max Drawdown (3Y)

Largest decline over 3 years

-32.59%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

Max Drawdown (10Y)

Largest decline over 10 years

-42.14%

Current Drawdown

Current decline from peak

-28.44%

-18.20%

-10.24%

Average Drawdown

Average peak-to-trough decline

-10.88%

-3.34%

-7.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.50%

8.12%

+7.38%

Volatility

AZO vs. SHLD - Volatility Comparison

AutoZone, Inc. (AZO) has a higher volatility of 11.64% compared to Global X Defense Tech ETF (SHLD) at 9.05%. This indicates that AZO's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AZOSHLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.64%

9.05%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

21.75%

19.94%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

27.23%

24.55%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.46%

21.29%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.48%

21.29%

+5.19%

Dividends

AZO vs. SHLD - Dividend Comparison

AZO has not paid dividends to shareholders, while SHLD's dividend yield for the trailing twelve months is around 0.56%.


PositionTTM202520242023
AZO
AutoZone, Inc.
0.00%0.00%0.00%0.00%
SHLD
Global X Defense Tech ETF
0.56%0.55%0.53%0.26%

Frequently Asked Questions


AZO and SHLD 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.

AZO has higher volatility (11.64%) compared to SHLD (9.05%). In terms of maximum drawdown, AZO dropped -46.32% vs SHLD's -20.10%.

SHLD currently has the higher Sharpe Ratio (0.43 vs -0.57), 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.

Portfolio Optimizer

Find the right allocation for AZO and SHLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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