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AZO vs. UNH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AZO and UNH is 0.24, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

AZO vs. UNH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AutoZone, Inc. (AZO) and UnitedHealth Group Incorporated (UNH). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
25.31%
-6.64%
AZO
UNH

Key characteristics

Sharpe Ratio

AZO:

1.04

UNH:

0.69

Sortino Ratio

AZO:

1.56

UNH:

1.07

Omega Ratio

AZO:

1.18

UNH:

1.15

Calmar Ratio

AZO:

1.34

UNH:

0.77

Martin Ratio

AZO:

4.19

UNH:

1.86

Ulcer Index

AZO:

4.94%

UNH:

10.66%

Daily Std Dev

AZO:

19.96%

UNH:

28.73%

Max Drawdown

AZO:

-46.33%

UNH:

-82.68%

Current Drawdown

AZO:

-0.05%

UNH:

-12.86%

Fundamentals

Market Cap

AZO:

$64.01B

UNH:

$494.35B

EPS

AZO:

$148.94

UNH:

$15.49

PE Ratio

AZO:

25.69

UNH:

34.89

PEG Ratio

AZO:

2.16

UNH:

0.96

Total Revenue (TTM)

AZO:

$18.67B

UNH:

$297.84B

Gross Profit (TTM)

AZO:

$9.92B

UNH:

$63.75B

EBITDA (TTM)

AZO:

$4.18B

UNH:

$21.97B

Returns By Period

In the year-to-date period, AZO achieves a 19.49% return, which is significantly higher than UNH's 7.29% return. Both investments have delivered pretty close results over the past 10 years, with AZO having a 18.63% annualized return and UNH not far behind at 18.30%.


AZO

YTD

19.49%

1M

10.15%

6M

24.76%

1Y

21.60%

5Y*

37.22%

10Y*

18.63%

UNH

YTD

7.29%

1M

14.36%

6M

-8.08%

1Y

19.43%

5Y*

20.51%

10Y*

18.30%

*Annualized

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Risk-Adjusted Performance

AZO vs. UNH — Risk-Adjusted Performance Rank

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

AZO
The Risk-Adjusted Performance Rank of AZO is 8383
Overall Rank
The Sharpe Ratio Rank of AZO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of AZO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of AZO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AZO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of AZO is 8484
Martin Ratio Rank

UNH
The Risk-Adjusted Performance Rank of UNH is 7373
Overall Rank
The Sharpe Ratio Rank of UNH is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of UNH is 6767
Sortino Ratio Rank
The Omega Ratio Rank of UNH is 7070
Omega Ratio Rank
The Calmar Ratio Rank of UNH is 7979
Calmar Ratio Rank
The Martin Ratio Rank of UNH is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AZO vs. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AutoZone, Inc. (AZO) and UnitedHealth Group Incorporated (UNH). 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.


The chart of Sharpe ratio for AZO, currently valued at 1.04, compared to the broader market-2.00-1.000.001.002.003.00
AZO: 1.04
UNH: 0.69
The chart of Sortino ratio for AZO, currently valued at 1.56, compared to the broader market-6.00-4.00-2.000.002.004.00
AZO: 1.56
UNH: 1.07
The chart of Omega ratio for AZO, currently valued at 1.18, compared to the broader market0.501.001.502.00
AZO: 1.18
UNH: 1.15
The chart of Calmar ratio for AZO, currently valued at 1.34, compared to the broader market0.001.002.003.004.005.00
AZO: 1.34
UNH: 0.77
The chart of Martin ratio for AZO, currently valued at 4.19, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AZO: 4.19
UNH: 1.86

The current AZO Sharpe Ratio is 1.04, which is higher than the UNH Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of AZO and UNH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.04
0.69
AZO
UNH

Dividends

AZO vs. UNH - Dividend Comparison

AZO has not paid dividends to shareholders, while UNH's dividend yield for the trailing twelve months is around 1.55%.


TTM20242023202220212020201920182017201620152014
AZO
AutoZone, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
UnitedHealth Group Incorporated
1.55%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%

Drawdowns

AZO vs. UNH - Drawdown Comparison

The maximum AZO drawdown since its inception was -46.33%, smaller than the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for AZO and UNH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.05%
-12.86%
AZO
UNH

Volatility

AZO vs. UNH - Volatility Comparison

AutoZone, Inc. (AZO) has a higher volatility of 6.73% compared to UnitedHealth Group Incorporated (UNH) at 5.82%. This indicates that AZO's price experiences larger fluctuations and is considered to be riskier than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
6.73%
5.82%
AZO
UNH

Financials

AZO vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between AutoZone, Inc. and UnitedHealth Group Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items