AZO vs. UNP
AZO (AutoZone, Inc.) and UNP (Union Pacific Corporation) are both stocks. AZO operates in Specialty Retail (Consumer Cyclical), while UNP operates in Railroads (Industrials). Over the past 10 years, AZO returned 15.09%/yr vs 14.25%/yr for UNP. At a 0.27 correlation, their price movements are largely independent.
Performance
AZO vs. UNP - Performance Comparison
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Returns By Period
In the year-to-date period, AZO achieves a -9.13% return, which is significantly lower than UNP's 15.28% return. Over the past 10 years, AZO has outperformed UNP with an annualized return of 15.09%, while UNP has yielded a comparatively lower 14.25% annualized return.
AZO
- 1D
- 0.66%
- 1M
- -12.96%
- YTD
- -9.13%
- 6M
- -19.75%
- 1Y
- -17.09%
- 3Y*
- 9.62%
- 5Y*
- 17.31%
- 10Y*
- 15.09%
UNP
- 1D
- 0.68%
- 1M
- 0.48%
- YTD
- 15.28%
- 6M
- 13.03%
- 1Y
- 22.20%
- 3Y*
- 12.41%
- 5Y*
- 5.49%
- 10Y*
- 14.25%
AZO vs. UNP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AZO AutoZone, Inc. | -9.13% | 5.92% | 23.84% | 4.84% | 17.64% | 76.84% | -0.49% | 42.10% | 17.85% | -9.93% |
UNP Union Pacific Corporation | 15.28% | 3.86% | -5.10% | 21.61% | -15.93% | 23.31% | 17.64% | 33.70% | 5.26% | 32.30% |
Correlation
The correlation between AZO and UNP is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 1991 | 0.27 |
The correlation between AZO and UNP shifts across timeframes, from 0.15 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
AZO:
$51.94B
UNP:
$156.65B
AZO:
$145.27
UNP:
$9.29
AZO:
21.22
UNP:
28.42
AZO:
1.84
UNP:
5.69
AZO:
2.63
UNP:
8.48
AZO:
$19.99B
UNP:
$18.49B
AZO:
$10.34B
UNP:
$8.47B
AZO:
$4.26B
UNP:
$9.89B
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Return for Risk
AZO vs. UNP — Risk / Return Rank
AZO
UNP
AZO vs. UNP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AutoZone, Inc. (AZO) and Union Pacific Corporation (UNP). 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.
| AZO | UNP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.20 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 1.82 | -2.34 |
| Martin ratioReturn relative to average drawdown | -1.15 | 4.41 | -5.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AZO | UNP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.63 | 1.05 | -1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.24 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.57 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.42 | +0.20 |
Drawdowns
AZO vs. UNP - Drawdown Comparison
The maximum AZO drawdown since its inception was -46.32%, smaller than the maximum UNP drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for AZO and UNP.
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Drawdown Indicators
| AZO | UNP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.32% | -67.49% | +21.17% |
Max Drawdown (1Y)Largest decline over 1 year | -32.59% | -12.28% | -20.31% |
Max Drawdown (3Y)Largest decline over 3 years | -32.59% | -17.75% | -14.84% |
Max Drawdown (5Y)Largest decline over 5 years | -32.59% | -31.83% | -0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -42.14% | -38.72% | -3.42% |
Current DrawdownCurrent decline from peak | -29.22% | -5.05% | -24.17% |
Average DrawdownAverage peak-to-trough decline | -10.87% | -17.08% | +6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.86% | 5.04% | +9.82% |
Volatility
AZO vs. UNP - Volatility Comparison
AutoZone, Inc. (AZO) has a higher volatility of 11.28% compared to Union Pacific Corporation (UNP) at 7.53%. This indicates that AZO's price experiences larger fluctuations and is considered to be riskier than UNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AZO | UNP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.28% | 7.53% | +3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 22.87% | 17.06% | +5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.10% | 21.27% | +5.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.44% | 22.75% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.46% | 25.30% | +1.16% |
Dividends
AZO vs. UNP - Dividend Comparison
AZO has not paid dividends to shareholders, while UNP's dividend yield for the trailing twelve months is around 2.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UNP Union Pacific Corporation | 2.09% | 2.35% | 2.32% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% |
Financials
AZO vs. UNP - Financials Comparison
This section allows you to compare key financial metrics between AutoZone, Inc. and Union Pacific Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
AZO vs. UNP - Profitability Comparison
AZO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AutoZone, Inc. reported a gross profit of 2.52B and revenue of 4.84B. Therefore, the gross margin over that period was 52.2%.
UNP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Union Pacific Corporation reported a gross profit of 4.35M and revenue of 6.22M. Therefore, the gross margin over that period was 69.9%.
AZO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AutoZone, Inc. reported an operating income of 923.76M and revenue of 4.84B, resulting in an operating margin of 19.1%.
UNP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Union Pacific Corporation reported an operating income of 2.46M and revenue of 6.22M, resulting in an operating margin of 39.5%.
AZO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AutoZone, Inc. reported a net income of 641.49M and revenue of 4.84B, resulting in a net margin of 13.3%.
UNP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Union Pacific Corporation reported a net income of 1.70M and revenue of 6.22M, resulting in a net margin of 27.4%.
Frequently Asked Questions
AZO and UNP have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AZO has higher volatility (11.28%) compared to UNP (7.53%). In terms of maximum drawdown, AZO dropped -46.32% vs UNP's -67.49%.
UNP currently has the higher Sharpe Ratio (1.05 vs -0.63), 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.
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