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

Correlation

The correlation between AZO and UNP is 0.28, 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.


-0.50.00.51.00.3

Performance

AZO vs. UNP - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.44%
-4.29%
AZO
UNP

Key characteristics

Sharpe Ratio

AZO:

1.18

UNP:

-0.04

Sortino Ratio

AZO:

1.78

UNP:

0.09

Omega Ratio

AZO:

1.21

UNP:

1.01

Calmar Ratio

AZO:

1.61

UNP:

-0.05

Martin Ratio

AZO:

3.88

UNP:

-0.11

Ulcer Index

AZO:

6.39%

UNP:

6.85%

Daily Std Dev

AZO:

20.93%

UNP:

19.22%

Max Drawdown

AZO:

-46.33%

UNP:

-67.49%

Current Drawdown

AZO:

-4.87%

UNP:

-11.01%

Fundamentals

Market Cap

AZO:

$53.80B

UNP:

$139.96B

EPS

AZO:

$149.40

UNP:

$10.87

PE Ratio

AZO:

21.46

UNP:

21.24

PEG Ratio

AZO:

1.74

UNP:

2.40

Total Revenue (TTM)

AZO:

$18.58B

UNP:

$18.13B

Gross Profit (TTM)

AZO:

$9.87B

UNP:

$8.22B

EBITDA (TTM)

AZO:

$4.21B

UNP:

$9.28B

Returns By Period

In the year-to-date period, AZO achieves a 0.13% return, which is significantly lower than UNP's 1.24% return. Over the past 10 years, AZO has outperformed UNP with an annualized return of 18.68%, while UNP has yielded a comparatively lower 9.96% annualized return.


AZO

YTD

0.13%

1M

-4.30%

6M

7.44%

1Y

20.10%

5Y*

22.76%

10Y*

18.68%

UNP

YTD

1.24%

1M

-0.87%

6M

-4.29%

1Y

-0.10%

5Y*

6.83%

10Y*

9.96%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AZO vs. UNP — 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 8181
Overall Rank
The Sharpe Ratio Rank of AZO is 8484
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 8888
Calmar Ratio Rank
The Martin Ratio Rank of AZO is 7979
Martin Ratio Rank

UNP
The Risk-Adjusted Performance Rank of UNP is 4141
Overall Rank
The Sharpe Ratio Rank of UNP is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of UNP is 3636
Sortino Ratio Rank
The Omega Ratio Rank of UNP is 3636
Omega Ratio Rank
The Calmar Ratio Rank of UNP is 4545
Calmar Ratio Rank
The Martin Ratio Rank of UNP is 4545
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. UNP - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for AZO, currently valued at 1.18, compared to the broader market-2.000.002.001.18-0.04
The chart of Sortino ratio for AZO, currently valued at 1.78, compared to the broader market-4.00-2.000.002.004.001.780.09
The chart of Omega ratio for AZO, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.01
The chart of Calmar ratio for AZO, currently valued at 1.61, compared to the broader market0.002.004.006.001.61-0.05
The chart of Martin ratio for AZO, currently valued at 3.88, compared to the broader market-30.00-20.00-10.000.0010.0020.003.88-0.11
AZO
UNP

The current AZO Sharpe Ratio is 1.18, which is higher than the UNP Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of AZO and UNP, 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
1.18
-0.04
AZO
UNP

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 2.29%.


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%
UNP
Union Pacific Corporation
2.29%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%

Drawdowns

AZO vs. UNP - Drawdown Comparison

The maximum AZO drawdown since its inception was -46.33%, 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. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.87%
-11.01%
AZO
UNP

Volatility

AZO vs. UNP - Volatility Comparison

AutoZone, Inc. (AZO) and Union Pacific Corporation (UNP) have volatilities of 5.12% and 5.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.12%
5.19%
AZO
UNP

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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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