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DPH.L vs. AZN.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


DPH.LAZN.L

Fundamentals


DPH.LAZN.L
Market Cap£4.40B£184.92B
EPS-£0.25£3.16
PEG Ratio0.000.88

Correlation

-0.50.00.51.00.2

The correlation between DPH.L and AZN.L 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.

Performance

DPH.L vs. AZN.L - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%2,000.00%3,000.00%4,000.00%AprilMayJuneJulyAugustSeptember
4,426.13%
670.55%
DPH.L
AZN.L

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Risk-Adjusted Performance

DPH.L vs. AZN.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dechra Pharmaceuticals plc (DPH.L) and AstraZeneca plc (AZN.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.


DPH.L
Sharpe ratio
The chart of Sharpe ratio for DPH.L, currently valued at 0.64, compared to the broader market-4.00-2.000.002.000.64
Sortino ratio
The chart of Sortino ratio for DPH.L, currently valued at 1.05, compared to the broader market-6.00-4.00-2.000.002.004.001.05
Omega ratio
The chart of Omega ratio for DPH.L, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for DPH.L, currently valued at 0.09, compared to the broader market0.001.002.003.004.005.000.09
Martin ratio
The chart of Martin ratio for DPH.L, currently valued at 2.75, compared to the broader market-10.00-5.000.005.0010.0015.0020.002.75
AZN.L
Sharpe ratio
The chart of Sharpe ratio for AZN.L, currently valued at 0.82, compared to the broader market-4.00-2.000.002.000.82
Sortino ratio
The chart of Sortino ratio for AZN.L, currently valued at 1.21, compared to the broader market-6.00-4.00-2.000.002.004.001.21
Omega ratio
The chart of Omega ratio for AZN.L, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for AZN.L, currently valued at 0.86, compared to the broader market0.001.002.003.004.005.000.86
Martin ratio
The chart of Martin ratio for AZN.L, currently valued at 3.89, compared to the broader market-10.00-5.000.005.0010.0015.0020.003.89

DPH.L vs. AZN.L - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
0.64
0.82
DPH.L
AZN.L

Dividends

DPH.L vs. AZN.L - Dividend Comparison

DPH.L has not paid dividends to shareholders, while AZN.L's dividend yield for the trailing twelve months is around 1.96%.


TTM20232022202120202019201820172016201520142013
DPH.L
Dechra Pharmaceuticals plc
0.00%0.32%1.71%0.76%0.99%1.09%1.23%1.02%1.37%1.55%1.84%1.99%
AZN.L
AstraZeneca plc
1.96%2.21%1.98%2.33%2.95%2.87%3.44%4.28%4.50%3.95%3.73%5.03%

Drawdowns

DPH.L vs. AZN.L - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-32.42%
-10.45%
DPH.L
AZN.L

Volatility

DPH.L vs. AZN.L - Volatility Comparison

The current volatility for Dechra Pharmaceuticals plc (DPH.L) is 0.00%, while AstraZeneca plc (AZN.L) has a volatility of 5.90%. This indicates that DPH.L experiences smaller price fluctuations and is considered to be less risky than AZN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember0
5.90%
DPH.L
AZN.L

Financials

DPH.L vs. AZN.L - Financials Comparison

This section allows you to compare key financial metrics between Dechra Pharmaceuticals plc and AstraZeneca plc. 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 GBp except per share items