EONGY vs. AZN
EONGY (E.ON SE ADR) and AZN (AstraZeneca PLC) are both stocks. EONGY operates in Utilities - Diversified (Utilities), while AZN operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, EONGY returned 14.65%/yr vs 15.97%/yr for AZN. At a 0.33 correlation, their price movements are largely independent.
Performance
EONGY vs. AZN - Performance Comparison
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Returns By Period
In the year-to-date period, EONGY achieves a 16.21% return, which is significantly higher than AZN's -0.75% return. Over the past 10 years, EONGY has underperformed AZN with an annualized return of 14.65%, while AZN has yielded a comparatively higher 15.97% annualized return.
EONGY
- 1D
- -0.09%
- 1M
- -3.35%
- YTD
- 16.21%
- 6M
- 23.24%
- 1Y
- 22.28%
- 3Y*
- 25.00%
- 5Y*
- 16.33%
- 10Y*
- 14.65%
AZN
- 1D
- -1.94%
- 1M
- -4.78%
- YTD
- -0.75%
- 6M
- 1.57%
- 1Y
- 22.51%
- 3Y*
- 8.94%
- 5Y*
- 11.28%
- 10Y*
- 15.97%
EONGY vs. AZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EONGY E.ON SE ADR | 16.21% | 68.77% | -9.82% | 41.96% | -25.33% | 30.17% | 7.27% | 11.88% | -7.04% | 62.83% |
AZN AstraZeneca PLC | -0.75% | 43.30% | -0.62% | 1.44% | 19.14% | 19.66% | 3.12% | 35.68% | 13.86% | 33.10% |
Correlation
The correlation between EONGY and AZN is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2007 | 0.33 |
Fundamentals
EONGY:
$55.84B
AZN:
$279.03B
EONGY:
€1.33
AZN:
$6.66
EONGY:
13.93
AZN:
26.85
EONGY:
0.08
AZN:
0.04
EONGY:
0.64
AZN:
4.62
EONGY:
2.20
AZN:
5.90
EONGY:
€75.47B
AZN:
$60.44B
EONGY:
€15.73B
AZN:
$49.37B
EONGY:
€9.86B
AZN:
$20.47B
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Return for Risk
EONGY vs. AZN — Risk / Return Rank
EONGY
AZN
EONGY vs. AZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for E.ON SE ADR (EONGY) and AstraZeneca PLC (AZN). 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.
| EONGY | AZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 1.47 | +0.58 |
| Martin ratioReturn relative to average drawdown | 4.71 | 3.82 | +0.89 |
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Drawdowns
EONGY vs. AZN - Drawdown Comparison
The maximum EONGY drawdown since its inception was -85.09%, which is greater than AZN's maximum drawdown of -48.94%. Use the drawdown chart below to compare losses from any high point for EONGY and AZN.
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Drawdown Indicators
| EONGY | AZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.09% | -48.94% | -36.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -15.43% | +4.50% |
Max Drawdown (3Y)Largest decline over 3 years | -29.37% | -27.87% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -46.78% | -27.87% | -18.91% |
Max Drawdown (10Y)Largest decline over 10 years | -46.78% | -27.87% | -18.91% |
Current DrawdownCurrent decline from peak | -25.11% | -14.25% | -10.86% |
Average DrawdownAverage peak-to-trough decline | -61.01% | -11.37% | -49.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.74% | 5.99% | -1.25% |
Volatility
EONGY vs. AZN - Volatility Comparison
The current volatility for E.ON SE ADR (EONGY) is 7.13%, while AstraZeneca PLC (AZN) has a volatility of 7.95%. This indicates that EONGY experiences smaller price fluctuations and is considered to be less risky than AZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EONGY | AZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 7.95% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 18.19% | 17.74% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.12% | 25.76% | -2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.58% | 24.03% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.16% | 24.93% | +0.23% |
Dividends
EONGY vs. AZN - Dividend Comparison
EONGY's dividend yield for the trailing twelve months is around 3.12%, more than AZN's 2.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 2.98% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
EONGY E.ON SE ADR | 3.12% | 3.27% | 4.98% | 4.06% | 5.22% | 2.91% | 3.33% | 3.39% | 2.77% | 4.35% | 29.92% | 5.47% |
Financials
EONGY vs. AZN - Financials Comparison
This section allows you to compare key financial metrics between E.ON SE ADR 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.
Total Revenue: Total amount of money received from sales and other business activities
EONGY vs. AZN - Profitability Comparison
EONGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported a gross profit of 2.78B and revenue of 22.18B. Therefore, the gross margin over that period was 12.5%.
AZN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported a gross profit of 12.61B and revenue of 15.29B. Therefore, the gross margin over that period was 82.5%.
EONGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported an operating income of 2.62B and revenue of 22.18B, resulting in an operating margin of 11.8%.
AZN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported an operating income of 4.25B and revenue of 15.29B, resulting in an operating margin of 27.8%.
EONGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, E.ON SE ADR reported a net income of 2.27B and revenue of 22.18B, resulting in a net margin of 10.2%.
AZN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported a net income of 3.08B and revenue of 15.29B, resulting in a net margin of 20.2%.
Frequently Asked Questions
EONGY and AZN have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AZN has higher volatility (7.95%) compared to EONGY (7.13%). In terms of maximum drawdown, EONGY dropped -85.09% vs AZN's -48.94%.
EONGY currently has the higher Sharpe Ratio (0.97 vs 0.88), 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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