PortfoliosLab logoPortfoliosLab logo
FDP vs. AZN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FDP vs. AZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fresh Del Monte Produce Inc. (FDP) and AstraZeneca PLC (AZN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FDP achieves a -18.53% return, which is significantly lower than AZN's 1.85% return. Over the past 10 years, FDP has underperformed AZN with an annualized return of -4.34%, while AZN has yielded a comparatively higher 15.97% annualized return.


FDP

1D
1.13%
1M
-21.69%
YTD
-18.53%
6M
-21.05%
1Y
-9.95%
3Y*
5.64%
5Y*
-0.90%
10Y*
-4.34%

AZN

1D
1.04%
1M
0.32%
YTD
1.85%
6M
4.25%
1Y
29.14%
3Y*
9.91%
5Y*
11.83%
10Y*
15.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDP vs. AZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDP
Fresh Del Monte Produce Inc.
-18.53%11.11%31.31%3.09%-2.98%16.50%-30.34%24.32%-39.80%-20.45%
AZN
AstraZeneca PLC
1.85%43.30%-0.62%1.44%19.14%19.66%3.12%35.68%13.86%33.10%

Correlation

The correlation between FDP and AZN is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 24, 1997

0.17

The correlation between FDP and AZN shifts across timeframes, from 0.14 (10 years) to 0.26 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

FDP:

$1.45

AZN:

$6.66

PE Ratio

FDP:

19.75

AZN:

27.56

PEG Ratio

FDP:

0.84

AZN:

0.04

PS Ratio

FDP:

0.32

AZN:

4.74

Total Revenue (TTM)

FDP:

$4.27B

AZN:

$60.44B

Gross Profit (TTM)

FDP:

$395.90M

AZN:

$49.37B

EBITDA (TTM)

FDP:

$190.60M

AZN:

$20.47B

Compare stocks, funds, or ETFs

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


Return for Risk

FDP vs. AZN — Risk / Return Rank

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

FDP
FDP Risk / Return Rank: 2727
Overall Rank
FDP Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FDP Sortino Ratio Rank: 2525
Sortino Ratio Rank
FDP Omega Ratio Rank: 2626
Omega Ratio Rank
FDP Calmar Ratio Rank: 3333
Calmar Ratio Rank
FDP Martin Ratio Rank: 2121
Martin Ratio Rank

AZN
AZN Risk / Return Rank: 7575
Overall Rank
AZN Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AZN Sortino Ratio Rank: 7575
Sortino Ratio Rank
AZN Omega Ratio Rank: 7171
Omega Ratio Rank
AZN Calmar Ratio Rank: 7575
Calmar Ratio Rank
AZN Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDP vs. AZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fresh Del Monte Produce Inc. (FDP) 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.


FDPAZNDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

0.96

1.22

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.30

1.91

-2.21

Martin ratioReturn relative to average drawdown

-1.04

5.05

-6.09

FDP vs. AZN - Sharpe Ratio Comparison

The current FDP Sharpe Ratio is -0.34, which is lower than the AZN Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FDP and AZN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FDPAZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

1.15

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.50

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

0.64

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.50

-0.42

Drawdowns

FDP vs. AZN - Drawdown Comparison

The maximum FDP drawdown since its inception was -84.24%, which is greater than AZN's maximum drawdown of -48.94%. Use the drawdown chart below to compare losses from any high point for FDP and AZN.


Loading charts...

Drawdown Indicators


FDPAZNDifference

Max Drawdown

Largest peak-to-trough decline

-84.24%

-48.94%

-35.30%

Max Drawdown (1Y)

Largest decline over 1 year

-33.31%

-15.43%

-17.88%

Max Drawdown (3Y)

Largest decline over 3 years

-33.31%

-27.87%

-5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-35.04%

-27.87%

-7.17%

Max Drawdown (10Y)

Largest decline over 10 years

-67.32%

-27.87%

-39.45%

Current Drawdown

Current decline from peak

-47.33%

-12.00%

-35.33%

Average Drawdown

Average peak-to-trough decline

-35.08%

-11.37%

-23.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.60%

5.80%

+3.80%

Volatility

FDP vs. AZN - Volatility Comparison

Fresh Del Monte Produce Inc. (FDP) has a higher volatility of 11.85% compared to AstraZeneca PLC (AZN) at 7.49%. This indicates that FDP's price experiences larger fluctuations and is considered to be riskier than AZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FDPAZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.85%

7.49%

+4.36%

Volatility (6M)

Calculated over the trailing 6-month period

22.13%

17.47%

+4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

29.09%

25.51%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.69%

24.00%

+4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.17%

24.91%

+10.26%

Dividends

FDP vs. AZN - Dividend Comparison

FDP's dividend yield for the trailing twelve months is around 4.20%, more than AZN's 2.90% yield.


PositionTTM20252024202320222021202020192018201720162015
AZN
AstraZeneca PLC
2.90%1.70%2.27%2.15%2.12%2.35%2.80%2.81%3.69%3.95%5.01%4.06%
FDP
Fresh Del Monte Produce Inc.
4.20%3.37%3.01%2.86%2.29%1.81%1.25%0.40%2.12%1.26%0.91%1.29%

Financials

FDP vs. AZN - Financials Comparison

This section allows you to compare key financial metrics between Fresh Del Monte Produce Inc. 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


0.005.00B10.00B15.00B20222023202420252026
1.04B
15.29B
(FDP) Total Revenue
(AZN) Total Revenue
Values in USD except per share items

FDP vs. AZN - Profitability Comparison

The chart below illustrates the profitability comparison between Fresh Del Monte Produce Inc. and AstraZeneca PLC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
8.5%
82.5%
Portfolio components
FDP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fresh Del Monte Produce Inc. reported a gross profit of 89.00M and revenue of 1.04B. Therefore, the gross margin over that period was 8.5%.

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%.

FDP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fresh Del Monte Produce Inc. reported an operating income of 37.90M and revenue of 1.04B, resulting in an operating margin of 3.6%.

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%.

FDP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fresh Del Monte Produce Inc. reported a net income of 10.00M and revenue of 1.04B, resulting in a net margin of 1.0%.

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


FDP and AZN have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDP has higher volatility (11.85%) compared to AZN (7.49%). In terms of maximum drawdown, FDP dropped -84.24% vs AZN's -48.94%.

AZN currently has the higher Sharpe Ratio (1.15 vs -0.34), 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.

Portfolio Optimizer

Find the right allocation for FDP and AZN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer