FEAM vs. AZO

Last updated Jun 9, 2026

FEAM (5E Advanced Materials Inc) and AZO (AutoZone, Inc.) are both stocks. FEAM operates in Specialty Chemicals (Basic Materials), while AZO operates in Specialty Retail (Consumer Cyclical). Over the past 3 years, FEAM returned -73.72%/yr vs 9.16%/yr for AZO. At a 0.08 correlation, their price movements are largely independent.

Performance

FEAM vs. AZO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 5E Advanced Materials Inc (FEAM) and AutoZone, Inc. (AZO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FEAM achieves a -44.59% return, which is significantly lower than AZO's -9.36% return.

FEAM

• 1D: -2.31%
• 1M: 5.63%
• YTD: -44.59%
• 6M: -57.43%
• 1Y: -60.70%
• 3Y*: -73.72%
• 5Y*: —
• 10Y*: —

AZO

• 1D: -1.36%
• 1M: -12.07%
• YTD: -9.36%
• 6M: -18.39%
• 1Y: -17.35%
• 3Y*: 9.16%
• 5Y*: 17.26%
• 10Y*: 15.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FEAM vs. AZO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FEAM 5E Advanced Materials Inc	-44.59%	-79.28%	-54.61%	-82.11%	-76.13%
AZO AutoZone, Inc.	-9.36%	5.92%	23.84%	4.84%	28.18%

Correlation

The correlation between FEAM and AZO is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (All Time) Calculated using the full available price history since Mar 16, 2022	0.08

Fundamentals

Market Cap FEAM : $59.00M AZO : $51.80B
EPS FEAM : -$1.76 AZO : $145.27
Total Revenue (TTM) FEAM : $0.00 AZO : $19.99B
Gross Profit (TTM) FEAM : -$10.56M AZO : $10.34B
EBITDA (TTM) FEAM : -$22.23M AZO : $4.26B

Return for Risk

FEAM vs. AZO — Risk / Return Rank

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

FEAM

FEAM Risk / Return Rank: 19
FEAM Sharpe Ratio Rank: 19
FEAM Sortino Ratio Rank: 23
FEAM Omega Ratio Rank: 24
FEAM Calmar Ratio Rank: 15
FEAM Martin Ratio Rank: 16

AZO

AZO Risk / Return Rank: 17
AZO Sharpe Ratio Rank: 14
AZO Sortino Ratio Rank: 16
AZO Omega Ratio Rank: 16
AZO Calmar Ratio Rank: 23
AZO Martin Ratio Rank: 17

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.

FEAM vs. AZO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 5E Advanced Materials Inc (FEAM) and AutoZone, Inc. (AZO). 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.

	FEAM	AZO	Difference
Sharpe ratio: Return per unit of total volatility	-0.53	-0.64	+0.11
Sortino ratio: Return per unit of downside risk	-0.40	-0.73	+0.33
Omega ratio: Gain probability vs. loss probability	0.95	0.91	+0.05
Calmar ratio: Return relative to maximum drawdown	-0.74	-0.53	-0.20
Martin ratio: Return relative to average drawdown	-1.17	-1.15	-0.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEAM vs. AZO - Sharpe Ratio Comparison

The current FEAM Sharpe Ratio is -0.53, which is comparable to the AZO Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of FEAM and AZO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FEAM	AZO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.53	-0.64	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.70	0.63	-1.32

Drawdowns

FEAM vs. AZO - Drawdown Comparison

The maximum FEAM drawdown since its inception was -99.84%, which is greater than AZO's maximum drawdown of -46.32%. Use the drawdown chart below to compare losses from any high point for FEAM and AZO.

Drawdown Indicators

	FEAM	AZO	Difference
Max Drawdown Largest peak-to-trough decline	-99.84%	-46.32%	-53.52%
Max Drawdown (1Y) Largest decline over 1 year	-82.66%	-32.59%	-50.07%
Max Drawdown (3Y) Largest decline over 3 years	-98.85%	-32.59%	-66.26%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.14%	—
Current Drawdown Current decline from peak	-99.78%	-29.41%	-70.37%
Average Drawdown Average peak-to-trough decline	-86.41%	-10.88%	-75.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	51.86%	15.08%	+36.78%

Volatility

FEAM vs. AZO - Volatility Comparison

5E Advanced Materials Inc (FEAM) has a higher volatility of 39.16% compared to AutoZone, Inc. (AZO) at 11.38%. This indicates that FEAM's price experiences larger fluctuations and is considered to be riskier than AZO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEAM	AZO	Difference
Volatility (1M) Calculated over the trailing 1-month period	39.16%	11.38%	+27.78%
Volatility (6M) Calculated over the trailing 6-month period	74.83%	22.93%	+51.90%
Volatility (1Y) Calculated over the trailing 1-year period	114.92%	27.20%	+87.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	109.78%	24.45%	+85.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	109.78%	26.48%	+83.30%

Dividends

FEAM vs. AZO - Dividend Comparison

Neither FEAM nor AZO has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both FEAM and AZO in my portfolio?

FEAM and AZO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FEAM or AZO?

FEAM has higher volatility (39.16%) compared to AZO (11.38%). In terms of maximum drawdown, FEAM dropped -99.84% vs AZO's -46.32%.

Which has better risk-adjusted returns?

FEAM currently has the higher Sharpe Ratio (-0.53 vs -0.64), 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.