GRFS vs. AMGN
GRFS (Grifols, S.A.) and AMGN (Amgen Inc.) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 10 years, GRFS returned -5.86%/yr vs 12.64%/yr for AMGN. At a 0.29 correlation, their price movements are largely independent.
Performance
GRFS vs. AMGN - Performance Comparison
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Returns By Period
In the year-to-date period, GRFS achieves a -21.18% return, which is significantly lower than AMGN's 9.36% return. Over the past 10 years, GRFS has underperformed AMGN with an annualized return of -5.86%, while AMGN has yielded a comparatively higher 12.64% annualized return.
GRFS
- 1D
- 2.08%
- 1M
- -7.99%
- YTD
- -21.18%
- 6M
- -18.38%
- 1Y
- -11.94%
- 3Y*
- -5.71%
- 5Y*
- -15.90%
- 10Y*
- -5.86%
AMGN
- 1D
- 0.40%
- 1M
- 5.02%
- YTD
- 9.36%
- 6M
- 7.18%
- 1Y
- 29.63%
- 3Y*
- 19.85%
- 5Y*
- 11.22%
- 10Y*
- 12.64%
GRFS vs. AMGN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRFS Grifols, S.A. | -21.18% | 27.79% | -35.64% | 36.00% | -24.31% | -37.82% | -20.10% | 29.06% | -18.28% | 44.48% |
AMGN Amgen Inc. | 9.36% | 29.67% | -6.77% | 13.46% | 20.43% | 0.87% | -1.99% | 27.60% | 15.23% | 22.27% |
Correlation
The correlation between GRFS and AMGN is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2011 | 0.29 |
Fundamentals
GRFS:
$5.02B
AMGN:
$191.93B
GRFS:
€0.61
AMGN:
$14.38
GRFS:
10.65
AMGN:
24.54
GRFS:
0.17
AMGN:
1.41
GRFS:
0.59
AMGN:
5.14
GRFS:
0.81
AMGN:
20.89
GRFS:
€7.45B
AMGN:
$37.24B
GRFS:
€2.81B
AMGN:
$26.61B
GRFS:
€1.56B
AMGN:
$17.27B
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Return for Risk
GRFS vs. AMGN — Risk / Return Rank
GRFS
AMGN
GRFS vs. AMGN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grifols, S.A. (GRFS) and Amgen Inc. (AMGN). 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.
| GRFS | AMGN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.21 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.80 | -2.16 |
| Martin ratioReturn relative to average drawdown | -0.67 | 4.05 | -4.72 |
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Drawdowns
GRFS vs. AMGN - Drawdown Comparison
The maximum GRFS drawdown since its inception was -78.01%, which is greater than AMGN's maximum drawdown of -63.48%. Use the drawdown chart below to compare losses from any high point for GRFS and AMGN.
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Drawdown Indicators
| GRFS | AMGN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.01% | -63.48% | -14.53% |
Max Drawdown (1Y)Largest decline over 1 year | -33.15% | -16.57% | -16.58% |
Max Drawdown (3Y)Largest decline over 3 years | -52.68% | -22.74% | -29.94% |
Max Drawdown (5Y)Largest decline over 5 years | -69.29% | -24.86% | -44.43% |
Max Drawdown (10Y)Largest decline over 10 years | -78.01% | -24.86% | -53.15% |
Current DrawdownCurrent decline from peak | -69.87% | -8.42% | -61.45% |
Average DrawdownAverage peak-to-trough decline | -31.87% | -16.77% | -15.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 7.34% | +10.59% |
Volatility
GRFS vs. AMGN - Volatility Comparison
The current volatility for Grifols, S.A. (GRFS) is 7.33%, while Amgen Inc. (AMGN) has a volatility of 7.97%. This indicates that GRFS experiences smaller price fluctuations and is considered to be less risky than AMGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRFS | AMGN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 7.97% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 24.47% | 19.37% | +5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.47% | 27.20% | +4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.78% | 24.03% | +24.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.30% | 24.85% | +15.45% |
Dividends
GRFS vs. AMGN - Dividend Comparison
GRFS's dividend yield for the trailing twelve months is around 2.39%, less than AMGN's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMGN Amgen Inc. | 2.78% | 2.91% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% |
GRFS Grifols, S.A. | 2.39% | 1.88% | 0.00% | 0.00% | 0.00% | 3.20% | 0.83% | 1.55% | 2.32% | 1.24% | 1.67% | 2.01% |
Financials
GRFS vs. AMGN - Financials Comparison
This section allows you to compare key financial metrics between Grifols, S.A. and Amgen Inc.. 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
GRFS vs. AMGN - Profitability Comparison
GRFS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Grifols, S.A. reported a gross profit of 630.20M and revenue of 1.73B. Therefore, the gross margin over that period was 36.5%.
AMGN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amgen Inc. reported a gross profit of 5.87B and revenue of 8.62B. Therefore, the gross margin over that period was 68.2%.
GRFS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Grifols, S.A. reported an operating income of 253.09M and revenue of 1.73B, resulting in an operating margin of 14.7%.
AMGN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amgen Inc. reported an operating income of 2.67B and revenue of 8.62B, resulting in an operating margin of 30.9%.
GRFS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Grifols, S.A. reported a net income of 74.20M and revenue of 1.73B, resulting in a net margin of 4.3%.
AMGN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amgen Inc. reported a net income of 1.82B and revenue of 8.62B, resulting in a net margin of 21.1%.
Frequently Asked Questions
GRFS and AMGN have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMGN has higher volatility (7.97%) compared to GRFS (7.33%). In terms of maximum drawdown, GRFS dropped -78.01% vs AMGN's -63.48%.
AMGN currently has the higher Sharpe Ratio (1.10 vs -0.38), 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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