GRFS vs. AZN
GRFS (Grifols, S.A.) and AZN (AstraZeneca PLC) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 10 years, GRFS returned -6.41%/yr vs 15.87%/yr for AZN. At a 0.26 correlation, their price movements are largely independent.
Performance
GRFS vs. AZN - Performance Comparison
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Returns By Period
In the year-to-date period, GRFS achieves a -23.21% return, which is significantly lower than AZN's 0.51% return. Over the past 10 years, GRFS has underperformed AZN with an annualized return of -6.41%, while AZN has yielded a comparatively higher 15.87% annualized return.
GRFS
- 1D
- -1.37%
- 1M
- -10.03%
- YTD
- -23.21%
- 6M
- -21.19%
- 1Y
- -12.77%
- 3Y*
- -6.49%
- 5Y*
- -16.03%
- 10Y*
- -6.41%
AZN
- 1D
- 2.60%
- 1M
- -3.21%
- YTD
- 0.51%
- 6M
- 0.29%
- 1Y
- 31.72%
- 3Y*
- 10.40%
- 5Y*
- 11.70%
- 10Y*
- 15.87%
GRFS vs. AZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRFS Grifols, S.A. | -23.21% | 27.79% | -35.64% | 36.00% | -24.31% | -37.82% | -20.10% | 29.06% | -18.28% | 44.48% |
AZN AstraZeneca PLC | 0.51% | 43.30% | -0.62% | 1.44% | 19.14% | 19.66% | 3.12% | 35.68% | 13.86% | 33.10% |
Correlation
The correlation between GRFS and AZN is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2011 | 0.26 |
The correlation between GRFS and AZN shifts across timeframes, from 0.20 (5 years) to 0.33 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GRFS:
$4.89B
AZN:
$282.57B
GRFS:
€0.61
AZN:
$6.66
GRFS:
10.37
AZN:
27.19
GRFS:
0.17
AZN:
0.04
GRFS:
0.58
AZN:
4.67
GRFS:
0.79
AZN:
5.97
GRFS:
€7.45B
AZN:
$60.44B
GRFS:
€2.81B
AZN:
$49.37B
GRFS:
€1.56B
AZN:
$20.47B
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Return for Risk
GRFS vs. AZN — Risk / Return Rank
GRFS
AZN
GRFS vs. AZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grifols, S.A. (GRFS) 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.
| GRFS | AZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.23 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.99 | -2.38 |
| Martin ratioReturn relative to average drawdown | -0.72 | 5.21 | -5.93 |
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Drawdowns
GRFS vs. AZN - Drawdown Comparison
The maximum GRFS drawdown since its inception was -78.01%, which is greater than AZN's maximum drawdown of -48.94%. Use the drawdown chart below to compare losses from any high point for GRFS and AZN.
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Drawdown Indicators
| GRFS | AZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.01% | -48.94% | -29.07% |
Max Drawdown (1Y)Largest decline over 1 year | -33.15% | -16.08% | -17.07% |
Max Drawdown (3Y)Largest decline over 3 years | -52.68% | -27.87% | -24.81% |
Max Drawdown (5Y)Largest decline over 5 years | -69.29% | -27.87% | -41.42% |
Max Drawdown (10Y)Largest decline over 10 years | -78.01% | -27.87% | -50.14% |
Current DrawdownCurrent decline from peak | -70.65% | -13.16% | -57.49% |
Average DrawdownAverage peak-to-trough decline | -31.85% | -11.37% | -20.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.70% | 6.12% | +11.58% |
Volatility
GRFS vs. AZN - Volatility Comparison
The current volatility for Grifols, S.A. (GRFS) is 6.92%, while AstraZeneca PLC (AZN) has a volatility of 7.99%. This indicates that GRFS 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
| GRFS | AZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 7.99% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 24.41% | 17.73% | +6.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.79% | 25.60% | +6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.78% | 24.09% | +24.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.31% | 24.88% | +15.43% |
Dividends
GRFS vs. AZN - Dividend Comparison
GRFS's dividend yield for the trailing twelve months is around 2.45%, less than AZN's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 2.94% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
GRFS Grifols, S.A. | 2.45% | 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. AZN - Financials Comparison
This section allows you to compare key financial metrics between Grifols, S.A. 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
GRFS vs. AZN - 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%.
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%.
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%.
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%.
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%.
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
GRFS and AZN have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AZN has higher volatility (7.99%) compared to GRFS (6.92%). In terms of maximum drawdown, GRFS dropped -78.01% vs AZN's -48.94%.
AZN currently has the higher Sharpe Ratio (1.25 vs -0.41), 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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