IGM.TO vs. AZN
IGM.TO (IGM Financial Inc.) and AZN (AstraZeneca PLC) are both stocks. IGM.TO operates in Asset Management (Financial Services), while AZN operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, IGM.TO returned 14.85%/yr vs 17.04%/yr for AZN. At a 0.19 correlation, their price movements are largely independent.
Performance
IGM.TO vs. AZN - Performance Comparison
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Different Trading Currencies
IGM.TO is traded in CAD, while AZN is traded in USD. To make them comparable, the AZN values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGM.TO achieves a 32.86% return, which is significantly higher than AZN's 3.75% return. Over the past 10 years, IGM.TO has underperformed AZN with an annualized return of 14.85%, while AZN has yielded a comparatively higher 17.04% annualized return.
IGM.TO
- 1D
- 1.09%
- 1M
- 5.42%
- YTD
- 32.86%
- 6M
- 40.45%
- 1Y
- 92.94%
- 3Y*
- 33.72%
- 5Y*
- 19.16%
- 10Y*
- 14.85%
AZN
- 1D
- 1.07%
- 1M
- 2.44%
- YTD
- 3.75%
- 6M
- 5.00%
- 1Y
- 31.58%
- 3Y*
- 11.50%
- 5Y*
- 15.03%
- 10Y*
- 17.04%
IGM.TO vs. AZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGM.TO IGM Financial Inc. | 32.86% | 40.97% | 38.86% | -1.67% | -12.00% | 39.16% | -0.02% | 27.73% | -25.10% | 22.04% |
AZN AstraZeneca PLC | 3.80% | 36.76% | 7.80% | -0.97% | 26.69% | 19.60% | 0.67% | 30.09% | 23.44% | 24.09% |
Correlation
The correlation between IGM.TO and AZN is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
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 | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2006 | 0.19 |
Fundamentals
IGM.TO:
CA$19.18B
AZN:
$286.33B
IGM.TO:
CA$4.86
AZN:
$6.66
IGM.TO:
16.73
AZN:
27.56
IGM.TO:
3.13
AZN:
0.04
IGM.TO:
5.01
AZN:
4.74
IGM.TO:
2.14
AZN:
6.05
IGM.TO:
CA$3.84B
AZN:
$60.44B
IGM.TO:
CA$1.57B
AZN:
$49.37B
IGM.TO:
CA$1.66B
AZN:
$20.47B
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Return for Risk
IGM.TO vs. AZN — Risk / Return Rank
IGM.TO
AZN
IGM.TO vs. AZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IGM Financial Inc. (IGM.TO) 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.
| IGM.TO | AZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.93 | ||
| Sortino ratioReturn per unit of downside risk | +3.20 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.23 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 8.69 | 2.21 | +6.48 |
| Martin ratioReturn relative to average drawdown | 38.48 | 5.50 | +32.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGM.TO | AZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.15 | 1.23 | +2.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.61 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.66 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.43 | -0.05 |
Drawdowns
IGM.TO vs. AZN - Drawdown Comparison
The maximum IGM.TO drawdown since its inception was -51.72%, roughly equal to the maximum AZN drawdown of -49.50%. Use the drawdown chart below to compare losses from any high point for IGM.TO and AZN.
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Drawdown Indicators
| IGM.TO | AZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.72% | -49.50% | -2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.75% | -14.39% | +3.64% |
Max Drawdown (3Y)Largest decline over 3 years | -25.61% | -25.38% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -25.38% | -7.20% |
Max Drawdown (10Y)Largest decline over 10 years | -47.65% | -26.18% | -21.47% |
Current DrawdownCurrent decline from peak | 0.00% | -10.24% | +10.24% |
Average DrawdownAverage peak-to-trough decline | -13.11% | -13.30% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 5.77% | -3.32% |
Volatility
IGM.TO vs. AZN - Volatility Comparison
The current volatility for IGM Financial Inc. (IGM.TO) is 5.60%, while AstraZeneca PLC (AZN) has a volatility of 7.48%. This indicates that IGM.TO 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
| IGM.TO | AZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 7.48% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 18.97% | 17.93% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.50% | 25.95% | -3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.05% | 24.83% | -3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.45% | 25.75% | -3.30% |
Dividends
IGM.TO vs. AZN - Dividend Comparison
IGM.TO's dividend yield for the trailing twelve months is around 2.84%, less than AZN's 2.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGM.TO IGM Financial Inc. | 2.84% | 3.64% | 4.90% | 6.43% | 5.96% | 4.93% | 6.52% | 6.04% | 7.25% | 5.14% | 5.91% | 8.07% |
Financials
IGM.TO vs. AZN - Financials Comparison
This section allows you to compare key financial metrics between IGM Financial 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.
Total Revenue: Total amount of money received from sales and other business activities
IGM.TO vs. AZN - Profitability Comparison
IGM.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, IGM Financial Inc. reported a gross profit of 509.55M and revenue of 925.05M. Therefore, the gross margin over that period was 55.1%.
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%.
IGM.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, IGM Financial Inc. reported an operating income of 330.21M and revenue of 925.05M, resulting in an operating margin of 35.7%.
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%.
IGM.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, IGM Financial Inc. reported a net income of 283.82M and revenue of 925.05M, resulting in a net margin of 30.7%.
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
IGM.TO and AZN have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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