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LGEN.L vs. AZN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LGEN.L vs. AZN - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Legal & General Group plc (LGEN.L) and AstraZeneca PLC (AZN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LGEN.L is traded in GBp, while AZN is traded in USD. To make them comparable, the AZN values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LGEN.L achieves a 9.56% return, which is significantly higher than AZN's 1.79% return. Over the past 10 years, LGEN.L has underperformed AZN with an annualized return of 9.70%, while AZN has yielded a comparatively higher 16.63% annualized return.


LGEN.L

1D
0.37%
1M
7.50%
YTD
9.56%
6M
15.01%
1Y
14.74%
3Y*
13.55%
5Y*
8.11%
10Y*
9.70%

AZN

1D
-2.40%
1M
1.44%
YTD
1.79%
6M
1.36%
1Y
29.80%
3Y*
7.39%
5Y*
13.34%
10Y*
16.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGEN.L vs. AZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGEN.L
Legal & General Group plc
9.56%24.31%-0.17%9.34%-10.20%19.04%-4.25%39.75%-10.39%16.77%
AZN
AstraZeneca PLC
1.79%33.09%1.12%-3.63%33.30%20.79%0.09%30.52%20.61%21.59%

Correlation

The correlation between LGEN.L and AZN is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.10

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

0.09

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2007

0.19

The correlation between LGEN.L and AZN shifts across timeframes, from 0.06 (10 years) to 0.19 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LGEN.L:

£16.20B

AZN:

$283.40B

EPS

LGEN.L:

£0.09

AZN:

$6.66

PE Ratio

LGEN.L:

29.56

AZN:

27.27

PEG Ratio

LGEN.L:

1.99

AZN:

0.04

PS Ratio

LGEN.L:

0.24

AZN:

4.69

PB Ratio

LGEN.L:

9.06

AZN:

5.99

Total Revenue (TTM)

LGEN.L:

£66.62B

AZN:

$60.44B

Gross Profit (TTM)

LGEN.L:

£44.74B

AZN:

$49.37B

EBITDA (TTM)

LGEN.L:

£2.02B

AZN:

$20.47B

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Return for Risk

LGEN.L vs. AZN — Risk / Return Rank

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

LGEN.L
LGEN.L Risk / Return Rank: 6262
Overall Rank
LGEN.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LGEN.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
LGEN.L Omega Ratio Rank: 5858
Omega Ratio Rank
LGEN.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
LGEN.L Martin Ratio Rank: 6767
Martin Ratio Rank

AZN
AZN Risk / Return Rank: 7373
Overall Rank
AZN Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AZN Sortino Ratio Rank: 7373
Sortino Ratio Rank
AZN Omega Ratio Rank: 6969
Omega Ratio Rank
AZN Calmar Ratio Rank: 7474
Calmar Ratio Rank
AZN Martin Ratio Rank: 7676
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.

LGEN.L vs. AZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Legal & General Group plc (LGEN.L) 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.


LGEN.LAZNDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratioReturn relative to maximum drawdown

1.04

2.00

-0.96

Martin ratioReturn relative to average drawdown

2.84

5.24

-2.40

LGEN.L vs. AZN - Sharpe Ratio Comparison

The current LGEN.L Sharpe Ratio is 0.71, which is lower than the AZN Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of LGEN.L 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.


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Sharpe Ratios by Period


LGEN.LAZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.21

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.58

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.67

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.54

-0.26

Drawdowns

LGEN.L vs. AZN - Drawdown Comparison

The maximum LGEN.L drawdown since its inception was -84.94%, which is greater than AZN's maximum drawdown of -32.75%. Use the drawdown chart below to compare losses from any high point for LGEN.L and AZN.


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Drawdown Indicators


LGEN.LAZNDifference

Max Drawdown

Largest peak-to-trough decline

-84.94%

-32.75%

-52.19%

Max Drawdown (1Y)

Largest decline over 1 year

-14.17%

-15.03%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-15.59%

-25.73%

+10.14%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-25.73%

-3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-56.47%

-28.56%

-27.91%

Current Drawdown

Current decline from peak

-0.73%

-12.00%

+11.27%

Average Drawdown

Average peak-to-trough decline

-14.02%

-8.23%

-5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

5.71%

-0.54%

Volatility

LGEN.L vs. AZN - Volatility Comparison

Legal & General Group plc (LGEN.L) and AstraZeneca PLC (AZN) have volatilities of 7.44% and 7.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGEN.LAZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

7.38%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

17.27%

17.33%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

20.62%

24.85%

-4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.16%

23.13%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.63%

24.90%

+5.73%

Dividends

LGEN.L vs. AZN - Dividend Comparison

LGEN.L's dividend yield for the trailing twelve months is around 8.06%, more than AZN's 2.93% yield.


PositionTTM20252024202320222021202020192018201720162015
AZN
AstraZeneca PLC
2.93%1.70%2.27%2.15%2.12%2.35%2.80%2.81%3.69%3.95%5.01%4.06%
LGEN.L
Legal & General Group plc
8.06%8.20%8.98%7.82%7.50%5.99%6.60%5.53%6.77%5.36%5.63%4.41%

Financials

LGEN.L vs. AZN - Financials Comparison

This section allows you to compare key financial metrics between Legal & General Group plc 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


-20.00B-10.00B0.0010.00B20.00B30.00B40.00B202120222023202420252026
38.39B
15.29B
(LGEN.L) Total Revenue
(AZN) Total Revenue
Please note, different currencies. LGEN.L values in GBp, AZN values in USD

LGEN.L vs. AZN - Profitability Comparison

The chart below illustrates the profitability comparison between Legal & General Group plc 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%100.0%202120222023202420252026
100.0%
82.5%
Portfolio components
LGEN.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Legal & General Group plc reported a gross profit of 38.39B and revenue of 38.39B. Therefore, the gross margin over that period was 100.0%.

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%.

LGEN.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Legal & General Group plc reported an operating income of 348.00M and revenue of 38.39B, resulting in an operating margin of 0.9%.

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%.

LGEN.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Legal & General Group plc reported a net income of 215.00M and revenue of 38.39B, resulting in a net margin of 0.6%.

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


LGEN.L and AZN have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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