NVAX vs. AZN
Compare and contrast key facts about Novavax, Inc. (NVAX) and AstraZeneca PLC (AZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVAX or AZN.
Performance
NVAX vs. AZN - Performance Comparison
Returns By Period
In the year-to-date period, NVAX achieves a 61.77% return, which is significantly higher than AZN's -4.09% return. Over the past 10 years, NVAX has underperformed AZN with an annualized return of -22.76%, while AZN has yielded a comparatively higher 8.97% annualized return.
NVAX
61.77%
-23.72%
-47.50%
35.51%
16.10%
-22.76%
AZN
-4.09%
-19.21%
-17.27%
0.73%
8.43%
8.97%
Fundamentals
| NVAX | AZN | |
|---|---|---|
| Market Cap | $1.35B | $202.13B |
| EPS | -$2.62 | $2.06 |
| PEG Ratio | 0.00 | 0.73 |
| Total Revenue (TTM) | $800.68M | $38.56B |
| Gross Profit (TTM) | $566.95M | $29.12B |
| EBITDA (TTM) | -$126.11M | $12.74B |
Key characteristics
| NVAX | AZN | |
|---|---|---|
| Sharpe Ratio | 0.23 | 0.11 |
| Sortino Ratio | 1.75 | 0.29 |
| Omega Ratio | 1.21 | 1.04 |
| Calmar Ratio | 0.34 | 0.08 |
| Martin Ratio | 1.03 | 0.31 |
| Ulcer Index | 32.08% | 7.50% |
| Daily Std Dev | 142.67% | 20.40% |
| Max Drawdown | -98.82% | -48.94% |
| Current Drawdown | -97.57% | -27.84% |
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Correlation
The correlation between NVAX and AZN is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
NVAX vs. AZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novavax, Inc. (NVAX) 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.
Dividends
NVAX vs. AZN - Dividend Comparison
NVAX has not paid dividends to shareholders, while AZN's dividend yield for the trailing twelve months is around 2.35%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVAX Novavax, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AZN AstraZeneca PLC | 2.35% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% | 4.72% |
Drawdowns
NVAX vs. AZN - Drawdown Comparison
The maximum NVAX drawdown since its inception was -98.82%, which is greater than AZN's maximum drawdown of -48.94%. Use the drawdown chart below to compare losses from any high point for NVAX and AZN. For additional features, visit the drawdowns tool.
Volatility
NVAX vs. AZN - Volatility Comparison
Novavax, Inc. (NVAX) has a higher volatility of 17.20% compared to AstraZeneca PLC (AZN) at 9.29%. This indicates that NVAX's price experiences larger fluctuations and is considered to be riskier than AZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NVAX vs. AZN - Financials Comparison
This section allows you to compare key financial metrics between Novavax, 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