SDZNY vs. AMGN

Last updated Apr 2, 2026

Compare and contrast key facts about Sandoz Group AG (SDZNY) and Amgen Inc. (AMGN).

Performance

SDZNY vs. AMGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sandoz Group AG (SDZNY) and Amgen Inc. (AMGN). The values are adjusted to include any dividend payments, if applicable.

SDZNY vs. AMGN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SDZNY Sandoz Group AG	10.90%	83.00%	28.40%	20.70%
AMGN Amgen Inc.	8.68%	29.67%	-6.77%	9.36%

Fundamentals

Market Cap SDZNY : $35.31B AMGN : $191.83B
EPS SDZNY : $1.66 AMGN : $14.23
PE Ratio SDZNY : 48.73 AMGN : 24.83
PEG Ratio SDZNY : 0.23 AMGN : 1.43
PS Ratio SDZNY : 1.94 AMGN : 5.21
PB Ratio SDZNY : 3.76 AMGN : 22.16
Total Revenue (TTM) SDZNY : $18.19B AMGN : $36.74B
Gross Profit (TTM) SDZNY : $8.61B AMGN : $24.70B
EBITDA (TTM) SDZNY : $2.13B AMGN : $16.33B

Returns By Period

In the year-to-date period, SDZNY achieves a 10.90% return, which is significantly higher than AMGN's 8.68% return.

SDZNY

• 1D: 3.20%
• 1M: -6.94%
• YTD: 10.90%
• 6M: 43.68%
• 1Y: 100.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMGN

• 1D: 0.41%
• 1M: -8.41%
• YTD: 8.68%
• 6M: 20.02%
• 1Y: 18.72%
• 3Y*: 17.09%
• 5Y*: 10.65%
• 10Y*: 11.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SDZNY vs. AMGN — Risk / Return Rank

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

SDZNY

SDZNY Risk / Return Rank: 95
SDZNY Sharpe Ratio Rank: 97
SDZNY Sortino Ratio Rank: 97
SDZNY Omega Ratio Rank: 95
SDZNY Calmar Ratio Rank: 93
SDZNY Martin Ratio Rank: 95

AMGN

AMGN Risk / Return Rank: 61
AMGN Sharpe Ratio Rank: 64
AMGN Sortino Ratio Rank: 58
AMGN Omega Ratio Rank: 55
AMGN Calmar Ratio Rank: 64
AMGN Martin Ratio Rank: 65

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.

SDZNY vs. AMGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sandoz Group AG (SDZNY) 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.

	SDZNY	AMGN	Difference
Sharpe ratio Return per unit of total volatility	3.20	0.65	+2.55
Sortino ratio Return per unit of downside risk	4.00	1.13	+2.87
Omega ratio Gain probability vs. loss probability	1.53	1.14	+0.39
Calmar ratio Return relative to maximum drawdown	5.03	1.10	+3.93
Martin ratio Return relative to average drawdown	17.45	2.67	+14.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDZNY vs. AMGN - Sharpe Ratio Comparison

The current SDZNY Sharpe Ratio is 3.20, which is higher than the AMGN Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SDZNY and AMGN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SDZNY	AMGN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.20	0.65	+2.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.45	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.93	0.61	+1.31

Correlation

The correlation between SDZNY and AMGN 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.

Dividends

SDZNY vs. AMGN - Dividend Comparison

SDZNY's dividend yield for the trailing twelve months is around 0.90%, less than AMGN's 2.73% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SDZNY Sandoz Group AG	0.90%	1.00%	1.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMGN Amgen Inc.	2.73%	2.91%	3.45%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%

Drawdowns

SDZNY vs. AMGN - Drawdown Comparison

The maximum SDZNY drawdown since its inception was -25.34%, smaller than the maximum AMGN drawdown of -63.48%. Use the drawdown chart below to compare losses from any high point for SDZNY and AMGN.

Drawdown Indicators

	SDZNY	AMGN	Difference
Max Drawdown Largest peak-to-trough decline	-25.34%	-63.48%	+38.14%
Max Drawdown (1Y) Largest decline over 1 year	-19.09%	-15.35%	-3.74%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.86%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-24.86%	—
Current Drawdown Current decline from peak	-13.55%	-8.99%	-4.56%
Average Drawdown Average peak-to-trough decline	-5.44%	-16.80%	+11.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.50%	6.36%	-0.86%

Volatility

SDZNY vs. AMGN - Volatility Comparison

Sandoz Group AG (SDZNY) has a higher volatility of 8.58% compared to Amgen Inc. (AMGN) at 6.09%. This indicates that SDZNY's price experiences larger fluctuations and is considered to be riskier than AMGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDZNY	AMGN	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.58%	6.09%	+2.49%
Volatility (6M) Calculated over the trailing 6-month period	22.29%	20.41%	+1.88%
Volatility (1Y) Calculated over the trailing 1-year period	31.67%	28.98%	+2.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.58%	23.87%	+6.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.58%	24.73%	+5.85%

Financials

SDZNY vs. AMGN - Profitability Comparison

The chart below illustrates the profitability comparison between Sandoz Group AG and Amgen Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SDZNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sandoz Group AG reported a gross profit of 2.25B and revenue of 4.64B. Therefore, the gross margin over that period was 48.4%.

AMGN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Amgen Inc. reported a gross profit of 6.89B and revenue of 9.87B. Therefore, the gross margin over that period was 69.8%.

SDZNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sandoz Group AG reported an operating income of 808.02M and revenue of 4.64B, resulting in an operating margin of 17.4%.

AMGN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Amgen Inc. reported an operating income of 2.72B and revenue of 9.87B, resulting in an operating margin of 27.6%.

SDZNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sandoz Group AG reported a net income of 425.40M and revenue of 4.64B, resulting in a net margin of 9.2%.

AMGN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Amgen Inc. reported a net income of 1.33B and revenue of 9.87B, resulting in a net margin of 13.5%.