SGPYY vs. AZN
SGPYY (Sage Group PLC ADR) and AZN (AstraZeneca PLC) are both stocks. SGPYY operates in Software - Application (Technology), while AZN operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SGPYY returned 4.87%/yr vs 14.32%/yr for AZN. At a 0.26 correlation, their price movements are largely independent.
Performance
SGPYY vs. AZN - Performance Comparison
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Returns By Period
In the year-to-date period, SGPYY achieves a -21.73% return, which is significantly lower than AZN's -4.71% return. Over the past 10 years, SGPYY has underperformed AZN with an annualized return of 4.87%, while AZN has yielded a comparatively higher 14.32% annualized return.
SGPYY
- 1D
- -0.04%
- 1M
- 0.93%
- 6M
- -22.41%
- YTD
- -21.73%
- 1Y
- -31.68%
- 3Y*
- 0.04%
- 5Y*
- 4.75%
- 10Y*
- 4.87%
AZN
- 1D
- -3.85%
- 1M
- -3.99%
- 6M
- -7.45%
- YTD
- -4.71%
- 1Y
- 24.01%
- 3Y*
- 12.36%
- 5Y*
- 10.06%
- 10Y*
- 14.32%
SGPYY vs. AZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGPYY Sage Group PLC ADR | -21.73% | -7.16% | 7.97% | 70.61% | -22.82% | 51.27% | -17.88% | 33.20% | -27.65% | 38.66% |
AZN AstraZeneca PLC | -4.71% | 43.30% | -0.62% | 1.44% | 19.14% | 19.66% | 3.12% | 35.68% | 13.86% | 33.10% |
Correlation
The correlation between SGPYY and AZN is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.26 |
The correlation between SGPYY and AZN shifts across timeframes, from -0.01 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SGPYY:
$9.97B
AZN:
$266.15B
SGPYY:
£3.03
AZN:
$6.65
SGPYY:
10.93
AZN:
25.79
SGPYY:
0.81
AZN:
0.04
SGPYY:
1.58
AZN:
4.43
SGPYY:
36.12
AZN:
5.66
SGPYY:
£5.07B
AZN:
$60.44B
SGPYY:
£4.66B
AZN:
$49.37B
SGPYY:
£1.27B
AZN:
$20.47B
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Return for Risk
SGPYY vs. AZN — Risk / Return Rank
SGPYY
AZN
SGPYY vs. AZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sage Group PLC ADR (SGPYY) 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.
| SGPYY | AZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.17 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 1.30 | -2.16 |
| Martin ratioReturn relative to average drawdown | -1.37 | 3.50 | -4.87 |
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Drawdowns
SGPYY vs. AZN - Drawdown Comparison
The maximum SGPYY drawdown since its inception was -58.33%, which is greater than AZN's maximum drawdown of -48.94%. Use the drawdown chart below to compare losses from any high point for SGPYY and AZN.
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Drawdown Indicators
| SGPYY | AZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.33% | -48.94% | -9.39% |
Max Drawdown (1Y)Largest decline over 1 year | -37.60% | -17.67% | -19.93% |
Max Drawdown (3Y)Largest decline over 3 years | -38.41% | -27.87% | -10.54% |
Max Drawdown (5Y)Largest decline over 5 years | -38.61% | -27.87% | -10.74% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | -27.87% | -14.98% |
Current DrawdownCurrent decline from peak | -34.48% | -17.67% | -16.81% |
Average DrawdownAverage peak-to-trough decline | -14.74% | -11.37% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.52% | 6.56% | +16.96% |
Volatility
SGPYY vs. AZN - Volatility Comparison
The current volatility for Sage Group PLC ADR (SGPYY) is 7.87%, while AstraZeneca PLC (AZN) has a volatility of 12.07%. This indicates that SGPYY 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
| SGPYY | AZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 12.07% | -4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 25.82% | 20.28% | +5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.30% | 27.52% | +1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.48% | 24.53% | +3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.61% | 25.05% | +4.56% |
Dividends
SGPYY vs. AZN - Dividend Comparison
SGPYY's dividend yield for the trailing twelve months is around 2.71%, less than AZN's 3.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 3.10% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
SGPYY Sage Group PLC ADR | 2.71% | 1.87% | 1.57% | 1.50% | 2.59% | 1.88% | 2.37% | 1.86% | 2.45% | 1.47% | 4.60% | 1.88% |
Financials
SGPYY vs. AZN - Financials Comparison
This section allows you to compare key financial metrics between Sage Group PLC ADR 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
SGPYY vs. AZN - Profitability Comparison
SGPYY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Sage Group PLC ADR reported a gross profit of 1.23B and revenue of 1.38B. Therefore, the gross margin over that period was 89.1%.
AZN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
SGPYY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Sage Group PLC ADR reported an operating income of 308.57M and revenue of 1.38B, resulting in an operating margin of 22.3%.
AZN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, AstraZeneca PLC reported an operating income of 4.25B and revenue of 15.29B, resulting in an operating margin of 27.8%.
SGPYY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Sage Group PLC ADR reported a net income of 198.94M and revenue of 1.38B, resulting in a net margin of 14.4%.
AZN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
SGPYY and AZN have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AZN has higher volatility (12.07%) compared to SGPYY (7.87%). In terms of maximum drawdown, SGPYY dropped -58.33% vs AZN's -48.94%.
AZN currently has the higher Sharpe Ratio (0.84 vs -1.10), 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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