TEVA vs. AZN.L
Compare and contrast key facts about Teva Pharmaceutical Industries Limited (TEVA) and AstraZeneca plc (AZN.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEVA or AZN.L.
Key characteristics
| TEVA | AZN.L | |
|---|---|---|
| YTD Return | 76.34% | 15.84% |
| 1Y Return | 74.34% | 12.24% |
| 3Y Return (Ann) | 26.78% | 16.40% |
| 5Y Return (Ann) | 18.36% | 14.49% |
| 10Y Return (Ann) | -9.12% | 13.89% |
| Sharpe Ratio | 2.24 | 0.68 |
| Daily Std Dev | 34.87% | 21.38% |
| Max Drawdown | -93.11% | -49.99% |
| Current Drawdown | -72.52% | -9.49% |
Fundamentals
| TEVA | AZN.L | |
|---|---|---|
| Market Cap | $20.86B | £184.92B |
| EPS | -$0.39 | £3.16 |
| PEG Ratio | 1.29 | 0.88 |
| Total Revenue (TTM) | $16.30B | £49.13B |
| Gross Profit (TTM) | $8.07B | £40.33B |
| EBITDA (TTM) | $4.50B | £14.82B |
Correlation
The correlation between TEVA and AZN.L is 0.16, 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.
Performance
TEVA vs. AZN.L - Performance Comparison
In the year-to-date period, TEVA achieves a 76.34% return, which is significantly higher than AZN.L's 15.84% return. Over the past 10 years, TEVA has underperformed AZN.L with an annualized return of -9.12%, while AZN.L has yielded a comparatively higher 13.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
TEVA vs. AZN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teva Pharmaceutical Industries Limited (TEVA) and AstraZeneca plc (AZN.L). 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
TEVA vs. AZN.L - Dividend Comparison
TEVA has not paid dividends to shareholders, while AZN.L's dividend yield for the trailing twelve months is around 1.94%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEVA Teva Pharmaceutical Industries Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.49% | 3.75% | 2.08% | 2.37% | 3.19% |
AZN.L AstraZeneca plc | 1.94% | 2.21% | 1.98% | 2.33% | 2.95% | 2.87% | 3.44% | 4.28% | 4.50% | 3.95% | 3.73% | 5.03% |
Drawdowns
TEVA vs. AZN.L - Drawdown Comparison
The maximum TEVA drawdown since its inception was -93.11%, which is greater than AZN.L's maximum drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for TEVA and AZN.L. For additional features, visit the drawdowns tool.
Volatility
TEVA vs. AZN.L - Volatility Comparison
Teva Pharmaceutical Industries Limited (TEVA) has a higher volatility of 6.76% compared to AstraZeneca plc (AZN.L) at 6.04%. This indicates that TEVA's price experiences larger fluctuations and is considered to be riskier than AZN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TEVA vs. AZN.L - Financials Comparison
This section allows you to compare key financial metrics between Teva Pharmaceutical Industries Limited 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