AstraZeneca PLC

10-Year Study

AZN.LSE · Healthcare · GB · Common Stock

Executive Summary: AstraZeneca PLC has compounded at 17.4% annually over the last 10 years, with a maximum drawdown of 22.7% and an annualized volatility of 35.1%.

1Y CAGR
+45.5%
3Y CAGR
+10.9%
5Y CAGR
+15.7%
10Y CAGR
+17.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
22.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -3.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.415.5-5.51.2————————8.9%
20258.47.0-6.0-4.7-0.1-5.611.94.8-5.211.512.1-1.334.6%
2024-0.9-3.47.013.01.11.40.18.0-12.7-4.7-3.9-1.40.9%
2023-5.64.23.24.6-0.7-3.3-0.8-4.14.1-7.7-1.24.7-3.5%
2022-0.76.911.85.5-2.23.30.4-1.1-6.63.18.90.532.3%
20212.3-5.54.36.54.37.9-4.83.85.21.5-9.04.921.8%
2020-2.4-6.66.215.33.1-1.91.3-1.41.4-8.20.5-6.2-1.0%
2019-5.813.6-0.1-6.71.910.49.74.7-0.83.3-0.62.034.0%
2018-4.60.52.54.27.1-3.911.7-0.12.90.52.1-4.019.3%
2017-5.514.45.8-5.612.9-1.9-11.00.99.11.6-5.17.221.1%
2016———0.72.510.913.0-1.41.9-8.3-9.66.915.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 35.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.0% of variance. Idiosyncratic stock-specific factors contribute 13.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110065.342653818203
2016-05-0110321.588911079218
2016-06-0111446.508658282566
2016-07-0112935.297796980445
2016-08-0112748.8537071804
2016-09-0112995.572122836455
2016-10-0111915.204806230324
2016-11-0110776.404297532135
2016-12-0111524.350796214338
2017-01-0110891.972424469444
2017-02-0112460.195091166357
2017-03-0113180.600428944193
2017-04-0112442.755054935415
2017-05-0114043.208666017448
2017-06-0113777.58455002814
2017-07-0112258.964534618508
2017-08-0112373.031124555893
2017-09-0113501.072155497875
2017-10-0113710.877017867573
2017-11-0113016.069213236979
2017-12-0113953.378488998023
2018-01-0113314.427860764508
2018-02-0113380.73703293829
2018-03-0113718.407934838968
2018-04-0114299.87446535717
2018-05-0115317.090791365688
2018-06-0114720.211555801421
2018-07-0116435.187855090437
2018-08-0116426.63814782695
2018-09-0116902.854621700142
2018-10-0116979.38927792572
2018-11-0117339.386446358334
2018-12-0116647.73853153713
2019-01-0115681.13237276874
2019-02-0117818.06072618771
2019-03-0117806.450889934844
2019-04-0116619.35418671563
2019-05-0116929.915085776538
2019-06-0118685.889323979685
2019-07-0120494.107483674077
2019-08-0121456.649072320037
2019-09-0121289.52305035243
2019-10-0121993.2119594911
2019-11-0121867.13409849427
2019-12-0122304.00791144301
2020-01-0121767.445024271947
2020-02-0120321.76007604781
2020-03-0121584.018357630786
2020-04-0124892.212192084135
2020-05-0125663.924314609005
2020-06-0125188.33442068072
2020-07-0125514.36781295038
2020-08-0125147.253461632128
2020-09-0125500.03881105875
2020-10-0123416.495478921635
2020-11-0123534.090595397174
2020-12-0122083.751394943247
2021-01-0122587.299258681447
2021-02-0121353.033794866064
2021-03-0122281.560360352483
2021-04-0123720.469089041588
2021-05-0124738.15859565191
2021-06-0126696.672921988953
2021-07-0125420.717684805557
2021-08-0126386.09152412941
2021-09-0127762.110280256846
2021-10-0128183.593595191363
2021-11-0125648.495552170676
2021-12-0126894.350695086934
2022-01-0126705.302916213757
2022-02-0128535.40251850973
2022-03-0131915.29978399733
2022-04-0133666.6720419072
2022-05-0132929.58375686129
2022-06-0134019.4666157932
2022-07-0134158.06445970223
2022-08-0133766.54389708401
2022-09-0131545.895716871688
2022-10-0132529.325581325433
2022-11-0135422.51303791923
2022-12-0135587.47575333768
2023-01-0133595.236803488406
2023-02-0135010.85172235006
2023-03-0136143.55554668793
2023-04-0137797.56090261404
2023-05-0137520.82062977229
2023-06-0136285.14348202433
2023-07-0135995.53167187382
2023-08-0134531.072557274325
2023-09-0135956.102574348464
2023-10-0133196.72615053607
2023-11-0132795.12667027628
2023-12-0134330.27281714443
2024-01-0134006.40238977728
2024-02-0132839.10923427148
2024-03-0135125.31393910108
2024-04-0139677.98642214242
2024-05-0140099.04267877208
2024-06-0140645.10026782364
2024-07-0140684.57412105935
2024-08-0143933.51993617495
2024-09-0138353.294266267374
2024-10-0136546.17484217975
2024-11-0135122.985617222934
2024-12-0134646.3827409955
2025-01-0137545.71710400626
2025-02-0140187.85543208598
2025-03-0137790.28451239235
2025-04-0136024.006894702594
2025-05-0135997.14321909308
2025-06-0133982.377797778536
2025-07-0138025.340478212376
2025-08-0139866.76395852027
2025-09-0137810.86974762699
2025-10-0142166.11898432006
2025-11-0147251.75203231923
2025-12-0146629.57352112784
2026-01-0145987.10666563536
2026-02-0153098.721394268156
2026-03-0150187.891988276875
2026-04-0150775.52421577747
Annual Return Matrix
YearAnnual Return
20170.21077349481426788
20180.19309732368139798
20190.3397620264873069
2020-0.00987519899447109
20210.21783433503264393
20220.32323238277095934
2023-0.03532711746422046
20240.00920790596494192
20250.3458713387113046
20260.0889124729560542
Total Factor Risk
0.3513662330501386
VTI.US Exposure
-0.010927516731398655
VEA.US Exposure
0.13453967407820122
VWO.US Exposure
0.012707565710666183
QQQ.US Exposure
-0.0093172578011326
VTV.US Exposure
-0.007230319780856181
IJR.US Exposure
-0.0030521418631125068
QUAL.US Exposure
0.10361336564764802
SHV.US Exposure
0.5395437515310558
TLT.US Exposure
-0.000013370286266976755
LQD.US Exposure
-0.0010177445605491283
HYG.US Exposure
0.0023313690268910035
GLD.US Exposure
-0.0017055319009188195
USO.US Exposure
-0.00004718625245162983
VNQ.US Exposure
-0.006744231184362838
BTC-USD.CC Exposure
0.012724911428887414
CPER.US Exposure
-0.005412345567516732
VIX.INDX Exposure
0.007285868514939419
UUP.US Exposure
0.02992130771477367
TIP.US Exposure
0.07154788651109548
Idiosyncratic Exposure
0.13125194576440796
Value Score
37.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →31.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.13%
Market Cap$237.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$5.450.05%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+15.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.28
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AstraZeneca PLC a high-risk investment?

AstraZeneca PLC (AZN.LSE) has an annualized volatility of 35.1% and experienced a maximum drawdown of 22.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AZN.LSE?

Over the past 10 years, AZN.LSE has generated a Compound Annual Growth Rate (CAGR) of 17.4%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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