AstraZeneca PLC

10-Year Study

AZN.US · Healthcare · US · Common Stock

Executive Summary: AstraZeneca PLC has compounded at 16.4% annually over the last 10 years, with a maximum drawdown of 25.8% and an annualized volatility of 28.8%.

1Y CAGR
+49.0%
3Y CAGR
+13.8%
5Y CAGR
+14.7%
10Y CAGR
+16.4%

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 →
25.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +42.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -1.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.612.6-5.41.6————————15.4%
20258.28.5-2.1-1.2-2.8-2.36.710.1-7.29.512.3-4.537.9%
2024-1.1-2.25.612.02.8-0.01.511.4-11.1-8.7-5.0-3.9-1.4%
2023-6.02.48.54.6-0.3-1.50.6-6.80.8-9.14.74.81.0%
20221.01.814.8-1.7-2.3-0.31.4-4.1-13.98.713.43.120.4%
20211.2-2.52.86.77.05.5-4.42.63.13.9-12.15.619.1%
2020-3.2-9.03.717.50.9-1.75.31.7-1.8-6.31.1-3.91.7%
2019-2.817.62.6-11.0-2.713.85.54.10.85.61.44.142.3%
20186.3-1.72.23.74.5-6.913.3-0.74.2-5.34.9-5.818.3%
2017-0.311.06.4-2.913.7-0.9-11.50.413.61.8-4.7-1.823.9%
2016———2.82.61.613.1-2.60.2-13.8-7.74.5-1.7%

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 28.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.0% of variance. Idiosyncratic stock-specific factors contribute 22.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110284.091043480523
2016-05-0110546.894772071988
2016-06-0110720.883092431888
2016-07-0112123.598880760286
2016-08-0111806.91459292741
2016-09-0111824.914200294712
2016-10-0110191.160087703736
2016-11-019406.675228897768
2016-12-019831.309855790269
2017-01-019798.905832014703
2017-02-0110878.693053476098
2017-03-0111577.650211572256
2017-04-0111246.774380480005
2017-05-0112785.989162391465
2017-06-0112674.443632372802
2017-07-0111220.732898599057
2017-08-0111260.942271167278
2017-09-0112789.844531643592
2017-10-0113023.886732562733
2017-11-0112408.565069408472
2017-12-0112185.828797952634
2018-01-0112948.387722422876
2018-02-0112733.220274038702
2018-03-0113014.66222944414
2018-04-0113499.918398626258
2018-05-0114111.36103995629
2018-06-0113140.825049019955
2018-07-0114885.817208192304
2018-08-0114786.73658366979
2018-09-0115401.395974805278
2018-10-0114590.372930104282
2018-11-0115305.153658934643
2018-12-0114413.640911380908
2019-01-0114007.147807288302
2019-02-0116466.636864425822
2019-03-0116888.764318675832
2019-04-0115031.446094605559
2019-05-0114623.391920754422
2019-06-0116635.49257664025
2019-07-0117558.132109076203
2019-08-0118272.297871031984
2019-09-0118414.49713449089
2019-10-0119440.356491566676
2019-11-0119704.437459051485
2019-12-0120516.974268366816
2020-01-0119856.78367594084
2020-02-0118070.636041316313
2020-03-0118743.764590680414
2020-04-0122016.145245714746
2020-05-0122214.968766778544
2020-06-0121831.820751347605
2020-07-0122989.59050301925
2020-08-0123383.689659332005
2020-09-0122951.509861939936
2020-10-0121496.30901612396
2020-11-0121732.219770238913
2020-12-0120874.128107061002
2021-01-0121128.842655994627
2021-02-0120592.307710501977
2021-03-0121162.66583409613
2021-04-0122588.561143081504
2021-05-0124163.420351146087
2021-06-0125495.651474619608
2021-07-0124363.450153386926
2021-08-0125004.88425613843
2021-09-0125768.602156641522
2021-10-0126763.97334828176
2021-11-0123524.68264161386
2021-12-0124852.585344393276
2022-01-0125103.56278693527
2022-02-0125564.95351086954
2022-03-0129359.464694988255
2022-04-0128857.888251057862
2022-05-0128188.3785452249
2022-06-0128112.051695061582
2022-07-0128506.789470821
2022-08-0127329.19886373044
2022-09-0123521.01649293852
2022-10-0125572.238503076016
2022-11-0129011.46440169636
2022-12-0129916.293547341807
2023-01-0128111.034634461324
2023-02-0128783.879352960237
2023-03-0131220.780203743256
2023-04-0132644.144687514043
2023-05-0132539.458403404078
2023-06-0132053.847445640473
2023-07-0132258.796982877902
2023-08-0130055.27606099525
2023-09-0130281.749438842726
2023-10-0127526.011916165826
2023-11-0128813.066626930347
2023-12-0130203.2702046184
2024-01-0129884.859279022294
2024-02-0129214.80556403106
2024-03-0130849.482126933897
2024-04-0134551.44079642941
2024-05-0135525.85580918997
2024-06-0135512.20827508887
2024-07-0136040.39386263059
2024-08-0140142.38848403569
2024-09-0135693.81272366464
2024-10-0132596.79223817194
2024-11-0130979.547620906033
2024-12-0129779.203239456278
2025-01-0132234.86057991376
2025-02-0134970.800899743845
2025-03-0134250.296248465536
2025-04-0133850.520474849036
2025-05-0132888.262884147334
2025-06-0132116.621371991096
2025-07-0134257.25010466263
2025-08-0137714.617526082875
2025-09-0134992.466655786484
2025-10-0138311.49018299995
2025-11-0143006.78592293519
2025-12-0141078.107888842365
2026-01-0143793.233945225365
2026-02-0149303.78654026731
2026-03-0146647.60269355491
2026-04-0147416.31128677088
Annual Return Matrix
YearAnnual Return
20170.23949188629993623
20180.1828199091228473
20190.4234414742611463
20200.017407724648992318
20210.1905927383853938
20220.20374975612309498
20230.009592654144219503
2024-0.014040432121727009
20250.37942266482185416
20260.15429638130070966
Total Factor Risk
0.2883137121477259
VTI.US Exposure
-0.029230406046838124
VEA.US Exposure
0.20963033561687192
VWO.US Exposure
0.02541942080630492
QQQ.US Exposure
0.0065466004857670694
VTV.US Exposure
0.02961747729380349
IJR.US Exposure
-0.0033820119060198133
QUAL.US Exposure
0.18097813416018144
SHV.US Exposure
0.2797811927878403
TLT.US Exposure
0.006903870520004071
LQD.US Exposure
-0.009603986408597774
HYG.US Exposure
-0.004633561870949437
GLD.US Exposure
-0.0029326953828788843
USO.US Exposure
-0.0025846883667892343
VNQ.US Exposure
-0.011267962550654414
BTC-USD.CC Exposure
0.013601604117390557
CPER.US Exposure
-0.012654143142285565
VIX.INDX Exposure
0.012601097838639304
UUP.US Exposure
-0.009407262990658975
TIP.US Exposure
0.0959063069761403
Idiosyncratic Exposure
0.22471067806272885
Value Score
37.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.8%

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 →31.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.59%
Market Cap$315.5B
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
$514
Avg Yield on Cost
5.14%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$513.715.14%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 →
+1.7%
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 →
+16.1%
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 →
3.8% 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.US) has an annualized volatility of 28.8% and experienced a maximum drawdown of 25.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AZN.US has generated a Compound Annual Growth Rate (CAGR) of 16.4%. It has had a positive return in 90% 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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