AstraZeneca PLC

10-Year Study

AZNCF.US · Healthcare · US · Common Stock

Executive Summary: AstraZeneca PLC has compounded at 16.7% annually over the last 10 years, with a maximum drawdown of 25.7% and an annualized volatility of 26.6%.

1Y CAGR
+50.4%
3Y CAGR
+14.1%
5Y CAGR
+14.3%
10Y CAGR
+16.7%

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 →
25.7%
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 →
1.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +42.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -1.2%
% 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.
20266.611.4-5.43.6————————16.4%
20258.28.5-2.1-1.2-2.8-2.36.710.1-7.29.512.3-4.538.0%
2024-1.5-2.98.210.31.81.60.112.6-11.7-8.1-3.8-4.8-1.2%
2023-6.02.48.54.6-0.3-1.50.6-6.80.8-9.14.74.60.8%
20221.01.814.8-1.7-2.3-0.31.4-4.1-13.98.713.43.120.4%
20213.5-5.03.66.97.84.4-5.92.64.73.0-10.93.817.9%
2020-3.2-8.83.717.50.9-1.75.31.7-1.9-6.31.1-3.03.0%
2019-2.817.72.6-11.0-2.713.85.54.00.85.61.44.142.4%
20186.3-1.72.23.74.5-6.913.3-0.74.2-5.34.9-5.818.2%
2017-3.315.45.8-3.612.70.1-10.0-4.414.32.6-0.3-2.625.8%
2016———3.31.02.011.7-1.94.4-15.8-7.73.1-2.6%

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 26.6%. The dominant macroeconomic risk driver is QUAL.US, accounting for 22.2% of variance. Idiosyncratic stock-specific factors contribute 27.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110329.752520450273
2016-05-0110434.03887852055
2016-06-0110639.921856014043
2016-07-0111880.575604070471
2016-08-0111655.935238643522
2016-09-0112163.82395896497
2016-10-0110238.93844981396
2016-11-019445.489143129487
2016-12-019736.476395183952
2017-01-019416.562655574247
2017-02-0110866.166626949767
2017-03-0111493.13526790033
2017-04-0111081.062588330784
2017-05-0112490.013755417816
2017-06-0112504.359028202145
2017-07-0111258.585339036837
2017-08-0110761.172442919735
2017-09-0112302.27471669266
2017-10-0112620.1829494164
2017-11-0112582.64457935083
2017-12-0112252.915653099217
2018-01-0113019.679921101
2018-02-0112797.587729129164
2018-03-0113080.458576845127
2018-04-0113568.174257313613
2018-05-0114182.70875557118
2018-06-0113207.277394634208
2018-07-0114960.609485339746
2018-08-0114858.82411232726
2018-09-0115475.482088464087
2018-10-0114661.50582894678
2018-11-0115379.288540533655
2018-12-0114483.912295644748
2019-01-0114074.458572126287
2019-02-0116559.210821243276
2019-03-0116983.6704551085
2019-04-0115115.812124114922
2019-05-0114706.452777391098
2019-06-0116729.98563113302
2019-07-0117657.85108757459
2019-08-0118366.17252549943
2019-09-0118509.082586773566
2019-10-0119540.2198507431
2019-11-0119805.65458565048
2019-12-0120622.36777221217
2020-01-0119958.780934943716
2020-02-0118193.156266737133
2020-03-0118870.828840604674
2020-04-0122165.404770275083
2020-05-0122365.6015458919
2020-06-0121979.8363978265
2020-07-0123145.436999950456
2020-08-0123543.707073304817
2020-09-0123107.52112270635
2020-10-0121643.406719155897
2020-11-0121880.92951705035
2020-12-0121231.381227983664
2021-01-0121967.119124749606
2021-02-0120863.476888302706
2021-03-0121624.696519619756
2021-04-0123123.517989396765
2021-05-0124928.969664938788
2021-06-0126013.948890246866
2021-07-0124467.962617351644
2021-08-0125105.2655173146
2021-09-0126283.25307373423
2021-10-0127077.575365769066
2021-11-0124115.300130004038
2021-12-0125040.428659401226
2022-01-0125293.311280622325
2022-02-0125757.739487014933
2022-03-0129580.849060832923
2022-04-0129075.508513966586
2022-05-0128400.95037432196
2022-06-0128324.056880894128
2022-07-0128721.760693480686
2022-08-0127535.916268907804
2022-09-0123698.933306278654
2022-10-0125765.66713776417
2022-11-0129230.899906331033
2022-12-0130142.579742492915
2023-01-0128323.655779516936
2023-02-0128999.70035367704
2023-03-0131454.865477676354
2023-04-0132888.92087213596
2023-05-0132783.45480413276
2023-06-0132294.20550075148
2023-07-0132500.678333211432
2023-08-0130281.809108776335
2023-09-0130510.012198200704
2023-10-0127733.47049427487
2023-11-0129030.25484093971
2023-12-0130374.463526908003
2024-01-0129911.333001441606
2024-02-0129057.624111383495
2024-03-0131429.289366330602
2024-04-0134651.14797573573
2024-05-0135289.08791906246
2024-06-0135859.92596140461
2024-07-0135878.84850872867
2024-08-0140402.58781170886
2024-09-0135660.48420014486
2024-10-0132760.73359082469
2024-11-0131514.016133713045
2024-12-0130013.354316440676
2025-01-0132488.291378915754
2025-02-0135251.47876640092
2025-03-0134525.17854909835
2025-04-0134122.21323021095
2025-05-0133152.232129164084
2025-06-0132374.378587792835
2025-07-0134532.20962029856
2025-08-0138017.332298334484
2025-09-0135273.32699435863
2025-10-0138618.98436412455
2025-11-0143351.98061500638
2025-12-0141407.81864555144
2026-01-0144144.745689929754
2026-02-0149182.10710350538
2026-03-0146532.47859416327
2026-04-0148195.86959958285
Annual Return Matrix
YearAnnual Return
20170.25845482038656153
20180.18207883786266255
20190.42381197505685186
20200.029531694056592173
20210.17940648281502813
20220.2037565391747449
20230.007692897767744622
2024-0.011888579040990499
20250.3796464803292283
20260.16393162393162397
Total Factor Risk
0.2660313451572392
VTI.US Exposure
-0.03227663578170457
VEA.US Exposure
0.20563565982621967
VWO.US Exposure
0.015181528436818406
QQQ.US Exposure
0.0014630338582737757
VTV.US Exposure
0.030005961521951254
IJR.US Exposure
-0.004533291215769727
QUAL.US Exposure
0.22153903991183493
SHV.US Exposure
0.2009603196646826
TLT.US Exposure
0.020379302893660627
LQD.US Exposure
-0.014043311870706841
HYG.US Exposure
-0.007539511134762756
GLD.US Exposure
0.00376441924034719
USO.US Exposure
-0.0031538243523992486
VNQ.US Exposure
-0.004886848929297403
BTC-USD.CC Exposure
0.01971173624776931
CPER.US Exposure
-0.014104211284881
VIX.INDX Exposure
0.02206890955113899
UUP.US Exposure
-0.009584614162067956
TIP.US Exposure
0.07765090145429387
Idiosyncratic Exposure
0.2717614361245988
Value Score
37.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.6%

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 →1.70%
Market Cap$290.6B
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
$507
Avg Yield on Cost
5.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$507.415.07%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 →
+4.4%
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 →
+18.7%
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 →
2.0% 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 →
0.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AstraZeneca PLC a high-risk investment?

AstraZeneca PLC (AZNCF.US) has an annualized volatility of 26.6% and experienced a maximum drawdown of 25.7% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, AZNCF.US has generated a Compound Annual Growth Rate (CAGR) of 16.7%. 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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