AstraZeneca (AZN): analysis and statistics
Return, volatility, Sharpe ratio and risk for AstraZeneca, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $171.36 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +8.29% |
| Total return over period | +26.81% |
| Annualized volatility | 23.98% |
| Sharpe ratio | 0.19 |
| Sortino ratio | 0.27 |
| Max drawdown | -27.87% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.45% |
| Correlation with the S&P 500 | 0.23 |
| Period range | $115.78 – $208.62 |
| Trading days analyzed | 752 |
Over the last 3.0 years, AstraZeneca (AZN) has posted an annualized return of +8.29% with annual volatility of 23.98%, a Sharpe ratio of 0.19. Its worst stretch (max drawdown from a peak) was -27.87%. Its correlation with the S&P 500 is 0.23, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how AZN would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Optimize a portfolio with AZN →
Other Health Care stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio