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GlaxoSmithKline plc (GSK.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINGB00BN7SWP63
SectorHealthcare
IndustryDrug Manufacturers-General

Highlights

Market Cap£69.81B
EPS£1.20
PE Ratio14.24
PEG Ratio1.15
Revenue (TTM)£30.33B
Gross Profit (TTM)£19.92B
EBITDA (TTM)£10.30B
Year Range£1,264.04 - £1,719.80
Target Price£2,128.25

Share Price Chart


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GlaxoSmithKline plc

Popular comparisons: GSK.L vs. SPY, GSK.L vs. DGE.L, GSK.L vs. RELX, GSK.L vs. AZN.L, GSK.L vs. HMWO.L, GSK.L vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in GlaxoSmithKline plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
11.44%
13.43%
GSK.L (GlaxoSmithKline plc)
Benchmark (^GSPC)

S&P 500

Returns By Period

GlaxoSmithKline plc had a return of 14.43% year-to-date (YTD) and 12.89% in the last 12 months. Over the past 10 years, GlaxoSmithKline plc had an annualized return of 5.54%, while the S&P 500 had an annualized return of 10.53%, indicating that GlaxoSmithKline plc did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date14.43%6.12%
1 month-0.37%-1.08%
6 months12.26%15.73%
1 year12.89%22.34%
5 years (annualized)5.94%11.82%
10 years (annualized)5.54%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20248.12%7.19%2.64%
20237.43%-2.32%-1.62%2.17%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GSK.L is 70, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of GSK.L is 7070
GlaxoSmithKline plc(GSK.L)
The Sharpe Ratio Rank of GSK.L is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of GSK.L is 6767Sortino Ratio Rank
The Omega Ratio Rank of GSK.L is 6565Omega Ratio Rank
The Calmar Ratio Rank of GSK.L is 7272Calmar Ratio Rank
The Martin Ratio Rank of GSK.L is 7272Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for GlaxoSmithKline plc (GSK.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GSK.L
Sharpe ratio
The chart of Sharpe ratio for GSK.L, currently valued at 0.72, compared to the broader market-2.00-1.000.001.002.003.000.72
Sortino ratio
The chart of Sortino ratio for GSK.L, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.006.001.14
Omega ratio
The chart of Omega ratio for GSK.L, currently valued at 1.14, compared to the broader market0.501.001.501.14
Calmar ratio
The chart of Calmar ratio for GSK.L, currently valued at 0.52, compared to the broader market0.001.002.003.004.005.000.52
Martin ratio
The chart of Martin ratio for GSK.L, currently valued at 2.26, compared to the broader market-10.000.0010.0020.0030.002.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-2.00-1.000.001.002.003.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.001.002.003.004.005.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market-10.000.0010.0020.0030.007.65

Sharpe Ratio

The current GlaxoSmithKline plc Sharpe ratio is 0.72. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.72
1.69
GSK.L (GlaxoSmithKline plc)
Benchmark (^GSPC)

Dividends

Dividend History

GlaxoSmithKline plc granted a 0.04% dividend yield in the last twelve months. The annual payout for that period amounted to £0.58 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend£0.58£0.56£0.67£0.80£0.80£0.80£0.80£0.80£0.77£0.80£0.80£0.92

Dividend yield

0.04%0.04%0.05%0.05%0.06%0.04%0.05%0.06%0.05%0.06%0.06%0.06%

Monthly Dividends

The table displays the monthly dividend distributions for GlaxoSmithKline plc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024£0.00£0.16£0.00
2023£0.00£0.14£0.00£0.00£0.14£0.00£0.00£0.14£0.00£0.00£0.14£0.00
2022£0.00£0.23£0.00£0.00£0.14£0.00£0.00£0.16£0.00£0.00£0.14£0.00
2021£0.00£0.23£0.00£0.00£0.19£0.00£0.00£0.19£0.00£0.00£0.19£0.00
2020£0.00£0.23£0.00£0.00£0.19£0.00£0.00£0.19£0.00£0.00£0.19£0.00
2019£0.00£0.23£0.00£0.00£0.19£0.00£0.00£0.19£0.00£0.00£0.19£0.00
2018£0.00£0.23£0.00£0.00£0.19£0.00£0.00£0.19£0.00£0.00£0.19£0.00
2017£0.00£0.23£0.00£0.00£0.19£0.00£0.00£0.19£0.00£0.00£0.19£0.00
2016£0.00£0.20£0.00£0.00£0.19£0.00£0.00£0.19£0.00£0.00£0.19£0.00
2015£0.00£0.23£0.00£0.00£0.19£0.00£0.00£0.19£0.00£0.00£0.19£0.00
2014£0.00£0.23£0.00£0.00£0.19£0.00£0.00£0.19£0.00£0.00£0.19£0.00
2013£0.28£0.00£0.00£0.23£0.00£0.00£0.23£0.00£0.00£0.19£0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%0.0%
GlaxoSmithKline plc has a dividend yield of 0.04%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
200.0%400.0%600.0%800.0%0.4%
GlaxoSmithKline plc has a payout ratio of 0.37%, which is below the market average. This means GlaxoSmithKline plc returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.96%
-2.46%
GSK.L (GlaxoSmithKline plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the GlaxoSmithKline plc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the GlaxoSmithKline plc was 50.10%, occurring on Mar 12, 2003. Recovery took 2058 trading sessions.

The current GlaxoSmithKline plc drawdown is 3.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.1%Jan 11, 19991053Mar 12, 20032058May 5, 20113111
-43.98%Jan 14, 1992395Aug 13, 1993554Oct 23, 1995949
-31.01%Jan 20, 2020282Feb 26, 2021223Jan 17, 2022505
-27.99%Jul 5, 202256Sep 22, 2022368Mar 7, 2024424
-25.89%Jun 23, 2017159Feb 6, 2018133Aug 16, 2018292

Volatility

Volatility Chart

The current GlaxoSmithKline plc volatility is 4.66%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.66%
4.16%
GSK.L (GlaxoSmithKline plc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of GlaxoSmithKline plc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items