PortfoliosLab logoPortfoliosLab logo
AWK vs. GSK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AWK vs. GSK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Water Works Company, Inc. (AWK) and GlaxoSmithKline plc (GSK.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

AWK is traded in USD, while GSK.L is traded in GBp. To make them comparable, the GSK.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AWK achieves a -1.86% return, which is significantly lower than GSK.L's 10.11% return. Over the past 10 years, AWK has outperformed GSK.L with an annualized return of 7.02%, while GSK.L has yielded a comparatively lower 5.49% annualized return.


AWK

1D
1.49%
1M
-0.83%
YTD
-1.86%
6M
-2.64%
1Y
-8.27%
3Y*
-2.50%
5Y*
-2.65%
10Y*
7.02%

GSK.L

1D
0.93%
1M
5.15%
YTD
10.11%
6M
10.86%
1Y
30.75%
3Y*
20.20%
5Y*
5.50%
10Y*
5.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AWK vs. GSK.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWK
American Water Works Company, Inc.
-1.86%7.40%-3.53%-11.68%-17.89%24.83%26.88%37.79%1.32%29.01%
GSK.L
GlaxoSmithKline plc
10.11%52.14%-5.11%10.47%-33.85%25.52%-18.33%30.34%12.28%-2.33%

Correlation

The correlation between AWK and GSK.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2008

0.20

Fundamentals

Market Cap

AWK:

$24.63B

GSK.L:

£80.83B

EPS

AWK:

$5.65

GSK.L:

£1.42

PE Ratio

AWK:

22.35

GSK.L:

13.93

PS Ratio

AWK:

4.73

GSK.L:

2.48

PB Ratio

AWK:

2.23

GSK.L:

4.53

Total Revenue (TTM)

AWK:

$5.21B

GSK.L:

£32.78B

Gross Profit (TTM)

AWK:

$2.27B

GSK.L:

£23.84B

EBITDA (TTM)

AWK:

$2.48B

GSK.L:

£11.56B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AWK vs. GSK.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AWK
AWK Risk / Return Rank: 2424
Overall Rank
AWK Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AWK Sortino Ratio Rank: 2323
Sortino Ratio Rank
AWK Omega Ratio Rank: 2424
Omega Ratio Rank
AWK Calmar Ratio Rank: 2424
Calmar Ratio Rank
AWK Martin Ratio Rank: 2323
Martin Ratio Rank

GSK.L
GSK.L Risk / Return Rank: 7676
Overall Rank
GSK.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GSK.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
GSK.L Omega Ratio Rank: 7575
Omega Ratio Rank
GSK.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
GSK.L Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AWK vs. GSK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Water Works Company, Inc. (AWK) and GlaxoSmithKline plc (GSK.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AWKGSK.LDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

0.95

1.22

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.54

1.65

-2.19

Martin ratioReturn relative to average drawdown

-0.99

4.10

-5.08

AWK vs. GSK.L - Sharpe Ratio Comparison

The current AWK Sharpe Ratio is -0.38, which is lower than the GSK.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of AWK and GSK.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AWK vs. GSK.L - Drawdown Comparison

The maximum AWK drawdown since its inception was -37.10%, smaller than the maximum GSK.L drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for AWK and GSK.L.


Loading charts...

Drawdown Indicators


AWKGSK.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.10%

-51.16%

+14.06%

Max Drawdown (1Y)

Largest decline over 1 year

-15.45%

-18.53%

+3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-22.33%

-29.30%

+6.97%

Max Drawdown (5Y)

Largest decline over 5 years

-37.10%

-51.16%

+14.06%

Max Drawdown (10Y)

Largest decline over 10 years

-37.10%

-51.16%

+14.06%

Current Drawdown

Current decline from peak

-26.26%

-11.67%

-14.59%

Average Drawdown

Average peak-to-trough decline

-9.51%

-15.97%

+6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.38%

7.22%

+1.16%

Volatility

AWK vs. GSK.L - Volatility Comparison

American Water Works Company, Inc. (AWK) and GlaxoSmithKline plc (GSK.L) have volatilities of 6.28% and 6.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AWKGSK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

6.13%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

15.71%

18.49%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

21.59%

25.61%

-4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.93%

24.75%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.72%

22.98%

+0.74%

Dividends

AWK vs. GSK.L - Dividend Comparison

AWK's dividend yield for the trailing twelve months is around 2.67%, less than GSK.L's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
AWK
American Water Works Company, Inc.
2.67%2.49%2.41%2.10%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%
GSK.L
GlaxoSmithKline plc
3.38%3.51%4.53%3.84%5.30%4.93%5.90%4.45%5.31%5.99%4.88%5.77%

Financials

AWK vs. GSK.L - Financials Comparison

This section allows you to compare key financial metrics between American Water Works Company, Inc. and GlaxoSmithKline plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B20222023202420252026
1.21B
7.63B
(AWK) Total Revenue
(GSK.L) Total Revenue
Please note, different currencies. AWK values in USD, GSK.L values in GBP

AWK vs. GSK.L - Profitability Comparison

The chart below illustrates the profitability comparison between American Water Works Company, Inc. and GlaxoSmithKline plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
59.2%
75.4%
Portfolio components
AWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Water Works Company, Inc. reported a gross profit of 714.00M and revenue of 1.21B. Therefore, the gross margin over that period was 59.2%.

GSK.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GlaxoSmithKline plc reported a gross profit of 5.75B and revenue of 7.63B. Therefore, the gross margin over that period was 75.4%.

AWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Water Works Company, Inc. reported an operating income of 391.00M and revenue of 1.21B, resulting in an operating margin of 32.4%.

GSK.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GlaxoSmithKline plc reported an operating income of 2.29B and revenue of 7.63B, resulting in an operating margin of 30.1%.

AWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Water Works Company, Inc. reported a net income of 196.00M and revenue of 1.21B, resulting in a net margin of 16.2%.

GSK.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GlaxoSmithKline plc reported a net income of 1.74B and revenue of 7.63B, resulting in a net margin of 22.8%.


Frequently Asked Questions


AWK and GSK.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for AWK and GSK.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer