AZN.L vs. GSK
Compare and contrast key facts about AstraZeneca plc (AZN.L) and GlaxoSmithKline plc (GSK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZN.L or GSK.
Key characteristics
| AZN.L | GSK | |
|---|---|---|
| YTD Return | 15.92% | 8.75% |
| 1Y Return | 9.03% | 11.00% |
| 3Y Return (Ann) | 13.45% | 3.72% |
| 5Y Return (Ann) | 14.92% | 2.56% |
| 10Y Return (Ann) | 14.81% | 3.83% |
| Sharpe Ratio | 0.78 | 0.52 |
| Sortino Ratio | 1.19 | 0.83 |
| Omega Ratio | 1.15 | 1.12 |
| Calmar Ratio | 0.71 | 0.47 |
| Martin Ratio | 3.28 | 1.49 |
| Ulcer Index | 4.81% | 7.56% |
| Daily Std Dev | 21.19% | 21.58% |
| Max Drawdown | -49.99% | -55.72% |
| Current Drawdown | -9.43% | -13.55% |
Fundamentals
| AZN.L | GSK | |
|---|---|---|
| Market Cap | £186.41B | $79.97B |
| EPS | £3.15 | $2.96 |
| PE Ratio | 38.17 | 13.25 |
| PEG Ratio | 0.86 | 0.83 |
| Total Revenue (TTM) | £37.64B | $23.13B |
| Gross Profit (TTM) | £30.93B | $17.03B |
| EBITDA (TTM) | £11.50B | $7.78B |
Correlation
The correlation between AZN.L and GSK is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AZN.L vs. GSK - Performance Comparison
In the year-to-date period, AZN.L achieves a 15.92% return, which is significantly higher than GSK's 8.75% return. Over the past 10 years, AZN.L has outperformed GSK with an annualized return of 14.81%, while GSK has yielded a comparatively lower 3.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
AZN.L vs. GSK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca plc (AZN.L) and GlaxoSmithKline plc (GSK). 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.
Dividends
AZN.L vs. GSK - Dividend Comparison
AZN.L's dividend yield for the trailing twelve months is around 1.94%, less than GSK's 3.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN.L AstraZeneca plc | 1.94% | 2.21% | 1.98% | 2.33% | 2.95% | 2.87% | 3.44% | 4.28% | 4.50% | 3.95% | 3.73% | 5.03% |
GSK GlaxoSmithKline plc | 3.88% | 3.75% | 4.72% | 4.93% | 5.53% | 4.35% | 5.53% | 5.80% | 6.89% | 5.94% | 6.18% | 4.49% |
Drawdowns
AZN.L vs. GSK - Drawdown Comparison
The maximum AZN.L drawdown since its inception was -49.99%, smaller than the maximum GSK drawdown of -55.72%. Use the drawdown chart below to compare losses from any high point for AZN.L and GSK. For additional features, visit the drawdowns tool.
Volatility
AZN.L vs. GSK - Volatility Comparison
The current volatility for AstraZeneca plc (AZN.L) is 4.63%, while GlaxoSmithKline plc (GSK) has a volatility of 8.34%. This indicates that AZN.L experiences smaller price fluctuations and is considered to be less risky than GSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
AZN.L vs. GSK - Financials Comparison
This section allows you to compare key financial metrics between AstraZeneca plc 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.
Total Revenue: Total amount of money received from sales and other business activities