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CHGCY vs. GSK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CHGCY vs. GSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chugai Pharmaceutical Co Ltd ADR (CHGCY) and GlaxoSmithKline plc (GSK). The values are adjusted to include any dividend payments, if applicable.

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CHGCY vs. GSK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHGCY
Chugai Pharmaceutical Co Ltd ADR
4.76%21.53%17.55%48.78%-21.63%-38.50%72.01%59.87%13.53%72.59%
GSK
GlaxoSmithKline plc
13.45%51.23%-5.14%9.71%-33.41%26.74%-17.72%29.24%13.79%-2.97%

Fundamentals

Market Cap

CHGCY:

$90.58B

GSK:

$112.75B

EPS

CHGCY:

$138.25

GSK:

$2.78

PE Ratio

CHGCY:

0.20

GSK:

19.82

PEG Ratio

CHGCY:

0.02

GSK:

1.33

PS Ratio

CHGCY:

0.07

GSK:

3.54

PB Ratio

CHGCY:

0.04

GSK:

6.90

Total Revenue (TTM)

CHGCY:

$1.27T

GSK:

$31.95B

Gross Profit (TTM)

CHGCY:

$937.60B

GSK:

$23.18B

EBITDA (TTM)

CHGCY:

$661.98B

GSK:

$11.62B

Returns By Period

In the year-to-date period, CHGCY achieves a 4.76% return, which is significantly lower than GSK's 13.45% return. Over the past 10 years, CHGCY has outperformed GSK with an annualized return of 19.20%, while GSK has yielded a comparatively lower 5.74% annualized return.


CHGCY

1D
3.77%
1M
-18.12%
YTD
4.76%
6M
24.47%
1Y
23.00%
3Y*
31.95%
5Y*
6.93%
10Y*
19.20%

GSK

1D
1.77%
1M
-6.66%
YTD
13.45%
6M
30.03%
1Y
48.15%
3Y*
20.43%
5Y*
8.75%
10Y*
5.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CHGCY vs. GSK — Risk / Return Rank

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

CHGCY
CHGCY Risk / Return Rank: 5656
Overall Rank
CHGCY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CHGCY Sortino Ratio Rank: 5656
Sortino Ratio Rank
CHGCY Omega Ratio Rank: 5656
Omega Ratio Rank
CHGCY Calmar Ratio Rank: 5757
Calmar Ratio Rank
CHGCY Martin Ratio Rank: 5555
Martin Ratio Rank

GSK
GSK Risk / Return Rank: 8585
Overall Rank
GSK Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GSK Sortino Ratio Rank: 8484
Sortino Ratio Rank
GSK Omega Ratio Rank: 8181
Omega Ratio Rank
GSK Calmar Ratio Rank: 8888
Calmar Ratio Rank
GSK Martin Ratio Rank: 8585
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.

CHGCY vs. GSK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chugai Pharmaceutical Co Ltd ADR (CHGCY) 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.


CHGCYGSKDifference

Sharpe ratio

Return per unit of total volatility

0.51

1.70

-1.19

Sortino ratio

Return per unit of downside risk

1.01

2.30

-1.29

Omega ratio

Gain probability vs. loss probability

1.14

1.29

-0.15

Calmar ratio

Return relative to maximum drawdown

0.68

3.25

-2.57

Martin ratio

Return relative to average drawdown

1.35

7.56

-6.22

CHGCY vs. GSK - Sharpe Ratio Comparison

The current CHGCY Sharpe Ratio is 0.51, which is lower than the GSK Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of CHGCY and GSK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHGCYGSKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

1.70

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.36

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.25

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.33

+0.24

Correlation

The correlation between CHGCY and GSK is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CHGCY vs. GSK - Dividend Comparison

CHGCY's dividend yield for the trailing twelve months is around 1.54%, less than GSK's 3.19% yield.


TTM20252024202320222021202020192018201720162015
CHGCY
Chugai Pharmaceutical Co Ltd ADR
1.54%1.62%0.86%0.00%1.19%0.00%0.00%0.00%0.00%0.00%1.64%1.41%
GSK
GlaxoSmithKline plc
3.19%3.42%4.60%3.75%5.47%4.99%5.59%4.35%5.65%5.83%6.86%5.93%

Drawdowns

CHGCY vs. GSK - Drawdown Comparison

The maximum CHGCY drawdown since its inception was -59.68%, which is greater than GSK's maximum drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for CHGCY and GSK.


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Drawdown Indicators


CHGCYGSKDifference

Max Drawdown

Largest peak-to-trough decline

-59.68%

-55.70%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-32.48%

-14.80%

-17.68%

Max Drawdown (5Y)

Largest decline over 5 years

-45.45%

-50.10%

+4.65%

Max Drawdown (10Y)

Largest decline over 10 years

-59.68%

-50.10%

-9.58%

Current Drawdown

Current decline from peak

-18.12%

-9.07%

-9.05%

Average Drawdown

Average peak-to-trough decline

-16.00%

-18.90%

+2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.48%

6.37%

+10.11%

Volatility

CHGCY vs. GSK - Volatility Comparison

Chugai Pharmaceutical Co Ltd ADR (CHGCY) has a higher volatility of 10.75% compared to GlaxoSmithKline plc (GSK) at 7.26%. This indicates that CHGCY's price experiences larger fluctuations and is considered to be riskier than GSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHGCYGSKDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.75%

7.26%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

26.44%

19.71%

+6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

45.54%

28.43%

+17.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.24%

24.74%

+8.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.26%

22.72%

+9.54%

Financials

CHGCY vs. GSK - Financials Comparison

This section allows you to compare key financial metrics between Chugai Pharmaceutical Co Ltd ADR 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


0.00100.00B200.00B300.00B400.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
352.55B
7.90B
(CHGCY) Total Revenue
(GSK) Total Revenue
Values in USD except per share items

CHGCY vs. GSK - Profitability Comparison

The chart below illustrates the profitability comparison between Chugai Pharmaceutical Co Ltd ADR 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

50.0%55.0%60.0%65.0%70.0%75.0%80.0%85.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
84.5%
69.5%
Portfolio components
CHGCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Chugai Pharmaceutical Co Ltd ADR reported a gross profit of 298.03B and revenue of 352.55B. Therefore, the gross margin over that period was 84.5%.

GSK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, GlaxoSmithKline plc reported a gross profit of 5.49B and revenue of 7.90B. Therefore, the gross margin over that period was 69.5%.

CHGCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Chugai Pharmaceutical Co Ltd ADR reported an operating income of 172.47B and revenue of 352.55B, resulting in an operating margin of 48.9%.

GSK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, GlaxoSmithKline plc reported an operating income of 179.89M and revenue of 7.90B, resulting in an operating margin of 2.3%.

CHGCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Chugai Pharmaceutical Co Ltd ADR reported a net income of 147.51B and revenue of 352.55B, resulting in a net margin of 41.8%.

GSK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, GlaxoSmithKline plc reported a net income of 627.73M and revenue of 7.90B, resulting in a net margin of 7.9%.