CHGCY vs. GSK
CHGCY (Chugai Pharmaceutical Co Ltd ADR) and GSK (GlaxoSmithKline plc) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 10 years, CHGCY returned 15.87%/yr vs 3.81%/yr for GSK. At a 0.13 correlation, their price movements are largely independent.
Performance
CHGCY vs. GSK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CHGCY achieves a -9.40% return, which is significantly lower than GSK's 1.52% return. Over the past 10 years, CHGCY has outperformed GSK with an annualized return of 15.87%, while GSK has yielded a comparatively lower 3.81% annualized return.
CHGCY
- 1D
- -0.63%
- 1M
- -9.64%
- YTD
- -9.40%
- 6M
- -8.99%
- 1Y
- -10.93%
- 3Y*
- 20.51%
- 5Y*
- 5.43%
- 10Y*
- 15.87%
GSK
- 1D
- -0.63%
- 1M
- -4.31%
- YTD
- 1.52%
- 6M
- 3.13%
- 1Y
- 21.87%
- 3Y*
- 17.32%
- 5Y*
- 4.44%
- 10Y*
- 3.81%
CHGCY vs. GSK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHGCY Chugai Pharmaceutical Co Ltd ADR | -9.40% | 21.53% | 17.55% | 48.78% | -21.63% | -38.50% | 72.01% | 59.87% | 13.53% | 72.59% |
GSK GlaxoSmithKline plc | 1.52% | 51.23% | -5.14% | 9.71% | -33.41% | 26.74% | -17.72% | 29.24% | 13.79% | -2.97% |
Correlation
The correlation between CHGCY and GSK is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2010 | 0.13 |
Fundamentals
CHGCY:
$78.34B
GSK:
$99.81B
CHGCY:
$144.42
GSK:
$2.85
CHGCY:
0.16
GSK:
17.20
CHGCY:
0.01
GSK:
1.15
CHGCY:
0.06
GSK:
3.06
CHGCY:
0.04
GSK:
4.24
CHGCY:
$1.36T
GSK:
$32.78B
CHGCY:
$970.13B
GSK:
$23.87B
CHGCY:
$699.55B
GSK:
$11.30B
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
CHGCY vs. GSK — Risk / Return Rank
CHGCY
GSK
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.
| CHGCY | GSK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | 0.82 | -1.07 |
Sortino ratioReturn per unit of downside risk | -0.04 | 1.31 | -1.34 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.16 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.24 | 1.27 | -1.51 |
Martin ratioReturn relative to average drawdown | -0.52 | 3.02 | -3.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CHGCY | GSK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 0.82 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.18 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.17 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.32 | +0.20 |
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.
Loading charts...
Drawdown Indicators
| CHGCY | GSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.68% | -55.70% | -3.98% |
Max Drawdown (1Y)Largest decline over 1 year | -30.79% | -18.63% | -12.16% |
Max Drawdown (3Y)Largest decline over 3 years | -33.18% | -28.46% | -4.72% |
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 DrawdownCurrent decline from peak | -29.19% | -18.63% | -10.56% |
Average DrawdownAverage peak-to-trough decline | -16.07% | -18.87% | +2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.06% | 7.87% | +6.19% |
Volatility
CHGCY vs. GSK - Volatility Comparison
Chugai Pharmaceutical Co Ltd ADR (CHGCY) has a higher volatility of 10.86% compared to GlaxoSmithKline plc (GSK) at 5.30%. 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.
Loading charts...
Volatility by Period
| CHGCY | GSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.86% | 5.30% | +5.56% |
Volatility (6M)Calculated over the trailing 6-month period | 31.78% | 18.38% | +13.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.89% | 26.85% | +18.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.58% | 25.01% | +9.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.01% | 22.86% | +10.15% |
Dividends
CHGCY vs. GSK - Dividend Comparison
CHGCY's dividend yield for the trailing twelve months is around 1.79%, less than GSK's 3.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHGCY Chugai Pharmaceutical Co Ltd ADR | 1.79% | 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 | 3.53% | 3.42% | 4.60% | 3.75% | 5.47% | 4.99% | 5.59% | 4.35% | 5.65% | 5.83% | 6.86% | 5.93% |
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.
Total Revenue: Total amount of money received from sales and other business activities
CHGCY vs. GSK - Profitability Comparison
CHGCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chugai Pharmaceutical Co Ltd ADR reported a gross profit of 233.16B and revenue of 327.66B. Therefore, the gross margin over that period was 71.2%.
GSK - 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%.
CHGCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chugai Pharmaceutical Co Ltd ADR reported an operating income of 165.66B and revenue of 327.66B, resulting in an operating margin of 50.6%.
GSK - 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%.
CHGCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chugai Pharmaceutical Co Ltd ADR reported a net income of 117.54B and revenue of 327.66B, resulting in a net margin of 35.9%.
GSK - 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
CHGCY and GSK have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHGCY has higher volatility (10.86%) compared to GSK (5.30%). In terms of maximum drawdown, CHGCY dropped -59.68% vs GSK's -55.70%.
GSK currently has the higher Sharpe Ratio (0.82 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for CHGCY and GSK
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