CTY.L vs. GSK
Compare and contrast key facts about The City of London Investment Trust plc (CTY.L) and GlaxoSmithKline plc (GSK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTY.L or GSK.
Key characteristics
| CTY.L | GSK | |
|---|---|---|
| YTD Return | 7.04% | -2.60% |
| 1Y Return | 11.67% | 5.73% |
| 3Y Return (Ann) | 7.12% | 4.24% |
| 5Y Return (Ann) | 5.20% | 4.56% |
| 10Y Return (Ann) | 5.39% | 5.44% |
| Sharpe Ratio | 1.01 | 0.25 |
| Sortino Ratio | 1.48 | 0.48 |
| Omega Ratio | 1.19 | 1.07 |
| Calmar Ratio | 1.81 | 0.24 |
| Martin Ratio | 5.08 | 0.59 |
| Ulcer Index | 2.16% | 9.01% |
| Daily Std Dev | 10.86% | 21.46% |
| Max Drawdown | -67.77% | -54.70% |
| Current Drawdown | -5.46% | -22.57% |
Fundamentals
| CTY.L | GSK | |
|---|---|---|
| Market Cap | £2.09B | $73.63B |
| EPS | £0.59 | $1.56 |
| PE Ratio | 7.09 | 22.77 |
| Total Revenue (TTM) | £241.02M | $31.27B |
| Gross Profit (TTM) | £234.59M | $22.46B |
| EBITDA (TTM) | £166.57M | $6.33B |
Correlation
The correlation between CTY.L and GSK is 0.32, 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.
Performance
CTY.L vs. GSK - Performance Comparison
In the year-to-date period, CTY.L achieves a 7.04% return, which is significantly higher than GSK's -2.60% return. Both investments have delivered pretty close results over the past 10 years, with CTY.L having a 5.39% annualized return and GSK not far ahead at 5.44%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CTY.L vs. GSK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The City of London Investment Trust plc (CTY.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
CTY.L vs. GSK - Dividend Comparison
CTY.L's dividend yield for the trailing twelve months is around 4.99%, more than GSK's 4.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTY.L The City of London Investment Trust plc | 4.99% | 4.92% | 4.82% | 4.86% | 5.13% | 4.24% | 4.66% | 3.86% | 3.95% | 1.04% | 0.04% | 3.81% |
GSK GlaxoSmithKline plc | 4.30% | 3.75% | 4.78% | 6.14% | 6.86% | 5.34% | 6.93% | 7.13% | 8.82% | 7.43% | 7.60% | 5.53% |
Drawdowns
CTY.L vs. GSK - Drawdown Comparison
The maximum CTY.L drawdown since its inception was -67.77%, which is greater than GSK's maximum drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for CTY.L and GSK. For additional features, visit the drawdowns tool.
Volatility
CTY.L vs. GSK - Volatility Comparison
The current volatility for The City of London Investment Trust plc (CTY.L) is 4.09%, while GlaxoSmithKline plc (GSK) has a volatility of 5.79%. This indicates that CTY.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
CTY.L vs. GSK - Financials Comparison
This section allows you to compare key financial metrics between The City of London Investment Trust 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