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GRP.IR vs. GSK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

GRP.IR vs. GSK

Last updated Jun 5, 2026

GRP.IR (Greencoat Renewables PLC) and GSK (GlaxoSmithKline plc) are both stocks. GRP.IR operates in Utilities - Renewable (Utilities), while GSK operates in Drug Manufacturers - General (Healthcare). Over the past 5 years, GRP.IR returned -4.95%/yr vs 6.26%/yr for GSK. At a 0.06 correlation, their price movements are largely independent.

Performance

GRP.IR vs. GSK - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Greencoat Renewables PLC (GRP.IR) and GlaxoSmithKline plc (GSK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GRP.IR is traded in EUR, while GSK is traded in USD. To make them comparable, the GSK values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GRP.IR achieves a 0.13% return, which is significantly lower than GSK's 7.43% return.

GRP.IR

1D
0.13%
1M
0.13%
YTD
0.13%
6M
0.13%
1Y
0.13%
3Y*
-9.56%
5Y*
-4.95%
10Y*
—

GSK

1D
2.97%
1M
3.25%
YTD
7.43%
6M
7.53%
1Y
28.02%
3Y*
15.74%
5Y*
6.26%
10Y*
4.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRP.IR vs. GSK - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GRP.IR
Greencoat Renewables PLC		0.13%-6.32%-19.00%-6.46%6.81%1.25%3.48%21.38%3.10%2.88%
GSK
GlaxoSmithKline plc		7.43%33.29%1.12%6.42%-29.29%36.22%-24.50%32.16%19.13%-15.74%

Correlation

The correlation between GRP.IR and GSK is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.10

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

0.03

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2017

0.06

Compare stocks, funds, or ETFs

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

Greencoat Renewables PLC

GlaxoSmithKline plc

Often compared with GRP.IR:
GRP.IR vs. SPYGRP.IR vs. UKW.LGRP.IR vs. GAW.LGRP.IR vs. BP.LGRP.IR vs. HSBA.LGRP.IR vs. RIOGRP.IR vs. BT-A.L
Often compared with GSK:
GSK vs. AZN.LGSK vs. PFEGSK vs. NVSGSK vs. RHHBYGSK vs. SAN.PAGSK vs. SHELGSK vs. RXRX

Return for Risk

GRP.IR vs. GSK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GRP.IR
GSK
GSK Risk / Return Rank: 7171
Overall Rank
GSK Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GSK Sortino Ratio Rank: 7070
Sortino Ratio Rank
GSK Omega Ratio Rank: 6868
Omega Ratio Rank
GSK Calmar Ratio Rank: 7171
Calmar Ratio Rank
GSK Martin Ratio Rank: 7171
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.

GRP.IR vs. GSK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greencoat Renewables PLC (GRP.IR) 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.

GRP.IRGSKDifference
Sharpe ratioReturn per unit of total volatility
1.00
1.06

-0.06

Sortino ratioReturn per unit of downside risk

—

1.65

—

Omega ratioGain probability vs. loss probability

—

1.20

—

Calmar ratioReturn relative to maximum drawdown

—

1.57

—

Martin ratioReturn relative to average drawdown

—

3.61

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GRP.IR vs. GSK - Sharpe Ratio Comparison

The current GRP.IR Sharpe Ratio is 1.00, which is comparable to the GSK Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of GRP.IR and GSK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

GRP.IRGSKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.06

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.25

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.18

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.20

-0.19

Drawdowns

GRP.IR vs. GSK - Drawdown Comparison

The maximum GRP.IR drawdown since its inception was -35.60%, smaller than the maximum GSK drawdown of -44.08%. Use the drawdown chart below to compare losses from any high point for GRP.IR and GSK.

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Drawdown Indicators

GRP.IRGSKDifference

Max Drawdown

Largest peak-to-trough decline

-35.60%

-44.08%

+8.48%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-17.94%

+17.94%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-26.76%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-35.60%

-44.08%

+8.48%

Max Drawdown (10Y)

Largest decline over 10 years

—

-44.08%

—

Current Drawdown

Current decline from peak

-34.59%

-13.62%

-20.97%

Average Drawdown

Average peak-to-trough decline

-12.16%

-15.11%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

7.78%

-7.78%

Volatility

GRP.IR vs. GSK - Volatility Comparison

The current volatility for Greencoat Renewables PLC (GRP.IR) is 0.13%, while GlaxoSmithKline plc (GSK) has a volatility of 6.30%. This indicates that GRP.IR 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.

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Volatility by Period

GRP.IRGSKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

6.30%

-6.17%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

18.16%

-18.03%

Volatility (1Y)

Calculated over the trailing 1-year period

0.13%

26.57%

-26.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

24.95%

-9.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

22.95%

-4.28%

Dividends

GRP.IR vs. GSK - Dividend Comparison

GRP.IR has not paid dividends to shareholders, while GSK's dividend yield for the trailing twelve months is around 3.37%.

PositionTTM20252024202320222021202020192018201720162015
GRP.IR
Greencoat Renewables PLC		0.00%0.00%0.00%4.68%5.42%5.41%5.20%5.08%6.90%0.00%0.00%0.00%
GSK
GlaxoSmithKline plc		3.37%3.42%4.60%3.75%5.47%4.99%5.59%4.35%5.65%5.83%6.86%5.93%

Financials

GRP.IR vs. GSK - Financials Comparison

This section allows you to compare key financial metrics between Greencoat Renewables 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.

Quarterly
Annual

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

Please note, different currencies. GRP.IR values in EUR, GSK values in USD

Frequently Asked Questions

GRP.IR and GSK have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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