PortfoliosLab logoPortfoliosLab logo
GS71.DE vs. GILD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GS71.DE vs. GILD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in GSK plc (GS71.DE) and Gilead Sciences, Inc. (GILD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

GS71.DE is traded in EUR, while GILD is traded in USD. To make them comparable, the GILD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GS71.DE achieves a 6.34% return, which is significantly lower than GILD's 7.90% return. Both investments have delivered pretty close results over the past 10 years, with GS71.DE having a 7.91% annualized return and GILD not far behind at 7.56%.


GS71.DE

1D
2.48%
1M
2.31%
YTD
6.34%
6M
8.14%
1Y
26.83%
3Y*
16.08%
5Y*
11.83%
10Y*
7.91%

GILD

1D
0.79%
1M
-3.37%
YTD
7.90%
6M
8.99%
1Y
19.24%
3Y*
20.32%
5Y*
19.50%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GS71.DE vs. GILD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GS71.DE
GSK plc
6.34%35.19%2.19%6.38%-12.19%39.19%-22.80%37.14%19.72%-12.26%
GILD
Gilead Sciences, Inc.
7.90%20.38%26.52%-4.93%31.29%39.68%-14.39%10.32%-5.69%-9.70%

Correlation

The correlation between GS71.DE and GILD is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.29

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

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.22

Over the past year, GS71.DE and GILD have become more correlated (0.42) than their long-term average of 0.22, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


GSK plc

Gilead Sciences, Inc.

Return for Risk

GS71.DE vs. GILD — Risk / Return Rank

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

GS71.DE
GS71.DE Risk / Return Rank: 7171
Overall Rank
GS71.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GS71.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
GS71.DE Omega Ratio Rank: 6969
Omega Ratio Rank
GS71.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
GS71.DE Martin Ratio Rank: 7070
Martin Ratio Rank

GILD
GILD Risk / Return Rank: 6363
Overall Rank
GILD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GILD Sortino Ratio Rank: 6161
Sortino Ratio Rank
GILD Omega Ratio Rank: 5757
Omega Ratio Rank
GILD Calmar Ratio Rank: 6464
Calmar Ratio Rank
GILD Martin Ratio Rank: 6565
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.

GS71.DE vs. GILD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GSK plc (GS71.DE) and Gilead Sciences, Inc. (GILD). 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.


GS71.DEGILDDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.22

1.14

+0.07

Calmar ratioReturn relative to maximum drawdown

1.64

1.17

+0.47

Martin ratioReturn relative to average drawdown

3.70

2.88

+0.83

GS71.DE vs. GILD - Sharpe Ratio Comparison

The current GS71.DE Sharpe Ratio is 1.14, which is higher than the GILD Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of GS71.DE and GILD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GS71.DEGILDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.73

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.80

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.29

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.49

-0.36

Drawdowns

GS71.DE vs. GILD - Drawdown Comparison

The maximum GS71.DE drawdown since its inception was -66.28%, which is greater than GILD's maximum drawdown of -50.19%. Use the drawdown chart below to compare losses from any high point for GS71.DE and GILD.


Loading charts...

Drawdown Indicators


GS71.DEGILDDifference

Max Drawdown

Largest peak-to-trough decline

-66.28%

-50.19%

-16.09%

Max Drawdown (1Y)

Largest decline over 1 year

-17.22%

-16.47%

-0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-27.35%

-26.61%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

-27.38%

-2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-30.40%

-38.52%

+8.12%

Current Drawdown

Current decline from peak

-13.88%

-14.09%

+0.21%

Average Drawdown

Average peak-to-trough decline

-26.09%

-20.71%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.63%

6.70%

+0.93%

Volatility

GS71.DE vs. GILD - Volatility Comparison

The current volatility for GSK plc (GS71.DE) is 5.88%, while Gilead Sciences, Inc. (GILD) has a volatility of 7.12%. This indicates that GS71.DE experiences smaller price fluctuations and is considered to be less risky than GILD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GS71.DEGILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

7.12%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

17.62%

18.29%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

24.83%

26.32%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.07%

24.43%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.48%

26.09%

-3.61%

Dividends

GS71.DE vs. GILD - Dividend Comparison

GS71.DE's dividend yield for the trailing twelve months is around 4.04%, more than GILD's 2.47% yield.


PositionTTM20252024202320222021202020192018201720162015
GILD
Gilead Sciences, Inc.
2.47%2.57%3.33%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%
GS71.DE
GSK plc
4.04%4.12%5.07%4.43%6.31%6.79%8.51%6.12%7.74%8.78%9.54%8.46%

Financials

GS71.DE vs. GILD - Financials Comparison

This section allows you to compare key financial metrics between GSK plc and Gilead Sciences, Inc.. 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. GS71.DE values in EUR, GILD values in USD

Frequently Asked Questions


GS71.DE and GILD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for GS71.DE and GILD

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