GSK.L vs. AZN.L
Compare and contrast key facts about GlaxoSmithKline plc (GSK.L) and AstraZeneca plc (AZN.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSK.L or AZN.L.
Key characteristics
| GSK.L | AZN.L | |
|---|---|---|
| YTD Return | 16.16% | 20.90% |
| 1Y Return | 23.61% | 20.83% |
| 3Y Return (Ann) | 7.24% | 15.71% |
| 5Y Return (Ann) | 3.49% | 14.29% |
| 10Y Return (Ann) | 6.32% | 14.28% |
| Sharpe Ratio | 1.12 | 0.85 |
| Daily Std Dev | 20.08% | 21.61% |
| Max Drawdown | -50.10% | -49.99% |
| Current Drawdown | -7.95% | -5.54% |
Fundamentals
| GSK.L | AZN.L | |
|---|---|---|
| Market Cap | £66.85B | £194.41B |
| EPS | £1.13 | £3.14 |
| PE Ratio | 14.50 | 39.94 |
| PEG Ratio | 1.37 | 0.96 |
| Total Revenue (TTM) | £31.45B | £49.13B |
| Gross Profit (TTM) | £22.82B | £40.33B |
| EBITDA (TTM) | £9.94B | £14.82B |
Correlation
The correlation between GSK.L and AZN.L is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GSK.L vs. AZN.L - Performance Comparison
In the year-to-date period, GSK.L achieves a 16.16% return, which is significantly lower than AZN.L's 20.90% return. Over the past 10 years, GSK.L has underperformed AZN.L with an annualized return of 6.32%, while AZN.L has yielded a comparatively higher 14.28% annualized return. 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
GSK.L vs. AZN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK.L) and AstraZeneca plc (AZN.L). 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
GSK.L vs. AZN.L - Dividend Comparison
GSK.L's dividend yield for the trailing twelve months is around 3.66%, more than AZN.L's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK.L GlaxoSmithKline plc | 3.66% | 3.84% | 4.66% | 4.93% | 5.90% | 4.45% | 5.31% | 5.99% | 4.88% | 5.77% | 5.76% | 5.62% |
AZN.L AstraZeneca plc | 1.86% | 2.21% | 1.98% | 2.33% | 2.95% | 2.87% | 3.44% | 4.28% | 4.50% | 3.95% | 3.73% | 5.03% |
Drawdowns
GSK.L vs. AZN.L - Drawdown Comparison
The maximum GSK.L drawdown since its inception was -50.10%, roughly equal to the maximum AZN.L drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for GSK.L and AZN.L. For additional features, visit the drawdowns tool.
Volatility
GSK.L vs. AZN.L - Volatility Comparison
The current volatility for GlaxoSmithKline plc (GSK.L) is 3.70%, while AstraZeneca plc (AZN.L) has a volatility of 5.85%. This indicates that GSK.L experiences smaller price fluctuations and is considered to be less risky than AZN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GSK.L vs. AZN.L - Financials Comparison
This section allows you to compare key financial metrics between GlaxoSmithKline plc and AstraZeneca 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