GSK.L vs. EOAN.DE
GSK.L (GlaxoSmithKline plc) and EOAN.DE (E.ON SE) are both stocks. GSK.L operates in Drug Manufacturers - General (Healthcare), while EOAN.DE operates in Utilities - Diversified (Utilities). Over the past 10 years, GSK.L returned 5.50%/yr vs 15.03%/yr for EOAN.DE. At a 0.31 correlation, their price movements are largely independent.
Performance
GSK.L vs. EOAN.DE - Performance Comparison
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Different Trading Currencies
GSK.L is traded in GBp, while EOAN.DE is traded in EUR. To make them comparable, the EOAN.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, GSK.L achieves a 6.65% return, which is significantly lower than EOAN.DE's 14.43% return. Over the past 10 years, GSK.L has underperformed EOAN.DE with an annualized return of 5.50%, while EOAN.DE has yielded a comparatively higher 15.03% annualized return.
GSK.L
- 1D
- -1.29%
- 1M
- 4.74%
- YTD
- 6.65%
- 6M
- 6.89%
- 1Y
- 31.21%
- 3Y*
- 16.07%
- 5Y*
- 6.18%
- 10Y*
- 5.50%
EOAN.DE
- 1D
- -0.17%
- 1M
- 0.87%
- YTD
- 14.43%
- 6M
- 18.79%
- 1Y
- 24.49%
- 3Y*
- 21.38%
- 5Y*
- 17.18%
- 10Y*
- 15.03%
GSK.L vs. EOAN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSK.L GlaxoSmithKline plc | 6.65% | 41.46% | -3.51% | 4.94% | -25.94% | 26.66% | -20.76% | 25.32% | 19.02% | -10.82% |
EOAN.DE E.ON SE | 14.43% | 56.51% | -7.84% | 33.28% | -15.06% | 30.89% | 5.34% | 9.54% | -0.31% | 45.13% |
Correlation
The correlation between GSK.L and EOAN.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.31 |
The correlation between GSK.L and EOAN.DE shifts across timeframes, from 0.16 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GSK.L vs. EOAN.DE — Risk / Return Rank
GSK.L
EOAN.DE
GSK.L vs. EOAN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK.L) and E.ON SE (EOAN.DE). 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.
| GSK.L | EOAN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.05 | -0.36 |
| Martin ratioReturn relative to average drawdown | 4.14 | 4.94 | -0.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSK.L | EOAN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.10 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.78 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.65 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.10 | +0.14 |
Drawdowns
GSK.L vs. EOAN.DE - Drawdown Comparison
The maximum GSK.L drawdown since its inception was -42.39%, smaller than the maximum EOAN.DE drawdown of -77.29%. Use the drawdown chart below to compare losses from any high point for GSK.L and EOAN.DE.
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Drawdown Indicators
| GSK.L | EOAN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -77.29% | +34.90% |
Max Drawdown (1Y)Largest decline over 1 year | -18.35% | -11.16% | -7.19% |
Max Drawdown (3Y)Largest decline over 3 years | -27.42% | -23.80% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -42.39% | -34.10% | -8.29% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | -34.10% | -8.29% |
Current DrawdownCurrent decline from peak | -14.20% | -8.22% | -5.98% |
Average DrawdownAverage peak-to-trough decline | -12.77% | -43.19% | +30.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 4.65% | +2.88% |
Volatility
GSK.L vs. EOAN.DE - Volatility Comparison
The current volatility for GlaxoSmithKline plc (GSK.L) is 6.21%, while E.ON SE (EOAN.DE) has a volatility of 7.03%. This indicates that GSK.L experiences smaller price fluctuations and is considered to be less risky than EOAN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSK.L | EOAN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 7.03% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 18.11% | 17.18% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.99% | 20.92% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.68% | 21.77% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.09% | 22.89% | -0.80% |
Dividends
GSK.L vs. EOAN.DE - Dividend Comparison
GSK.L's dividend yield for the trailing twelve months is around 3.50%, more than EOAN.DE's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EOAN.DE E.ON SE | 3.16% | 3.41% | 4.71% | 4.20% | 5.25% | 3.85% | 5.08% | 4.51% | 3.48% | 2.32% | 7.46% | 6.38% |
GSK.L GlaxoSmithKline plc | 3.50% | 3.51% | 4.53% | 3.84% | 5.30% | 4.93% | 5.90% | 4.45% | 5.31% | 5.99% | 4.88% | 5.77% |
Financials
GSK.L vs. EOAN.DE - Financials Comparison
This section allows you to compare key financial metrics between GlaxoSmithKline plc and E.ON SE. 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
Frequently Asked Questions
GSK.L and EOAN.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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