GSK.L vs. JNJ
GSK.L (GlaxoSmithKline plc) and JNJ (Johnson & Johnson) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 10 years, GSK.L returned 5.50%/yr vs 10.83%/yr for JNJ. At a 0.31 correlation, their price movements are largely independent.
Performance
GSK.L vs. JNJ - Performance Comparison
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Different Trading Currencies
GSK.L is traded in GBp, while JNJ is traded in USD. To make them comparable, the JNJ 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 JNJ's 14.87% return. Over the past 10 years, GSK.L has underperformed JNJ with an annualized return of 5.50%, while JNJ has yielded a comparatively higher 10.83% 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%
JNJ
- 1D
- 0.00%
- 1M
- 8.10%
- YTD
- 14.87%
- 6M
- 16.57%
- 1Y
- 56.05%
- 3Y*
- 14.39%
- 5Y*
- 11.35%
- 10Y*
- 10.83%
GSK.L vs. JNJ - 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% |
JNJ Johnson & Johnson | 14.53% | 36.97% | -3.15% | -13.15% | 18.58% | 12.49% | 7.57% | 11.80% | 0.49% | 13.67% |
Correlation
The correlation between GSK.L and JNJ is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.31 |
Fundamentals
GSK.L:
£77.94B
JNJ:
$567.68B
GSK.L:
£1.42
JNJ:
$8.65
GSK.L:
13.43
JNJ:
26.85
GSK.L:
0.30
JNJ:
0.89
GSK.L:
2.39
JNJ:
5.86
GSK.L:
4.37
JNJ:
6.99
GSK.L:
£32.78B
JNJ:
$96.36B
GSK.L:
£23.84B
JNJ:
$66.60B
GSK.L:
£11.56B
JNJ:
$31.62B
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Return for Risk
GSK.L vs. JNJ — Risk / Return Rank
GSK.L
JNJ
GSK.L vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK.L) and Johnson & Johnson (JNJ). 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 | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.56 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 4.53 | -2.83 |
| Martin ratioReturn relative to average drawdown | 4.14 | 14.39 | -10.25 |
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 | JNJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 3.25 | -2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.64 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.55 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.68 | -0.44 |
Drawdowns
GSK.L vs. JNJ - Drawdown Comparison
The maximum GSK.L drawdown since its inception was -42.39%, which is greater than JNJ's maximum drawdown of -23.28%. Use the drawdown chart below to compare losses from any high point for GSK.L and JNJ.
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Drawdown Indicators
| GSK.L | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -23.28% | -19.11% |
Max Drawdown (1Y)Largest decline over 1 year | -18.35% | -12.44% | -5.91% |
Max Drawdown (3Y)Largest decline over 3 years | -27.42% | -16.22% | -11.20% |
Max Drawdown (5Y)Largest decline over 5 years | -42.39% | -23.28% | -19.11% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | -23.28% | -19.11% |
Current DrawdownCurrent decline from peak | -14.20% | -5.35% | -8.85% |
Average DrawdownAverage peak-to-trough decline | -12.77% | -6.93% | -5.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 3.91% | +3.62% |
Volatility
GSK.L vs. JNJ - Volatility Comparison
GlaxoSmithKline plc (GSK.L) and Johnson & Johnson (JNJ) have volatilities of 6.21% and 6.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSK.L | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 6.24% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 18.11% | 13.14% | +4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.99% | 17.39% | +7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.68% | 17.71% | +5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.09% | 19.95% | +2.14% |
Dividends
GSK.L vs. JNJ - Dividend Comparison
GSK.L's dividend yield for the trailing twelve months is around 3.50%, more than JNJ's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JNJ Johnson & Johnson | 2.26% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
Financials
GSK.L vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between GlaxoSmithKline plc and Johnson & Johnson. 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
GSK.L vs. JNJ - Profitability Comparison
GSK.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GlaxoSmithKline plc reported a gross profit of 5.75B and revenue of 7.63B. Therefore, the gross margin over that period was 75.4%.
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a gross profit of 17.20B and revenue of 24.06B. Therefore, the gross margin over that period was 71.5%.
GSK.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GlaxoSmithKline plc reported an operating income of 2.29B and revenue of 7.63B, resulting in an operating margin of 30.1%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported an operating income of 6.40B and revenue of 24.06B, resulting in an operating margin of 26.6%.
GSK.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GlaxoSmithKline plc reported a net income of 1.74B and revenue of 7.63B, resulting in a net margin of 22.8%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Johnson & Johnson reported a net income of 5.24B and revenue of 24.06B, resulting in a net margin of 21.8%.
Frequently Asked Questions
GSK.L and JNJ have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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