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GSK.L vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GSK.L and JPM is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

GSK.L vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GlaxoSmithKline plc (GSK.L) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GSK.L:

-0.64

JPM:

1.26

Sortino Ratio

GSK.L:

-0.72

JPM:

1.75

Omega Ratio

GSK.L:

0.90

JPM:

1.25

Calmar Ratio

GSK.L:

-0.59

JPM:

1.38

Martin Ratio

GSK.L:

-0.98

JPM:

4.62

Ulcer Index

GSK.L:

16.47%

JPM:

7.30%

Daily Std Dev

GSK.L:

25.40%

JPM:

28.39%

Max Drawdown

GSK.L:

-51.33%

JPM:

-74.02%

Current Drawdown

GSK.L:

-17.17%

JPM:

-6.30%

Fundamentals

Market Cap

GSK.L:

£57.84B

JPM:

$724.54B

EPS

GSK.L:

£0.76

JPM:

$20.38

PE Ratio

GSK.L:

18.76

JPM:

12.79

PEG Ratio

GSK.L:

0.38

JPM:

7.10

PS Ratio

GSK.L:

1.83

JPM:

4.29

PB Ratio

GSK.L:

4.09

JPM:

2.19

Total Revenue (TTM)

GSK.L:

£31.53B

JPM:

$228.61B

Gross Profit (TTM)

GSK.L:

£22.58B

JPM:

$186.05B

EBITDA (TTM)

GSK.L:

£8.24B

JPM:

$104.01B

Returns By Period

In the year-to-date period, GSK.L achieves a 8.33% return, which is significantly lower than JPM's 10.00% return. Over the past 10 years, GSK.L has underperformed JPM with an annualized return of 4.85%, while JPM has yielded a comparatively higher 17.97% annualized return.


GSK.L

YTD

8.33%

1M

3.48%

6M

8.70%

1Y

-16.09%

3Y*

-3.62%

5Y*

1.27%

10Y*

4.85%

JPM

YTD

10.00%

1M

6.57%

6M

6.08%

1Y

32.91%

3Y*

30.83%

5Y*

27.34%

10Y*

17.97%

*Annualized

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GlaxoSmithKline plc

JPMorgan Chase & Co.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GSK.L vs. JPM — Risk-Adjusted Performance Rank

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

GSK.L
The Risk-Adjusted Performance Rank of GSK.L is 1919
Overall Rank
The Sharpe Ratio Rank of GSK.L is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of GSK.L is 1818
Sortino Ratio Rank
The Omega Ratio Rank of GSK.L is 1717
Omega Ratio Rank
The Calmar Ratio Rank of GSK.L is 1515
Calmar Ratio Rank
The Martin Ratio Rank of GSK.L is 2828
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8585
Overall Rank
The Sharpe Ratio Rank of JPM is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSK.L vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK.L) and JPMorgan Chase & Co. (JPM). 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.


The current GSK.L Sharpe Ratio is -0.64, which is lower than the JPM Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GSK.L and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GSK.L vs. JPM - Dividend Comparison

GSK.L's dividend yield for the trailing twelve months is around 4.35%, more than JPM's 1.94% yield.


TTM20242023202220212020201920182017201620152014
GSK.L
GlaxoSmithKline plc
4.35%4.53%3.84%4.69%4.98%5.96%4.50%5.36%6.05%4.93%5.83%5.81%
JPM
JPMorgan Chase & Co.
1.94%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

GSK.L vs. JPM - Drawdown Comparison

The maximum GSK.L drawdown since its inception was -51.33%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for GSK.L and JPM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GSK.L vs. JPM - Volatility Comparison

GlaxoSmithKline plc (GSK.L) has a higher volatility of 8.55% compared to JPMorgan Chase & Co. (JPM) at 4.95%. This indicates that GSK.L's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

GSK.L vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between GlaxoSmithKline plc and JPMorgan Chase & Co.. 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


10.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
7.52B
68.89B
(GSK.L) Total Revenue
(JPM) Total Revenue
Please note, different currencies. GSK.L values in GBp, JPM values in USD

GSK.L vs. JPM - Profitability Comparison

The chart below illustrates the profitability comparison between GlaxoSmithKline plc and JPMorgan Chase & Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%100.0%20212022202320242025
74.2%
65.8%
(GSK.L) Gross Margin
(JPM) Gross Margin
GSK.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, GlaxoSmithKline plc reported a gross profit of 5.58B and revenue of 7.52B. Therefore, the gross margin over that period was 74.2%.

JPM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a gross profit of 45.31B and revenue of 68.89B. Therefore, the gross margin over that period was 65.8%.

GSK.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, GlaxoSmithKline plc reported an operating income of 2.22B and revenue of 7.52B, resulting in an operating margin of 29.5%.

JPM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported an operating income of 18.41B and revenue of 68.89B, resulting in an operating margin of 26.7%.

GSK.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, GlaxoSmithKline plc reported a net income of 1.62B and revenue of 7.52B, resulting in a net margin of 21.6%.

JPM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, JPMorgan Chase & Co. reported a net income of 14.64B and revenue of 68.89B, resulting in a net margin of 21.3%.