GSK.L vs. MCO
GSK.L (GlaxoSmithKline plc) and MCO (Moody's Corporation) are both stocks. GSK.L operates in Drug Manufacturers - General (Healthcare), while MCO operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, GSK.L returned 5.50%/yr vs 18.26%/yr for MCO. At a 0.22 correlation, their price movements are largely independent.
Performance
GSK.L vs. MCO - Performance Comparison
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Different Trading Currencies
GSK.L is traded in GBp, while MCO is traded in USD. To make them comparable, the MCO 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 higher than MCO's -10.35% return. Over the past 10 years, GSK.L has underperformed MCO with an annualized return of 5.50%, while MCO has yielded a comparatively higher 18.26% 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%
MCO
- 1D
- 0.00%
- 1M
- 2.45%
- YTD
- -10.35%
- 6M
- -7.05%
- 1Y
- -5.61%
- 3Y*
- 9.13%
- 5Y*
- 8.07%
- 10Y*
- 18.26%
GSK.L vs. MCO - 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% |
MCO Moody's Corporation | -11.89% | 0.99% | 24.30% | 34.45% | -19.22% | 36.86% | 19.64% | 64.75% | 1.58% | 44.82% |
Correlation
The correlation between GSK.L and MCO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2007 | 0.22 |
The correlation between GSK.L and MCO shifts across timeframes, from 0.06 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GSK.L:
£77.94B
MCO:
$78.68B
GSK.L:
£1.42
MCO:
$13.92
GSK.L:
13.43
MCO:
31.87
GSK.L:
0.30
MCO:
4.16
GSK.L:
2.39
MCO:
10.10
GSK.L:
4.37
MCO:
26.28
GSK.L:
£32.78B
MCO:
$7.87B
GSK.L:
£23.84B
MCO:
$5.49B
GSK.L:
£11.56B
MCO:
$3.95B
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Return for Risk
GSK.L vs. MCO — Risk / Return Rank
GSK.L
MCO
GSK.L vs. MCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK.L) and Moody's Corporation (MCO). 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 | MCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.98 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | -0.23 | +1.92 |
| Martin ratioReturn relative to average drawdown | 4.14 | -0.51 | +4.64 |
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 | MCO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | -0.22 | +1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.33 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.68 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.44 | -0.20 |
Drawdowns
GSK.L vs. MCO - Drawdown Comparison
The maximum GSK.L drawdown since its inception was -42.39%, smaller than the maximum MCO drawdown of -65.19%. Use the drawdown chart below to compare losses from any high point for GSK.L and MCO.
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Drawdown Indicators
| GSK.L | MCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -65.19% | +22.80% |
Max Drawdown (1Y)Largest decline over 1 year | -18.35% | -24.99% | +6.64% |
Max Drawdown (3Y)Largest decline over 3 years | -27.42% | -27.40% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -42.39% | -31.65% | -10.74% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | -35.07% | -7.32% |
Current DrawdownCurrent decline from peak | -14.20% | -18.42% | +4.22% |
Average DrawdownAverage peak-to-trough decline | -12.77% | -15.13% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 11.10% | -3.57% |
Volatility
GSK.L vs. MCO - Volatility Comparison
The current volatility for GlaxoSmithKline plc (GSK.L) is 6.21%, while Moody's Corporation (MCO) has a volatility of 6.63%. This indicates that GSK.L experiences smaller price fluctuations and is considered to be less risky than MCO 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 | MCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 6.63% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 18.11% | 21.99% | -3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.99% | 26.15% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.68% | 24.88% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.09% | 27.11% | -5.02% |
Dividends
GSK.L vs. MCO - Dividend Comparison
GSK.L's dividend yield for the trailing twelve months is around 3.50%, more than MCO's 0.89% 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% |
MCO Moody's Corporation | 0.89% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
Financials
GSK.L vs. MCO - Financials Comparison
This section allows you to compare key financial metrics between GlaxoSmithKline plc and Moody's Corporation. 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. MCO - 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%.
MCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported a gross profit of 1.55B and revenue of 2.08B. Therefore, the gross margin over that period was 74.5%.
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%.
MCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported an operating income of 922.00M and revenue of 2.08B, resulting in an operating margin of 44.4%.
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%.
MCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported a net income of 661.00M and revenue of 2.08B, resulting in a net margin of 31.8%.
Frequently Asked Questions
GSK.L and MCO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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