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GSK.L vs. NOVN.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GSK.L vs. NOVN.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in GlaxoSmithKline plc (GSK.L) and Novartis AG (NOVN.SW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GSK.L is traded in GBp, while NOVN.SW is traded in CHF. To make them comparable, the NOVN.SW 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 10.61% return, which is significantly lower than NOVN.SW's 14.56% return. Over the past 10 years, GSK.L has underperformed NOVN.SW with an annualized return of 6.03%, while NOVN.SW has yielded a comparatively higher 15.47% annualized return.


GSK.L

1D
1.10%
1M
6.15%
YTD
10.61%
6M
10.61%
1Y
32.87%
3Y*
17.81%
5Y*
6.60%
10Y*
6.03%

NOVN.SW

1D
0.23%
1M
3.41%
YTD
14.56%
6M
18.78%
1Y
32.48%
3Y*
24.45%
5Y*
20.40%
10Y*
15.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSK.L vs. NOVN.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSK.L
GlaxoSmithKline plc
10.61%41.46%-3.51%4.94%-25.94%26.66%-20.76%25.32%19.02%-10.82%
NOVN.SW
Novartis AG
14.56%36.16%2.41%33.66%19.70%-2.97%-0.05%26.18%11.89%10.59%

Correlation

The correlation between GSK.L and NOVN.SW is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2007

0.49

The correlation between GSK.L and NOVN.SW shifts across timeframes, from 0.48 (5 years) to 0.62 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GSK.L vs. NOVN.SW — Risk / Return Rank

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

GSK.L
GSK.L Risk / Return Rank: 7676
Overall Rank
GSK.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GSK.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
GSK.L Omega Ratio Rank: 7575
Omega Ratio Rank
GSK.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
GSK.L Martin Ratio Rank: 7575
Martin Ratio Rank

NOVN.SW
NOVN.SW Risk / Return Rank: 8080
Overall Rank
NOVN.SW Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NOVN.SW Sortino Ratio Rank: 7878
Sortino Ratio Rank
NOVN.SW Omega Ratio Rank: 7878
Omega Ratio Rank
NOVN.SW Calmar Ratio Rank: 8282
Calmar Ratio Rank
NOVN.SW Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSK.L vs. NOVN.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK.L) and Novartis AG (NOVN.SW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GSK.LNOVN.SWDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratioReturn relative to maximum drawdown

1.78

2.54

-0.75

Martin ratioReturn relative to average drawdown

4.57

6.36

-1.80

GSK.L vs. NOVN.SW - Sharpe Ratio Comparison

The current GSK.L Sharpe Ratio is 1.31, which is comparable to the NOVN.SW Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of GSK.L and NOVN.SW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GSK.L vs. NOVN.SW - Drawdown Comparison

The maximum GSK.L drawdown since its inception was -42.39%, which is greater than NOVN.SW's maximum drawdown of -30.23%. Use the drawdown chart below to compare losses from any high point for GSK.L and NOVN.SW.


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Drawdown Indicators


GSK.LNOVN.SWDifference

Max Drawdown

Largest peak-to-trough decline

-42.39%

-30.23%

-12.16%

Max Drawdown (1Y)

Largest decline over 1 year

-18.35%

-12.98%

-5.37%

Max Drawdown (3Y)

Largest decline over 3 years

-27.42%

-15.76%

-11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-42.39%

-15.76%

-26.63%

Max Drawdown (10Y)

Largest decline over 10 years

-42.39%

-19.79%

-22.60%

Current Drawdown

Current decline from peak

-11.02%

-6.47%

-4.55%

Average Drawdown

Average peak-to-trough decline

-12.78%

-7.01%

-5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.93%

5.16%

+1.77%

Volatility

GSK.L vs. NOVN.SW - Volatility Comparison

GlaxoSmithKline plc (GSK.L) and Novartis AG (NOVN.SW) have volatilities of 6.10% and 6.28%, 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.LNOVN.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

6.28%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

18.09%

14.19%

+3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

25.04%

19.45%

+5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.68%

19.54%

+4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.09%

19.49%

+2.60%

Dividends

GSK.L vs. NOVN.SW - Dividend Comparison

GSK.L's dividend yield for the trailing twelve months is around 3.38%, more than NOVN.SW's 3.03% yield.


PositionTTM20252024202320222021202020192018201720162015
GSK.L
GlaxoSmithKline plc
3.38%3.51%4.53%3.84%5.30%4.93%5.90%4.45%5.31%5.99%4.88%5.77%
NOVN.SW
Novartis AG
3.03%3.19%3.72%3.77%3.71%3.74%3.53%3.10%3.77%3.78%4.12%3.39%

Financials

GSK.L vs. NOVN.SW - Financials Comparison

This section allows you to compare key financial metrics between GlaxoSmithKline plc and Novartis AG. 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


Please note, different currencies. GSK.L values in GBP, NOVN.SW values in CHF

Frequently Asked Questions


GSK.L and NOVN.SW have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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