GSK.L vs. SCHN.SW
GSK.L (GlaxoSmithKline plc) and SCHN.SW (Schindler Holding AG) are both stocks. GSK.L operates in Drug Manufacturers - General (Healthcare), while SCHN.SW operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, GSK.L returned 6.03%/yr vs 8.50%/yr for SCHN.SW. At a 0.24 correlation, their price movements are largely independent.
Performance
GSK.L vs. SCHN.SW - Performance Comparison
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Different Trading Currencies
GSK.L is traded in GBp, while SCHN.SW is traded in CHF. To make them comparable, the SCHN.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 higher than SCHN.SW's -8.54% return. Over the past 10 years, GSK.L has underperformed SCHN.SW with an annualized return of 6.03%, while SCHN.SW has yielded a comparatively higher 8.50% 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%
SCHN.SW
- 1D
- 0.38%
- 1M
- -1.06%
- YTD
- -8.54%
- 6M
- -7.07%
- 1Y
- -8.30%
- 3Y*
- 14.47%
- 5Y*
- 5.13%
- 10Y*
- 8.50%
GSK.L vs. SCHN.SW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSK.L GlaxoSmithKline plc | 10.61% | 41.46% | -3.51% | 4.94% | -25.94% | 26.66% | -20.76% | 25.32% | 19.02% | -10.82% |
SCHN.SW Schindler Holding AG | -8.54% | 23.67% | 19.78% | 27.48% | -23.22% | 1.32% | 8.57% | 24.92% | -7.13% | 19.64% |
Correlation
The correlation between GSK.L and SCHN.SW is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2007 | 0.24 |
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Return for Risk
GSK.L vs. SCHN.SW — Risk / Return Rank
GSK.L
SCHN.SW
GSK.L vs. SCHN.SW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK.L) and Schindler Holding AG (SCHN.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.L | SCHN.SW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.94 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | -0.53 | +2.31 |
| Martin ratioReturn relative to average drawdown | 4.57 | -1.09 | +5.66 |
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Drawdowns
GSK.L vs. SCHN.SW - Drawdown Comparison
The maximum GSK.L drawdown since its inception was -42.39%, roughly equal to the maximum SCHN.SW drawdown of -41.70%. Use the drawdown chart below to compare losses from any high point for GSK.L and SCHN.SW.
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Drawdown Indicators
| GSK.L | SCHN.SW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -41.70% | -0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -18.35% | -15.95% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -27.42% | -16.82% | -10.60% |
Max Drawdown (5Y)Largest decline over 5 years | -42.39% | -41.70% | -0.69% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | -41.70% | -0.69% |
Current DrawdownCurrent decline from peak | -11.02% | -14.70% | +3.68% |
Average DrawdownAverage peak-to-trough decline | -12.78% | -9.08% | -3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.93% | 7.64% | -0.71% |
Volatility
GSK.L vs. SCHN.SW - Volatility Comparison
GlaxoSmithKline plc (GSK.L) has a higher volatility of 6.10% compared to Schindler Holding AG (SCHN.SW) at 5.35%. This indicates that GSK.L's price experiences larger fluctuations and is considered to be riskier than SCHN.SW 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 | SCHN.SW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 5.35% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 18.09% | 16.65% | +1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.04% | 19.57% | +5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.68% | 22.50% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.09% | 21.77% | +0.32% |
Dividends
GSK.L vs. SCHN.SW - Dividend Comparison
GSK.L's dividend yield for the trailing twelve months is around 3.38%, more than SCHN.SW's 2.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHN.SW Schindler Holding AG | 2.71% | 2.13% | 2.02% | 2.01% | 2.40% | 1.64% | 1.68% | 1.69% | 2.10% | 0.91% | 1.52% | 0.59% |
Financials
GSK.L vs. SCHN.SW - Financials Comparison
This section allows you to compare key financial metrics between GlaxoSmithKline plc and Schindler Holding 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GSK.L and SCHN.SW have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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