GSK.L vs. SGSOY
GSK.L (GlaxoSmithKline plc) and SGSOY (SGS SA) are both stocks. GSK.L operates in Drug Manufacturers - General (Healthcare), while SGSOY operates in Consulting Services (Industrials). Over the past 10 years, GSK.L returned 6.03%/yr vs 6.69%/yr for SGSOY. At a 0.23 correlation, their price movements are largely independent.
Performance
GSK.L vs. SGSOY - Performance Comparison
Loading charts...
Different Trading Currencies
GSK.L is traded in GBp, while SGSOY is traded in USD. To make them comparable, the SGSOY 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 SGSOY's 2.59% return. Over the past 10 years, GSK.L has underperformed SGSOY with an annualized return of 6.03%, while SGSOY has yielded a comparatively higher 6.69% 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%
SGSOY
- 1D
- -0.54%
- 1M
- 4.33%
- YTD
- 2.59%
- 6M
- 6.10%
- 1Y
- 12.69%
- 3Y*
- 7.71%
- 5Y*
- 2.50%
- 10Y*
- 6.69%
GSK.L vs. SGSOY - 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% |
SGSOY SGS SA | 2.59% | 10.65% | 22.25% | -8.85% | -20.88% | 17.18% | 9.22% | 18.67% | -6.78% | 23.89% |
Correlation
The correlation between GSK.L and SGSOY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.23 |
Fundamentals
GSK.L:
£80.83B
SGSOY:
$21.59B
GSK.L:
£1.42
SGSOY:
CHF 0.65
GSK.L:
13.93
SGSOY:
13.72
GSK.L:
0.31
SGSOY:
7.42
GSK.L:
2.48
SGSOY:
1.25
GSK.L:
4.53
SGSOY:
19.09
GSK.L:
£32.78B
SGSOY:
CHF 13.71B
GSK.L:
£23.84B
SGSOY:
CHF 8.66B
GSK.L:
£11.56B
SGSOY:
CHF 2.70B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GSK.L vs. SGSOY — Risk / Return Rank
GSK.L
SGSOY
GSK.L vs. SGSOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK.L) and SGS SA (SGSOY). 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 | SGSOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.13 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 0.78 | +1.00 |
| Martin ratioReturn relative to average drawdown | 4.57 | 2.11 | +2.45 |
Loading charts...
Drawdowns
GSK.L vs. SGSOY - Drawdown Comparison
The maximum GSK.L drawdown since its inception was -42.39%, which is greater than SGSOY's maximum drawdown of -38.26%. Use the drawdown chart below to compare losses from any high point for GSK.L and SGSOY.
Loading charts...
Drawdown Indicators
| GSK.L | SGSOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.39% | -38.26% | -4.13% |
Max Drawdown (1Y)Largest decline over 1 year | -18.35% | -16.30% | -2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -27.42% | -20.25% | -7.17% |
Max Drawdown (5Y)Largest decline over 5 years | -42.39% | -30.82% | -11.57% |
Max Drawdown (10Y)Largest decline over 10 years | -42.39% | -30.82% | -11.57% |
Current DrawdownCurrent decline from peak | -11.02% | -7.07% | -3.95% |
Average DrawdownAverage peak-to-trough decline | -12.78% | -10.02% | -2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.93% | 6.03% | +0.90% |
Volatility
GSK.L vs. SGSOY - Volatility Comparison
GlaxoSmithKline plc (GSK.L) has a higher volatility of 6.10% compared to SGS SA (SGSOY) at 4.56%. This indicates that GSK.L's price experiences larger fluctuations and is considered to be riskier than SGSOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GSK.L | SGSOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 4.56% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 18.09% | 14.26% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.04% | 19.58% | +5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.68% | 21.14% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.09% | 20.83% | +1.26% |
Dividends
GSK.L vs. SGSOY - Dividend Comparison
GSK.L's dividend yield for the trailing twelve months is around 3.38%, less than SGSOY's 3.67% 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% |
SGSOY SGS SA | 3.67% | 3.19% | 3.64% | 3.96% | 3.72% | 2.52% | 1.61% | 1.69% | 2.10% | 4.35% | 5.56% | 2.04% |
Financials
GSK.L vs. SGSOY - Financials Comparison
This section allows you to compare key financial metrics between GlaxoSmithKline plc and SGS SA. 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. SGSOY - 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%.
SGSOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SGS SA reported a gross profit of 1.32B and revenue of 3.49B. Therefore, the gross margin over that period was 37.9%.
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%.
SGSOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SGS SA reported an operating income of 561.32M and revenue of 3.49B, resulting in an operating margin of 16.1%.
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%.
SGSOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SGS SA reported a net income of 351.08M and revenue of 3.49B, resulting in a net margin of 10.1%.
Frequently Asked Questions
GSK.L and SGSOY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for GSK.L and SGSOY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer