GSK.L vs. TW.L

Last updated Apr 2, 2026

Compare and contrast key facts about GlaxoSmithKline plc (GSK.L) and Taylor Wimpey PLC (TW.L).

Performance

GSK.L vs. TW.L - Performance Comparison

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

GSK.L vs. TW.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GSK.L GlaxoSmithKline plc	16.41%	41.46%	-3.51%	4.94%	-7.40%	26.74%	-20.72%	25.38%	19.09%	-10.77%
TW.L Taylor Wimpey PLC	-17.62%	-3.91%	-11.37%	57.04%	-36.73%	11.45%	-4.62%	58.59%	-28.42%	44.27%

Fundamentals

Market Cap GSK.L : £86.09B TW.L : £3.16B
EPS GSK.L : £1.39 TW.L : £0.09
PE Ratio GSK.L : 15.11 TW.L : 9.86
PS Ratio GSK.L : 2.64 TW.L : 0.44
PB Ratio GSK.L : 5.26 TW.L : 0.75
Total Revenue (TTM) GSK.L : £32.67B TW.L : £7.25B
Gross Profit (TTM) GSK.L : £23.68B TW.L : £1.31B
EBITDA (TTM) GSK.L : £11.88B TW.L : £854.90M

Returns By Period

In the year-to-date period, GSK.L achieves a 16.41% return, which is significantly higher than TW.L's -17.62% return. Over the past 10 years, GSK.L has outperformed TW.L with an annualized return of 8.99%, while TW.L has yielded a comparatively lower 0.33% annualized return.

GSK.L

• 1D: 2.08%
• 1M: -3.35%
• YTD: 16.41%
• 6M: 28.19%
• 1Y: 49.26%
• 3Y*: 18.45%
• 5Y*: 15.08%
• 10Y*: 8.99%

TW.L

• 1D: 0.00%
• 1M: -19.64%
• YTD: -17.62%
• 6M: -11.36%
• 1Y: -14.43%
• 3Y*: -3.01%
• 5Y*: -7.19%
• 10Y*: 0.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GSK.L vs. TW.L — 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: 87
GSK.L Sharpe Ratio Rank: 89
GSK.L Sortino Ratio Rank: 87
GSK.L Omega Ratio Rank: 85
GSK.L Calmar Ratio Rank: 89
GSK.L Martin Ratio Rank: 87

TW.L

TW.L Risk / Return Rank: 20
TW.L Sharpe Ratio Rank: 18
TW.L Sortino Ratio Rank: 17
TW.L Omega Ratio Rank: 19
TW.L Calmar Ratio Rank: 25
TW.L Martin Ratio Rank: 21

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. TW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK.L) and Taylor Wimpey PLC (TW.L). 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	TW.L	Difference
Sharpe ratio Return per unit of total volatility	1.85	-0.49	+2.34
Sortino ratio Return per unit of downside risk	2.58	-0.53	+3.11
Omega ratio Gain probability vs. loss probability	1.34	0.94	+0.40
Calmar ratio Return relative to maximum drawdown	3.81	-0.54	+4.35
Martin ratio Return relative to average drawdown	9.11	-1.14	+10.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GSK.L vs. TW.L - Sharpe Ratio Comparison

The current GSK.L Sharpe Ratio is 1.85, which is higher than the TW.L Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of GSK.L and TW.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GSK.L	TW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.85	-0.49	+2.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	-0.25	+0.94
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.01	+0.41
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.04	—

Correlation

The correlation between GSK.L and TW.L is 0.17, 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.

Dividends

GSK.L vs. TW.L - Dividend Comparison

GSK.L's dividend yield for the trailing twelve months is around 3.13%, less than TW.L's 5.26% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSK.L GlaxoSmithKline plc	3.13%	3.51%	4.53%	3.84%	4.69%	4.98%	5.96%	4.50%	5.36%	6.05%	4.93%	5.83%
TW.L Taylor Wimpey PLC	8.60%	8.68%	7.85%	6.51%	8.91%	4.72%	8.92%	9.48%	11.21%	6.68%	7.11%	4.67%

Drawdowns

GSK.L vs. TW.L - Drawdown Comparison

The maximum GSK.L drawdown since its inception was -9,894.54%, which is greater than TW.L's maximum drawdown of -98.99%. Use the drawdown chart below to compare losses from any high point for GSK.L and TW.L.

Drawdown Indicators

	GSK.L	TW.L	Difference
Max Drawdown Largest peak-to-trough decline	-9,894.54%	-98.99%	-9,795.55%
Max Drawdown (1Y) Largest decline over 1 year	-13.91%	-27.22%	+13.31%
Max Drawdown (5Y) Largest decline over 5 years	-27.99%	-52.79%	+24.80%
Max Drawdown (10Y) Largest decline over 10 years	-30.96%	-56.37%	+25.41%
Current Drawdown Current decline from peak	-9,272.04%	-41.69%	-9,230.35%
Average Drawdown Average peak-to-trough decline	-2,430.09%	-41.98%	-2,388.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.81%	12.82%	-7.01%

Volatility

GSK.L vs. TW.L - Volatility Comparison

The current volatility for GlaxoSmithKline plc (GSK.L) is 6.51%, while Taylor Wimpey PLC (TW.L) has a volatility of 9.14%. This indicates that GSK.L experiences smaller price fluctuations and is considered to be less risky than TW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSK.L	TW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.51%	9.14%	-2.63%
Volatility (6M) Calculated over the trailing 6-month period	16.85%	18.76%	-1.91%
Volatility (1Y) Calculated over the trailing 1-year period	26.49%	26.12%	+0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.95%	28.45%	-6.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.17%	34.58%	-13.41%

Financials

GSK.L vs. TW.L - Profitability Comparison

The chart below illustrates the profitability comparison between GlaxoSmithKline plc and Taylor Wimpey PLC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

GSK.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, GlaxoSmithKline plc reported a gross profit of 5.98B and revenue of 8.62B. Therefore, the gross margin over that period was 69.4%.

TW.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Taylor Wimpey PLC reported a gross profit of 375.90M and revenue of 2.19B. Therefore, the gross margin over that period was 17.2%.

GSK.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, GlaxoSmithKline plc reported an operating income of 723.00M and revenue of 8.62B, resulting in an operating margin of 8.4%.

TW.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Taylor Wimpey PLC reported an operating income of 250.70M and revenue of 2.19B, resulting in an operating margin of 11.5%.

GSK.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, GlaxoSmithKline plc reported a net income of 636.00M and revenue of 8.62B, resulting in a net margin of 7.4%.

TW.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Taylor Wimpey PLC reported a net income of 162.20M and revenue of 2.19B, resulting in a net margin of 7.4%.