GSK.L vs. VOO
Compare and contrast key facts about GlaxoSmithKline plc (GSK.L) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSK.L or VOO.
Key characteristics
GSK.L | VOO | |
---|---|---|
YTD Return | 17.44% | 19.40% |
1Y Return | 23.87% | 27.03% |
3Y Return (Ann) | 8.27% | 9.37% |
5Y Return (Ann) | 3.76% | 15.93% |
10Y Return (Ann) | 6.28% | 12.97% |
Sharpe Ratio | 1.19 | 2.17 |
Daily Std Dev | 20.06% | 12.37% |
Max Drawdown | -50.10% | -33.99% |
Current Drawdown | -6.94% | -0.19% |
Correlation
The correlation between GSK.L and VOO is 0.31, 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.
Performance
GSK.L vs. VOO - Performance Comparison
In the year-to-date period, GSK.L achieves a 17.44% return, which is significantly lower than VOO's 19.40% return. Over the past 10 years, GSK.L has underperformed VOO with an annualized return of 6.28%, while VOO has yielded a comparatively higher 12.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GSK.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK.L) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
GSK.L vs. VOO - Dividend Comparison
GSK.L's dividend yield for the trailing twelve months is around 3.62%, more than VOO's 1.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK.L GlaxoSmithKline plc | 3.62% | 3.84% | 4.66% | 4.93% | 5.90% | 4.45% | 5.31% | 5.99% | 4.88% | 5.77% | 5.76% | 5.62% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GSK.L vs. VOO - Drawdown Comparison
The maximum GSK.L drawdown since its inception was -50.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GSK.L and VOO. For additional features, visit the drawdowns tool.
Volatility
GSK.L vs. VOO - Volatility Comparison
The current volatility for GlaxoSmithKline plc (GSK.L) is 5.18%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.51%. This indicates that GSK.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.