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

Performance

GSK vs. GAW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GlaxoSmithKline plc (GSK) and Games Workshop Group plc (GAW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GSK is traded in USD, while GAW.L is traded in GBp. To make them comparable, the GAW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GSK achieves a 4.91% return, which is significantly higher than GAW.L's -0.29% return. Over the past 10 years, GSK has underperformed GAW.L with an annualized return of 4.64%, while GAW.L has yielded a comparatively higher 49.39% annualized return.


GSK

1D
-1.71%
1M
1.25%
YTD
4.91%
6M
6.15%
1Y
27.36%
3Y*
17.87%
5Y*
4.68%
10Y*
4.64%

GAW.L

1D
-0.53%
1M
-5.80%
YTD
-0.29%
6M
-2.43%
1Y
18.68%
3Y*
33.82%
5Y*
13.14%
10Y*
49.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSK vs. GAW.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSK
GlaxoSmithKline plc
4.91%51.23%-5.14%9.71%-33.41%26.74%-17.72%29.24%13.79%-2.97%
GAW.L
Games Workshop Group plc
-0.29%59.71%37.99%26.79%-20.05%-10.12%93.05%116.73%14.00%350.72%

Correlation

The correlation between GSK and GAW.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.14

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

0.17

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2007

0.18

Fundamentals

Market Cap

GSK:

$103.15B

GAW.L:

£6.24B

EPS

GSK:

$2.85

GAW.L:

£11.54

PE Ratio

GSK:

17.78

GAW.L:

16.35

PEG Ratio

GSK:

1.19

GAW.L:

1.28

PS Ratio

GSK:

3.16

GAW.L:

5.08

PB Ratio

GSK:

4.38

GAW.L:

19.53

Total Revenue (TTM)

GSK:

$32.78B

GAW.L:

£1.23B

Gross Profit (TTM)

GSK:

$23.87B

GAW.L:

£881.50M

EBITDA (TTM)

GSK:

$11.30B

GAW.L:

£574.30M

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Return for Risk

GSK vs. GAW.L — Risk / Return Rank

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

GSK
GSK Risk / Return Rank: 6969
Overall Rank
GSK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSK Sortino Ratio Rank: 6868
Sortino Ratio Rank
GSK Omega Ratio Rank: 6565
Omega Ratio Rank
GSK Calmar Ratio Rank: 7070
Calmar Ratio Rank
GSK Martin Ratio Rank: 6969
Martin Ratio Rank

GAW.L
GAW.L Risk / Return Rank: 6666
Overall Rank
GAW.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GAW.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
GAW.L Omega Ratio Rank: 6363
Omega Ratio Rank
GAW.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
GAW.L Martin Ratio Rank: 6666
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 vs. GAW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) and Games Workshop Group plc (GAW.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.


GSKGAW.LDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.19

1.16

+0.04

Calmar ratioReturn relative to maximum drawdown

1.48

1.24

+0.24

Martin ratioReturn relative to average drawdown

3.38

2.37

+1.01

GSK vs. GAW.L - Sharpe Ratio Comparison

The current GSK Sharpe Ratio is 1.02, which is higher than the GAW.L Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of GSK and GAW.L, 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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Sharpe Ratios by Period


GSKGAW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.68

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.40

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

1.33

-1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.65

-0.33

Drawdowns

GSK vs. GAW.L - Drawdown Comparison

The maximum GSK drawdown since its inception was -55.70%, smaller than the maximum GAW.L drawdown of -67.53%. Use the drawdown chart below to compare losses from any high point for GSK and GAW.L.


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Drawdown Indicators


GSKGAW.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-67.53%

+11.83%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-15.05%

-3.58%

Max Drawdown (3Y)

Largest decline over 3 years

-28.46%

-22.45%

-6.01%

Max Drawdown (5Y)

Largest decline over 5 years

-50.10%

-60.90%

+10.80%

Max Drawdown (10Y)

Largest decline over 10 years

-50.10%

-61.40%

+11.30%

Current Drawdown

Current decline from peak

-15.91%

-9.32%

-6.59%

Average Drawdown

Average peak-to-trough decline

-18.87%

-21.02%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.11%

7.86%

+0.25%

Volatility

GSK vs. GAW.L - Volatility Comparison

The current volatility for GlaxoSmithKline plc (GSK) is 6.42%, while Games Workshop Group plc (GAW.L) has a volatility of 9.42%. This indicates that GSK experiences smaller price fluctuations and is considered to be less risky than GAW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSKGAW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

9.42%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

18.51%

17.56%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

26.94%

27.29%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.06%

33.03%

-7.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.89%

37.21%

-14.32%

Dividends

GSK vs. GAW.L - Dividend Comparison

GSK's dividend yield for the trailing twelve months is around 3.41%, more than GAW.L's 2.57% yield.


PositionTTM20252024202320222021202020192018201720162015
GAW.L
Games Workshop Group plc
2.57%3.49%3.08%4.51%3.50%1.96%1.65%2.62%4.28%5.32%0.00%0.00%
GSK
GlaxoSmithKline plc
3.41%3.42%4.60%3.75%5.47%4.99%5.59%4.35%5.65%5.83%6.86%5.93%

Financials

GSK vs. GAW.L - Financials Comparison

This section allows you to compare key financial metrics between GlaxoSmithKline plc and Games Workshop Group plc. 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
7.63B
332.10M
(GSK) Total Revenue
(GAW.L) Total Revenue
Please note, different currencies. GSK values in USD, GAW.L values in GBp

GSK vs. GAW.L - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%65.0%70.0%75.0%20222023202420252026
75.4%
70.9%
Portfolio components
GSK - 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%.

GAW.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Games Workshop Group plc reported a gross profit of 235.50M and revenue of 332.10M. Therefore, the gross margin over that period was 70.9%.

GSK - 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%.

GAW.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Games Workshop Group plc reported an operating income of 141.80M and revenue of 332.10M, resulting in an operating margin of 42.7%.

GSK - 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%.

GAW.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Games Workshop Group plc reported a net income of 105.50M and revenue of 332.10M, resulting in a net margin of 31.8%.


Frequently Asked Questions


GSK and GAW.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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