GSK vs. GRP.IR
GSK (GlaxoSmithKline plc) and GRP.IR (Greencoat Renewables PLC) are both stocks. GSK operates in Drug Manufacturers - General (Healthcare), while GRP.IR operates in Utilities - Renewable (Utilities). Over the past 5 years, GSK returned 5.34%/yr vs -2.51%/yr for GRP.IR. At a 0.14 correlation, their price movements are largely independent.
Performance
GSK vs. GRP.IR - Performance Comparison
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Different Trading Currencies
GSK is traded in USD, while GRP.IR is traded in EUR. To make them comparable, the GRP.IR values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with GSK having a 9.89% return and GRP.IR slightly lower at 9.73%.
GSK
- 1D
- 0.34%
- 1M
- 4.84%
- YTD
- 9.89%
- 6M
- 10.40%
- 1Y
- 29.34%
- 3Y*
- 19.84%
- 5Y*
- 5.34%
- 10Y*
- 5.35%
GRP.IR
- 1D
- -0.11%
- 1M
- -4.29%
- YTD
- 9.73%
- 6M
- 7.14%
- 1Y
- 4.01%
- 3Y*
- -2.44%
- 5Y*
- -2.51%
- 10Y*
- —
GSK vs. GRP.IR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 9.89% | 51.23% | -5.14% | 9.71% | -33.41% | 26.74% | -17.72% | 29.24% | 13.79% | -10.29% |
GRP.IR Greencoat Renewables PLC | 9.73% | 3.73% | -18.30% | -0.96% | -0.05% | -5.25% | 12.62% | 18.51% | -1.71% | 3.19% |
Correlation
The correlation between GSK and GRP.IR is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2017 | 0.14 |
The correlation between GSK and GRP.IR shifts across timeframes, from 0.03 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GSK vs. GRP.IR — Risk / Return Rank
GSK
GRP.IR
GSK vs. GRP.IR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) and Greencoat Renewables PLC (GRP.IR). 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 | GRP.IR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.05 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 0.32 | +1.26 |
| Martin ratioReturn relative to average drawdown | 3.92 | 0.76 | +3.16 |
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Drawdowns
GSK vs. GRP.IR - Drawdown Comparison
The maximum GSK drawdown since its inception was -55.70%, which is greater than GRP.IR's maximum drawdown of -33.00%. Use the drawdown chart below to compare losses from any high point for GSK and GRP.IR.
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Drawdown Indicators
| GSK | GRP.IR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | -33.00% | -22.70% |
Max Drawdown (1Y)Largest decline over 1 year | -18.63% | -12.53% | -6.10% |
Max Drawdown (3Y)Largest decline over 3 years | -28.46% | -25.29% | -3.17% |
Max Drawdown (5Y)Largest decline over 5 years | -50.10% | -31.61% | -18.49% |
Max Drawdown (10Y)Largest decline over 10 years | -50.10% | — | — |
Current DrawdownCurrent decline from peak | -11.92% | -17.89% | +5.97% |
Average DrawdownAverage peak-to-trough decline | -18.87% | -11.71% | -7.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.28% | 5.23% | +3.05% |
Volatility
GSK vs. GRP.IR - Volatility Comparison
The current volatility for GlaxoSmithKline plc (GSK) is 6.81%, while Greencoat Renewables PLC (GRP.IR) has a volatility of 8.51%. This indicates that GSK experiences smaller price fluctuations and is considered to be less risky than GRP.IR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSK | GRP.IR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 8.51% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 18.49% | 17.08% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.06% | 20.59% | +6.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.08% | 20.24% | +4.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.89% | 22.04% | +0.85% |
Dividends
GSK vs. GRP.IR - Dividend Comparison
GSK's dividend yield for the trailing twelve months is around 3.26%, less than GRP.IR's 9.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRP.IR Greencoat Renewables PLC | 9.33% | 9.89% | 8.09% | 6.24% | 5.44% | 5.41% | 5.22% | 5.10% | 6.90% | 0.00% | 0.00% | 0.00% |
GSK GlaxoSmithKline plc | 3.26% | 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. GRP.IR - Financials Comparison
This section allows you to compare key financial metrics between GlaxoSmithKline plc and Greencoat Renewables 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GSK and GRP.IR have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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