GSK vs. HEI
GSK (GlaxoSmithKline plc) and HEI (HEICO Corporation) are both stocks. GSK operates in Drug Manufacturers - General (Healthcare), while HEI operates in Aerospace & Defense (Industrials). Over the past 10 years, GSK returned 4.64%/yr vs 25.42%/yr for HEI. At a 0.19 correlation, their price movements are largely independent.
Performance
GSK vs. HEI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GSK achieves a 4.91% return, which is significantly higher than HEI's 0.01% return. Over the past 10 years, GSK has underperformed HEI with an annualized return of 4.64%, while HEI has yielded a comparatively higher 25.42% 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%
HEI
- 1D
- -2.39%
- 1M
- 10.59%
- YTD
- 0.01%
- 6M
- 2.87%
- 1Y
- 6.72%
- 3Y*
- 25.63%
- 5Y*
- 17.50%
- 10Y*
- 25.42%
GSK vs. HEI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 4.91% | 51.23% | -5.14% | 9.71% | -33.41% | 26.74% | -17.72% | 29.24% | 13.79% | -2.97% |
HEI HEICO Corporation | 0.01% | 36.22% | 33.05% | 16.56% | 6.67% | 9.06% | 16.16% | 47.54% | 28.51% | 53.04% |
Correlation
The correlation between GSK and HEI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
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 Mar 18, 1992 | 0.19 |
Fundamentals
GSK:
$103.15B
HEI:
$45.63B
GSK:
$2.85
HEI:
$5.60
GSK:
17.78
HEI:
57.77
GSK:
1.19
HEI:
2.60
GSK:
3.16
HEI:
9.29
GSK:
4.38
HEI:
8.46
GSK:
$32.78B
HEI:
$4.91B
GSK:
$23.87B
HEI:
$943.00M
GSK:
$11.30B
HEI:
$1.12B
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 vs. HEI — Risk / Return Rank
GSK
HEI
GSK vs. HEI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) and HEICO Corporation (HEI). 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 | HEI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.07 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 0.25 | +1.23 |
| Martin ratioReturn relative to average drawdown | 3.38 | 0.60 | +2.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| GSK | HEI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.21 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.64 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.83 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.51 | -0.19 |
Drawdowns
GSK vs. HEI - Drawdown Comparison
The maximum GSK drawdown since its inception was -55.70%, smaller than the maximum HEI drawdown of -75.50%. Use the drawdown chart below to compare losses from any high point for GSK and HEI.
Loading charts...
Drawdown Indicators
| GSK | HEI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | -75.50% | +19.80% |
Max Drawdown (1Y)Largest decline over 1 year | -18.63% | -27.11% | +8.48% |
Max Drawdown (3Y)Largest decline over 3 years | -28.46% | -27.11% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -50.10% | -27.11% | -22.99% |
Max Drawdown (10Y)Largest decline over 10 years | -50.10% | -57.73% | +7.63% |
Current DrawdownCurrent decline from peak | -15.91% | -9.65% | -6.26% |
Average DrawdownAverage peak-to-trough decline | -18.87% | -19.96% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.11% | 11.14% | -3.03% |
Volatility
GSK vs. HEI - Volatility Comparison
The current volatility for GlaxoSmithKline plc (GSK) is 6.42%, while HEICO Corporation (HEI) has a volatility of 13.61%. This indicates that GSK experiences smaller price fluctuations and is considered to be less risky than HEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GSK | HEI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 13.61% | -7.19% |
Volatility (6M)Calculated over the trailing 6-month period | 18.51% | 27.21% | -8.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.94% | 32.79% | -5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.06% | 27.59% | -2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.89% | 30.61% | -7.72% |
Dividends
GSK vs. HEI - Dividend Comparison
GSK's dividend yield for the trailing twelve months is around 3.41%, more than HEI's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HEI HEICO Corporation | 0.07% | 0.07% | 0.09% | 0.11% | 0.12% | 0.12% | 0.12% | 0.12% | 0.14% | 0.08% | 0.22% | 0.28% |
Financials
GSK vs. HEI - Financials Comparison
This section allows you to compare key financial metrics between GlaxoSmithKline plc and HEICO Corporation. 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 vs. HEI - Profitability Comparison
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%.
HEI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HEICO Corporation reported a gross profit of -454.96M and revenue of 1.38B. Therefore, the gross margin over that period was -33.1%.
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%.
HEI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HEICO Corporation reported an operating income of 350.44M and revenue of 1.38B, resulting in an operating margin of 25.5%.
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%.
HEI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HEICO Corporation reported a net income of 233.80M and revenue of 1.38B, resulting in a net margin of 17.0%.
Frequently Asked Questions
GSK and HEI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HEI has higher volatility (13.61%) compared to GSK (6.42%). In terms of maximum drawdown, GSK dropped -55.70% vs HEI's -75.50%.
GSK currently has the higher Sharpe Ratio (1.02 vs 0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for GSK and HEI
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