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GSK vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSK vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GSK plc (GSK) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSK achieves a 6.18% return, which is significantly lower than IVV's 10.84% return. Over the past 10 years, GSK has underperformed IVV with an annualized return of 4.03%, while IVV has yielded a comparatively higher 15.17% annualized return.


GSK

1D
-1.99%
1M
-3.37%
6M
4.35%
YTD
6.18%
1Y
38.69%
3Y*
18.60%
5Y*
4.89%
10Y*
4.03%

IVV

1D
0.34%
1M
1.61%
6M
8.94%
YTD
10.84%
1Y
21.73%
3Y*
20.29%
5Y*
13.16%
10Y*
15.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSK vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSK
GSK plc
6.18%51.23%-5.14%9.71%-33.41%26.74%-17.72%29.24%13.79%-2.97%
IVV
iShares Core S&P 500 ETF
10.84%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between GSK and IVV is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.21

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

0.25

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

0.32

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.42

Over the past year, the correlation between GSK and IVV has dropped to 0.15 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

GSK vs. IVV — Risk / Return Rank

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

GSK
GSK Risk / Return Rank: 8181
Overall Rank
GSK Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GSK Sortino Ratio Rank: 8282
Sortino Ratio Rank
GSK Omega Ratio Rank: 8080
Omega Ratio Rank
GSK Calmar Ratio Rank: 8080
Calmar Ratio Rank
GSK Martin Ratio Rank: 7979
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6767
Overall Rank
IVV Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6666
Sortino Ratio Rank
IVV Omega Ratio Rank: 6767
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7373
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. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GSK plc (GSK) and iShares Core S&P 500 ETF (IVV). 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.


GSKIVVDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.26

1.32

-0.06

Calmar ratioReturn relative to maximum drawdown

2.09

2.46

-0.37

Martin ratioReturn relative to average drawdown

4.88

10.68

-5.80

GSK vs. IVV - Sharpe Ratio Comparison

The current GSK Sharpe Ratio is 1.43, which is comparable to the IVV Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of GSK and IVV, 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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Drawdowns

GSK vs. IVV - Drawdown Comparison

The maximum GSK drawdown since its inception was -55.70%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for GSK and IVV.


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Drawdown Indicators


GSKIVVDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-55.25%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-8.89%

-9.74%

Max Drawdown (3Y)

Largest decline over 3 years

-28.46%

-18.75%

-9.71%

Max Drawdown (5Y)

Largest decline over 5 years

-50.10%

-24.53%

-25.57%

Max Drawdown (10Y)

Largest decline over 10 years

-50.10%

-33.90%

-16.20%

Current Drawdown

Current decline from peak

-14.89%

-0.77%

-14.12%

Average Drawdown

Average peak-to-trough decline

-18.86%

-10.74%

-8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

2.04%

+5.91%

Volatility

GSK vs. IVV - Volatility Comparison

GSK plc (GSK) has a higher volatility of 7.88% compared to iShares Core S&P 500 ETF (IVV) at 4.03%. This indicates that GSK's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSKIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

4.03%

+3.85%

Volatility (6M)

Calculated over the trailing 6-month period

19.61%

10.04%

+9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

27.11%

12.58%

+14.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.28%

17.01%

+8.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

18.05%

+4.86%

Dividends

GSK vs. IVV - Dividend Comparison

GSK's dividend yield for the trailing twelve months is around 3.37%, more than IVV's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
GSK
GSK plc
3.37%3.42%4.60%3.75%5.47%4.99%5.59%4.35%5.65%5.83%6.86%5.93%
IVV
iShares Core S&P 500 ETF
1.08%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


GSK and IVV have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSK has higher volatility (7.88%) compared to IVV (4.03%). In terms of maximum drawdown, GSK dropped -55.70% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (1.74 vs 1.43), 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.

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