GSK vs. NVS
Compare and contrast key facts about GlaxoSmithKline plc (GSK) and Novartis AG (NVS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSK or NVS.
Performance
GSK vs. NVS - Performance Comparison
Returns By Period
In the year-to-date period, GSK achieves a -6.46% return, which is significantly lower than NVS's 5.66% return. Over the past 10 years, GSK has underperformed NVS with an annualized return of 1.53%, while NVS has yielded a comparatively higher 6.67% annualized return.
GSK
-6.46%
-12.50%
-24.30%
-1.51%
-1.61%
1.53%
NVS
5.66%
-12.31%
-0.08%
12.41%
8.08%
6.67%
Fundamentals
| GSK | NVS | |
|---|---|---|
| Market Cap | $73.63B | $209.76B |
| EPS | $1.56 | $5.73 |
| PE Ratio | 22.77 | 18.31 |
| PEG Ratio | 0.75 | 3.12 |
| Total Revenue (TTM) | $31.27B | $49.29B |
| Gross Profit (TTM) | $22.46B | $36.69B |
| EBITDA (TTM) | $6.33B | $19.83B |
Key characteristics
| GSK | NVS | |
|---|---|---|
| Sharpe Ratio | 0.07 | 0.81 |
| Sortino Ratio | 0.25 | 1.17 |
| Omega Ratio | 1.03 | 1.16 |
| Calmar Ratio | 0.06 | 0.90 |
| Martin Ratio | 0.17 | 2.59 |
| Ulcer Index | 9.29% | 5.19% |
| Daily Std Dev | 21.65% | 16.57% |
| Max Drawdown | -55.21% | -41.72% |
| Current Drawdown | -25.62% | -15.00% |
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Correlation
The correlation between GSK and NVS is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
GSK vs. NVS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) and Novartis AG (NVS). 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 vs. NVS - Dividend Comparison
GSK's dividend yield for the trailing twelve months is around 4.67%, more than NVS's 3.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 4.67% | 3.75% | 4.78% | 4.92% | 5.49% | 4.28% | 5.55% | 5.72% | 7.06% | 5.96% | 6.09% | 4.43% |
NVS Novartis AG | 3.68% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% | 3.37% |
Drawdowns
GSK vs. NVS - Drawdown Comparison
The maximum GSK drawdown since its inception was -55.21%, which is greater than NVS's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for GSK and NVS. For additional features, visit the drawdowns tool.
Volatility
GSK vs. NVS - Volatility Comparison
GlaxoSmithKline plc (GSK) and Novartis AG (NVS) have volatilities of 6.04% and 5.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GSK vs. NVS - Financials Comparison
This section allows you to compare key financial metrics between GlaxoSmithKline plc and Novartis AG. 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