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GSK vs. PFE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GSK and PFE is 0.43, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

GSK vs. PFE - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
47.93%
78.97%
GSK
PFE

Key characteristics

Sharpe Ratio

GSK:

-0.31

PFE:

-0.23

Sortino Ratio

GSK:

-0.29

PFE:

-0.18

Omega Ratio

GSK:

0.97

PFE:

0.98

Calmar Ratio

GSK:

-0.27

PFE:

-0.10

Martin Ratio

GSK:

-0.50

PFE:

-0.50

Ulcer Index

GSK:

15.38%

PFE:

10.69%

Daily Std Dev

GSK:

24.69%

PFE:

22.78%

Max Drawdown

GSK:

-55.21%

PFE:

-54.82%

Current Drawdown

GSK:

-15.14%

PFE:

-53.05%

Fundamentals

Market Cap

GSK:

$76.96B

PFE:

$139.18B

EPS

GSK:

$1.61

PFE:

$1.41

PE Ratio

GSK:

23.52

PFE:

17.40

PEG Ratio

GSK:

0.37

PFE:

0.58

Total Revenue (TTM)

GSK:

$24.01B

PFE:

$48.75B

Gross Profit (TTM)

GSK:

$16.98B

PFE:

$31.22B

EBITDA (TTM)

GSK:

$5.14B

PFE:

$12.18B

Returns By Period

In the year-to-date period, GSK achieves a 12.52% return, which is significantly higher than PFE's -5.36% return. Over the past 10 years, GSK has outperformed PFE with an annualized return of 2.66%, while PFE has yielded a comparatively lower 1.27% annualized return.


GSK

YTD

12.52%

1M

-0.82%

6M

-2.44%

1Y

-6.26%

5Y*

4.48%

10Y*

2.66%

PFE

YTD

-5.36%

1M

-5.90%

6M

-10.88%

1Y

-4.73%

5Y*

-0.69%

10Y*

1.27%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GSK vs. PFE — Risk-Adjusted Performance Rank

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

GSK
The Risk-Adjusted Performance Rank of GSK is 3535
Overall Rank
The Sharpe Ratio Rank of GSK is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of GSK is 3131
Sortino Ratio Rank
The Omega Ratio Rank of GSK is 3131
Omega Ratio Rank
The Calmar Ratio Rank of GSK is 3636
Calmar Ratio Rank
The Martin Ratio Rank of GSK is 4242
Martin Ratio Rank

PFE
The Risk-Adjusted Performance Rank of PFE is 3939
Overall Rank
The Sharpe Ratio Rank of PFE is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of PFE is 3434
Sortino Ratio Rank
The Omega Ratio Rank of PFE is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PFE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of PFE is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSK vs. PFE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) and Pfizer Inc. (PFE). 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.


Sharpe ratio
The chart of Sharpe ratio for GSK, currently valued at -0.31, compared to the broader market-2.00-1.000.001.002.003.00
GSK: -0.31
PFE: -0.23
The chart of Sortino ratio for GSK, currently valued at -0.29, compared to the broader market-6.00-4.00-2.000.002.004.00
GSK: -0.29
PFE: -0.18
The chart of Omega ratio for GSK, currently valued at 0.97, compared to the broader market0.501.001.502.00
GSK: 0.97
PFE: 0.98
The chart of Calmar ratio for GSK, currently valued at -0.27, compared to the broader market0.001.002.003.004.005.00
GSK: -0.27
PFE: -0.10
The chart of Martin ratio for GSK, currently valued at -0.50, compared to the broader market-5.000.005.0010.0015.0020.00
GSK: -0.50
PFE: -0.50

The current GSK Sharpe Ratio is -0.31, which is lower than the PFE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of GSK and PFE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.31
-0.23
GSK
PFE

Dividends

GSK vs. PFE - Dividend Comparison

GSK's dividend yield for the trailing twelve months is around 4.12%, less than PFE's 6.84% yield.


TTM20242023202220212020201920182017201620152014
GSK
GlaxoSmithKline plc
4.12%4.60%3.75%4.78%4.92%5.49%4.28%5.55%5.72%7.06%5.96%6.09%
PFE
Pfizer Inc.
6.84%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%

Drawdowns

GSK vs. PFE - Drawdown Comparison

The maximum GSK drawdown since its inception was -55.21%, roughly equal to the maximum PFE drawdown of -54.82%. Use the drawdown chart below to compare losses from any high point for GSK and PFE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-15.14%
-53.05%
GSK
PFE

Volatility

GSK vs. PFE - Volatility Comparison

GlaxoSmithKline plc (GSK) and Pfizer Inc. (PFE) have volatilities of 5.83% and 6.03%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%NovemberDecember2025FebruaryMarchApril
5.83%
6.03%
GSK
PFE

Financials

GSK vs. PFE - Financials Comparison

This section allows you to compare key financial metrics between GlaxoSmithKline plc and Pfizer Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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