GSK vs. RHHBY
GSK (GSK plc) and RHHBY (Roche Holding AG ADR) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 10 years, GSK returned 3.76%/yr vs 8.66%/yr for RHHBY. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
GSK vs. RHHBY - Performance Comparison
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Returns By Period
In the year-to-date period, GSK achieves a 7.22% return, which is significantly lower than RHHBY's 9.27% return. Over the past 10 years, GSK has underperformed RHHBY with an annualized return of 3.76%, while RHHBY has yielded a comparatively higher 8.66% annualized return.
GSK
- 1D
- -0.73%
- 1M
- -3.67%
- 6M
- 1.90%
- YTD
- 7.22%
- 1Y
- 42.78%
- 3Y*
- 18.53%
- 5Y*
- 4.82%
- 10Y*
- 3.76%
- ALL TIME*
- 8.48%
RHHBY
- 1D
- -1.09%
- 1M
- 3.07%
- 6M
- -0.70%
- YTD
- 9.27%
- 1Y
- 45.09%
- 3Y*
- 16.56%
- 5Y*
- 6.01%
- 10Y*
- 8.66%
- ALL TIME*
- 8.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GSK GSK plc | $276.89M | $237.83M | $206.74M |
RHHBY Roche Holding AG ADR | $122.34M | $107.50M | $108.99M |
GSK vs. RHHBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSK GSK plc | 7.22% | 51.23% | -5.14% | 9.71% | -33.41% | 26.74% | -17.72% | 29.24% | 13.79% | -2.97% |
RHHBY Roche Holding AG ADR | 9.27% | 52.86% | 0.23% | -4.02% | -22.21% | 20.20% | 9.94% | 33.47% | 2.16% | 14.32% |
Correlation
The correlation between GSK and RHHBY is 0.50, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.38 |
The correlation between GSK and RHHBY shifts across timeframes, from 0.38 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GSK:
$103.56B
RHHBY:
$348.31B
GSK:
£2.36
RHHBY:
CHF 2.82
GSK:
16.25
RHHBY:
15.65
GSK:
0.36
RHHBY:
4.17
GSK:
2.36
RHHBY:
2.61
GSK:
4.45
RHHBY:
8.76
GSK:
£33.25B
RHHBY:
CHF 108.90B
GSK:
£24.35B
RHHBY:
CHF 79.49B
GSK:
£10.68B
RHHBY:
CHF 37.44B
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Return for Risk
GSK vs. RHHBY — Risk / Return Rank
GSK
RHHBY
GSK vs. RHHBY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GSK plc (GSK) and Roche Holding AG ADR (RHHBY). 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 | RHHBY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.32 | +0.08 |
| Martin ratioReturn relative to average drawdown | 5.24 | 5.07 | +0.17 |
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Drawdowns
GSK vs. RHHBY - Drawdown Comparison
The maximum GSK drawdown since its inception was -55.70%, which is greater than RHHBY's maximum drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for GSK and RHHBY.
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Drawdown Indicators
| GSK | RHHBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | -45.73% | -9.97% |
Max Drawdown (1Y)Largest decline over 1 year | -18.53% | -19.38% | +0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -28.46% | -19.94% | -8.52% |
Max Drawdown (5Y)Largest decline over 5 years | -50.10% | -40.88% | -9.22% |
Max Drawdown (10Y)Largest decline over 10 years | -50.10% | -40.88% | -9.22% |
Current DrawdownCurrent decline from peak | -14.05% | -6.98% | -7.07% |
Average DrawdownAverage peak-to-trough decline | -18.85% | -12.83% | -6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.49% | 8.87% | -0.38% |
Volatility
GSK vs. RHHBY - Volatility Comparison
The current volatility for GSK plc (GSK) is 8.74%, while Roche Holding AG ADR (RHHBY) has a volatility of 9.62%. This indicates that GSK experiences smaller price fluctuations and is considered to be less risky than RHHBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSK | RHHBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.74% | 9.62% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 19.87% | 19.49% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.94% | 28.64% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.39% | 23.73% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 22.69% | +0.28% |
Dividends
GSK vs. RHHBY - Dividend Comparison
GSK's dividend yield for the trailing twelve months is around 3.47%, more than RHHBY's 2.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK GSK plc | 3.47% | 3.42% | 4.60% | 3.75% | 5.47% | 4.99% | 5.59% | 4.35% | 5.65% | 5.83% | 6.86% | 5.93% |
RHHBY Roche Holding AG ADR | 2.83% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
Financials
GSK vs. RHHBY - Financials Comparison
This section allows you to compare key financial metrics between GSK plc and Roche Holding AG ADR. 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. RHHBY - Profitability Comparison
GSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, GSK plc reported a gross profit of 6.34B and revenue of 8.45B. Therefore, the gross margin over that period was 75.1%.
RHHBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Roche Holding AG ADR reported a gross profit of 22.86B and revenue of 31.02B. Therefore, the gross margin over that period was 73.7%.
GSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, GSK plc reported an operating income of 2.41B and revenue of 8.45B, resulting in an operating margin of 28.5%.
RHHBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Roche Holding AG ADR reported an operating income of 9.64B and revenue of 31.02B, resulting in an operating margin of 31.1%.
GSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, GSK plc reported a net income of 437.26M and revenue of 8.45B, resulting in a net margin of 5.2%.
RHHBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Roche Holding AG ADR reported a net income of 7.02B and revenue of 31.02B, resulting in a net margin of 22.6%.
Frequently Asked Questions
GSK and RHHBY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RHHBY has higher volatility (9.62%) compared to GSK (8.74%). In terms of maximum drawdown, GSK dropped -55.70% vs RHHBY's -45.73%.
GSK currently has the higher Sharpe Ratio (1.68 vs 1.58), 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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