PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GSK vs. RXRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GSK and RXRX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

GSK vs. RXRX - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-16.26%
-32.06%
GSK
RXRX

Key characteristics

Sharpe Ratio

GSK:

-0.22

RXRX:

-0.40

Sortino Ratio

GSK:

-0.16

RXRX:

-0.09

Omega Ratio

GSK:

0.98

RXRX:

0.99

Calmar Ratio

GSK:

-0.19

RXRX:

-0.40

Martin Ratio

GSK:

-0.41

RXRX:

-0.75

Ulcer Index

GSK:

11.74%

RXRX:

45.58%

Daily Std Dev

GSK:

22.01%

RXRX:

86.22%

Max Drawdown

GSK:

-55.21%

RXRX:

-88.97%

Current Drawdown

GSK:

-25.45%

RXRX:

-84.96%

Fundamentals

Market Cap

GSK:

$69.84B

RXRX:

$2.77B

EPS

GSK:

$1.54

RXRX:

-$1.54

Total Revenue (TTM)

GSK:

$31.27B

RXRX:

$65.18M

Gross Profit (TTM)

GSK:

$22.46B

RXRX:

$1.96M

EBITDA (TTM)

GSK:

$7.73B

RXRX:

-$355.84M

Returns By Period

In the year-to-date period, GSK achieves a -6.23% return, which is significantly higher than RXRX's -36.97% return.


GSK

YTD

-6.23%

1M

-0.09%

6M

-16.26%

1Y

-3.98%

5Y*

-2.77%

10Y*

2.22%

RXRX

YTD

-36.97%

1M

1.89%

6M

-35.93%

1Y

-38.10%

5Y*

N/A

10Y*

N/A

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. RXRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) and Recursion Pharmaceuticals, Inc. (RXRX). 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 -0.22, compared to the broader market-4.00-2.000.002.00-0.22-0.44
The chart of Sortino ratio for GSK, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.16-0.19
The chart of Omega ratio for GSK, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.98
The chart of Calmar ratio for GSK, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19-0.44
The chart of Martin ratio for GSK, currently valued at -0.41, compared to the broader market0.0010.0020.00-0.41-0.83
GSK
RXRX

The current GSK Sharpe Ratio is -0.22, which is higher than the RXRX Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of GSK and RXRX, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.22
-0.44
GSK
RXRX

Dividends

GSK vs. RXRX - Dividend Comparison

GSK's dividend yield for the trailing twelve months is around 4.66%, while RXRX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GSK
GlaxoSmithKline plc
4.66%3.75%4.78%4.92%5.49%4.28%5.55%5.72%7.06%5.96%6.09%4.43%
RXRX
Recursion Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSK vs. RXRX - Drawdown Comparison

The maximum GSK drawdown since its inception was -55.21%, smaller than the maximum RXRX drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for GSK and RXRX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.45%
-84.96%
GSK
RXRX

Volatility

GSK vs. RXRX - Volatility Comparison

The current volatility for GlaxoSmithKline plc (GSK) is 6.77%, while Recursion Pharmaceuticals, Inc. (RXRX) has a volatility of 35.64%. This indicates that GSK experiences smaller price fluctuations and is considered to be less risky than RXRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
6.77%
35.64%
GSK
RXRX

Financials

GSK vs. RXRX - Financials Comparison

This section allows you to compare key financial metrics between GlaxoSmithKline plc and Recursion Pharmaceuticals, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab