GSK vs. SHEL
GSK (GlaxoSmithKline plc) and SHEL (Shell plc) are both stocks. GSK operates in Drug Manufacturers - General (Healthcare), while SHEL operates in Oil & Gas Integrated (Energy). Over the past 10 years, GSK returned 4.69%/yr vs 9.11%/yr for SHEL. At a 0.35 correlation, their price movements are largely independent.
Performance
GSK vs. SHEL - Performance Comparison
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Returns By Period
In the year-to-date period, GSK achieves a 5.12% return, which is significantly lower than SHEL's 10.42% return. Over the past 10 years, GSK has underperformed SHEL with an annualized return of 4.69%, while SHEL has yielded a comparatively higher 9.11% annualized return.
GSK
- 1D
- 0.14%
- 1M
- -1.25%
- YTD
- 5.12%
- 6M
- 6.09%
- 1Y
- 38.10%
- 3Y*
- 16.17%
- 5Y*
- 4.56%
- 10Y*
- 4.69%
SHEL
- 1D
- 1.08%
- 1M
- -7.06%
- YTD
- 10.42%
- 6M
- 11.78%
- 1Y
- 14.26%
- 3Y*
- 14.65%
- 5Y*
- 19.76%
- 10Y*
- 9.11%
GSK vs. SHEL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 5.12% | 51.23% | -5.14% | 9.71% | -33.41% | 26.74% | -17.72% | 29.24% | 13.79% | -2.97% |
SHEL Shell plc | 10.42% | 22.16% | -0.87% | 20.19% | 36.18% | 34.27% | -41.08% | 6.38% | -7.23% | 21.67% |
Correlation
The correlation between GSK and SHEL is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2005 | 0.35 |
The correlation between GSK and SHEL shifts across timeframes, from -0.00 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GSK:
$103.36B
SHEL:
$227.18B
GSK:
£2.85
SHEL:
$6.39
GSK:
13.47
SHEL:
12.46
GSK:
0.90
SHEL:
0.62
GSK:
2.40
SHEL:
0.87
GSK:
3.32
SHEL:
1.31
GSK:
£32.78B
SHEL:
$266.82B
GSK:
£23.87B
SHEL:
$41.65B
GSK:
£11.30B
SHEL:
$57.44B
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Return for Risk
GSK vs. SHEL — Risk / Return Rank
GSK
SHEL
GSK vs. SHEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) and Shell plc (SHEL). 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 | SHEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.13 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 0.92 | +1.13 |
| Martin ratioReturn relative to average drawdown | 5.17 | 3.26 | +1.91 |
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Drawdowns
GSK vs. SHEL - Drawdown Comparison
The maximum GSK drawdown since its inception was -55.70%, smaller than the maximum SHEL drawdown of -71.57%. Use the drawdown chart below to compare losses from any high point for GSK and SHEL.
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Drawdown Indicators
| GSK | SHEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | -71.57% | +15.87% |
Max Drawdown (1Y)Largest decline over 1 year | -18.63% | -15.53% | -3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -28.46% | -18.47% | -9.99% |
Max Drawdown (5Y)Largest decline over 5 years | -50.10% | -25.04% | -25.06% |
Max Drawdown (10Y)Largest decline over 10 years | -50.10% | -71.57% | +21.47% |
Current DrawdownCurrent decline from peak | -15.74% | -14.62% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -18.87% | -16.73% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | 4.41% | +2.99% |
Volatility
GSK vs. SHEL - Volatility Comparison
GlaxoSmithKline plc (GSK) has a higher volatility of 7.15% compared to Shell plc (SHEL) at 6.17%. This indicates that GSK's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSK | SHEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 6.17% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 18.73% | 17.89% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.67% | 21.43% | +5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.11% | 25.09% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.89% | 30.80% | -7.91% |
Dividends
GSK vs. SHEL - Dividend Comparison
GSK's dividend yield for the trailing twelve months is around 3.41%, less than SHEL's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 3.41% | 3.42% | 4.60% | 3.75% | 5.47% | 4.99% | 5.59% | 4.35% | 5.65% | 5.83% | 6.86% | 5.93% |
SHEL Shell plc | 3.71% | 3.90% | 4.39% | 3.76% | 3.48% | 3.78% | 5.69% | 6.27% | 6.27% | 2.75% | 6.49% | 8.17% |
Financials
GSK vs. SHEL - Financials Comparison
This section allows you to compare key financial metrics between GlaxoSmithKline plc and Shell plc. 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. SHEL - Profitability Comparison
GSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GlaxoSmithKline plc reported a gross profit of 5.75B and revenue of 7.63B. Therefore, the gross margin over that period was 75.4%.
SHEL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shell plc reported a gross profit of 13.31B and revenue of 69.57B. Therefore, the gross margin over that period was 19.1%.
GSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GlaxoSmithKline plc reported an operating income of 2.29B and revenue of 7.63B, resulting in an operating margin of 30.1%.
SHEL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shell plc reported an operating income of 10.35B and revenue of 69.57B, resulting in an operating margin of 14.9%.
GSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GlaxoSmithKline plc reported a net income of 1.74B and revenue of 7.63B, resulting in a net margin of 22.8%.
SHEL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shell plc reported a net income of 5.68B and revenue of 69.57B, resulting in a net margin of 8.2%.
Frequently Asked Questions
GSK and SHEL have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSK has higher volatility (7.15%) compared to SHEL (6.17%). In terms of maximum drawdown, GSK dropped -55.70% vs SHEL's -71.57%.
GSK currently has the higher Sharpe Ratio (1.44 vs 0.67), 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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