GSK vs. SHEL
Compare and contrast key facts about GlaxoSmithKline plc (GSK) and Shell plc (SHEL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSK or SHEL.
Performance
GSK vs. SHEL - Performance Comparison
Returns By Period
In the year-to-date period, GSK achieves a -6.46% return, which is significantly lower than SHEL's 3.59% return. Over the past 10 years, GSK has underperformed SHEL with an annualized return of 1.53%, while SHEL has yielded a comparatively higher 4.29% annualized return.
GSK
-6.46%
-12.50%
-24.30%
-1.51%
-1.61%
1.53%
SHEL
3.59%
-0.72%
-7.13%
5.51%
6.15%
4.29%
Fundamentals
| GSK | SHEL | |
|---|---|---|
| Market Cap | $73.63B | $202.21B |
| EPS | $1.56 | $4.92 |
| PE Ratio | 22.77 | 13.33 |
| PEG Ratio | 0.75 | 2.49 |
| Total Revenue (TTM) | $31.27B | $290.55B |
| Gross Profit (TTM) | $22.46B | $42.07B |
| EBITDA (TTM) | $6.33B | $50.96B |
Key characteristics
| GSK | SHEL | |
|---|---|---|
| Sharpe Ratio | 0.07 | 0.26 |
| Sortino Ratio | 0.25 | 0.45 |
| Omega Ratio | 1.03 | 1.06 |
| Calmar Ratio | 0.06 | 0.41 |
| Martin Ratio | 0.17 | 0.94 |
| Ulcer Index | 9.29% | 4.70% |
| Daily Std Dev | 21.65% | 17.07% |
| Max Drawdown | -55.21% | -67.46% |
| Current Drawdown | -25.62% | -9.45% |
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Correlation
The correlation between GSK and SHEL is 0.38, 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.
Risk-Adjusted Performance
GSK vs. SHEL - Risk-Adjusted Performance 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.
Dividends
GSK vs. SHEL - Dividend Comparison
GSK's dividend yield for the trailing twelve months is around 4.67%, more than SHEL's 4.20% 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% |
SHEL Shell plc | 4.20% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
Drawdowns
GSK vs. SHEL - Drawdown Comparison
The maximum GSK drawdown since its inception was -55.21%, smaller than the maximum SHEL drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for GSK and SHEL. For additional features, visit the drawdowns tool.
Volatility
GSK vs. SHEL - Volatility Comparison
GlaxoSmithKline plc (GSK) has a higher volatility of 6.01% compared to Shell plc (SHEL) at 4.94%. 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.
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