PortfoliosLab logo
GSK vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSK and VTI is 0.45, 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: 0.5

Performance

GSK vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GlaxoSmithKline plc (GSK) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
99.36%
622.23%
GSK
VTI

Key characteristics

Sharpe Ratio

GSK:

-0.21

VTI:

0.47

Sortino Ratio

GSK:

-0.12

VTI:

0.80

Omega Ratio

GSK:

0.99

VTI:

1.12

Calmar Ratio

GSK:

-0.19

VTI:

0.49

Martin Ratio

GSK:

-0.34

VTI:

1.99

Ulcer Index

GSK:

16.11%

VTI:

4.76%

Daily Std Dev

GSK:

26.51%

VTI:

20.05%

Max Drawdown

GSK:

-55.21%

VTI:

-55.45%

Current Drawdown

GSK:

-15.61%

VTI:

-10.40%

Returns By Period

In the year-to-date period, GSK achieves a 11.89% return, which is significantly higher than VTI's -6.29% return. Over the past 10 years, GSK has underperformed VTI with an annualized return of 2.53%, while VTI has yielded a comparatively higher 11.38% annualized return.


GSK

YTD

11.89%

1M

-2.30%

6M

2.01%

1Y

-4.78%

5Y*

1.57%

10Y*

2.53%

VTI

YTD

-6.29%

1M

-3.40%

6M

-4.58%

1Y

9.95%

5Y*

15.58%

10Y*

11.38%

*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. VTI — 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 3838
Overall Rank
The Sharpe Ratio Rank of GSK is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of GSK is 3434
Sortino Ratio Rank
The Omega Ratio Rank of GSK is 3434
Omega Ratio Rank
The Calmar Ratio Rank of GSK is 3939
Calmar Ratio Rank
The Martin Ratio Rank of GSK is 4545
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5757
Overall Rank
The Sharpe Ratio Rank of VTI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5858
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. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) and Vanguard Total Stock Market ETF (VTI). 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.


The chart of Sharpe ratio for GSK, currently valued at -0.21, compared to the broader market-2.00-1.000.001.002.003.00
GSK: -0.21
VTI: 0.47
The chart of Sortino ratio for GSK, currently valued at -0.12, compared to the broader market-6.00-4.00-2.000.002.004.00
GSK: -0.12
VTI: 0.80
The chart of Omega ratio for GSK, currently valued at 0.99, compared to the broader market0.501.001.502.00
GSK: 0.99
VTI: 1.12
The chart of Calmar ratio for GSK, currently valued at -0.19, compared to the broader market0.001.002.003.004.005.00
GSK: -0.19
VTI: 0.49
The chart of Martin ratio for GSK, currently valued at -0.34, compared to the broader market-5.000.005.0010.0015.0020.00
GSK: -0.34
VTI: 1.99

The current GSK Sharpe Ratio is -0.21, which is lower than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of GSK and VTI, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.21
0.47
GSK
VTI

Dividends

GSK vs. VTI - Dividend Comparison

GSK's dividend yield for the trailing twelve months is around 4.15%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
GSK
GlaxoSmithKline plc
4.15%4.60%3.75%4.78%4.92%5.49%4.28%5.55%5.72%7.06%5.96%6.09%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

GSK vs. VTI - Drawdown Comparison

The maximum GSK drawdown since its inception was -55.21%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GSK and VTI. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.61%
-10.40%
GSK
VTI

Volatility

GSK vs. VTI - Volatility Comparison

The current volatility for GlaxoSmithKline plc (GSK) is 11.15%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.83%. This indicates that GSK experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.15%
14.83%
GSK
VTI