GSK vs. WBA
GSK (GlaxoSmithKline plc) and WBA (Walgreens Boots Alliance, Inc.) are both stocks. Both are in the Healthcare sector — GSK in Drug Manufacturers - General, WBA in Pharmaceutical Retailers. At a 0.26 correlation, their price movements are largely independent.
Performance
GSK vs. WBA - Performance Comparison
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Returns By Period
GSK
- 1D
- 1.47%
- 1M
- -1.55%
- YTD
- 3.01%
- 6M
- 3.15%
- 1Y
- 27.33%
- 3Y*
- 17.89%
- 5Y*
- 4.64%
- 10Y*
- 3.96%
WBA
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GSK vs. WBA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 3.01% | 51.23% | -5.14% | 9.71% | -33.41% | 26.74% | -17.72% | 29.24% | 13.79% | -2.97% |
WBA Walgreens Boots Alliance, Inc. | 0.00% | 28.40% | -61.34% | -25.09% | -25.06% | 35.78% | -29.38% | -10.99% | -3.65% | -10.51% |
Correlation
The correlation between GSK and WBA is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 1986 | 0.26 |
The correlation between GSK and WBA shifts across timeframes, from 0.09 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GSK:
$32.78B
WBA:
$154.58B
GSK:
$23.87B
WBA:
$26.47B
GSK:
$11.30B
WBA:
-$2.92B
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Return for Risk
GSK vs. WBA — Risk / Return Rank
GSK
WBA
GSK vs. WBA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) and Walgreens Boots Alliance, Inc. (WBA). 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.
| GSK | WBA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.19 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | — | — |
| Martin ratioReturn relative to average drawdown | 3.45 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSK | WBA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | — | — |
Drawdowns
GSK vs. WBA - Drawdown Comparison
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Drawdown Indicators
| GSK | WBA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -18.63% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -28.46% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -50.10% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.10% | — | — |
Current DrawdownCurrent decline from peak | -17.43% | — | — |
Average DrawdownAverage peak-to-trough decline | -18.87% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.94% | — | — |
Volatility
GSK vs. WBA - Volatility Comparison
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Volatility by Period
| GSK | WBA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 18.38% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.84% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.01% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.86% | — | — |
Dividends
GSK vs. WBA - Dividend Comparison
GSK's dividend yield for the trailing twelve months is around 3.48%, while WBA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 3.48% | 3.42% | 4.60% | 3.75% | 5.47% | 4.99% | 5.59% | 4.35% | 5.65% | 5.83% | 6.86% | 5.93% |
WBA Walgreens Boots Alliance, Inc. | 0.00% | 0.00% | 10.72% | 7.35% | 5.13% | 3.62% | 4.64% | 3.04% | 2.46% | 2.13% | 1.78% | 1.64% |
Financials
GSK vs. WBA - Financials Comparison
This section allows you to compare key financial metrics between GlaxoSmithKline plc and Walgreens Boots Alliance, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GSK and WBA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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