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GSKH vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSKH vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GSK plc ADRhedged ETF (GSKH) and STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSKH achieves a 7.84% return, which is significantly lower than STHH's 177.56% return.


GSKH

1D
1.34%
1M
4.57%
YTD
7.84%
6M
8.19%
1Y
30.78%
3Y*
5Y*
10Y*

STHH

1D
-8.53%
1M
24.51%
YTD
177.56%
6M
175.07%
1Y
153.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSKH vs. STHH - Yearly Performance Comparison


2026 (YTD)2025
GSKH
GSK plc ADRhedged ETF
7.84%32.92%
STHH
STMicroelectronics NV ADRhedged
177.56%16.74%

Correlation

The correlation between GSKH and STHH is 0.03, 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

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2025

0.02

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Return for Risk

GSKH vs. STHH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSKH
GSKH Risk / Return Rank: 3636
Overall Rank
GSKH Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GSKH Sortino Ratio Rank: 3939
Sortino Ratio Rank
GSKH Omega Ratio Rank: 3838
Omega Ratio Rank
GSKH Calmar Ratio Rank: 3737
Calmar Ratio Rank
GSKH Martin Ratio Rank: 3030
Martin Ratio Rank

STHH
STHH Risk / Return Rank: 8181
Overall Rank
STHH Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 8080
Sortino Ratio Rank
STHH Omega Ratio Rank: 8484
Omega Ratio Rank
STHH Calmar Ratio Rank: 8686
Calmar Ratio Rank
STHH Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSKH vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GSK plc ADRhedged ETF (GSKH) and STMicroelectronics NV ADRhedged (STHH). 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.


GSKHSTHHDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.23

1.48

-0.26

Calmar ratioReturn relative to maximum drawdown

1.67

4.56

-2.89

Martin ratioReturn relative to average drawdown

4.06

10.33

-6.28

GSKH vs. STHH - Sharpe Ratio Comparison

The current GSKH Sharpe Ratio is 1.18, which is lower than the STHH Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of GSKH and STHH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GSKHSTHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

3.07

-1.90

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

3.74

-2.55

Drawdowns

GSKH vs. STHH - Drawdown Comparison

The maximum GSKH drawdown since its inception was -18.54%, smaller than the maximum STHH drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for GSKH and STHH.


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Drawdown Indicators


GSKHSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-18.54%

-33.89%

+15.35%

Max Drawdown (1Y)

Largest decline over 1 year

-18.54%

-33.89%

+15.35%

Current Drawdown

Current decline from peak

-13.28%

-10.34%

-2.94%

Average Drawdown

Average peak-to-trough decline

-5.65%

-10.43%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.61%

14.91%

-7.30%

Volatility

GSKH vs. STHH - Volatility Comparison

The current volatility for GSK plc ADRhedged ETF (GSKH) is 6.33%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 23.06%. This indicates that GSKH experiences smaller price fluctuations and is considered to be less risky than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSKHSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

23.06%

-16.73%

Volatility (6M)

Calculated over the trailing 6-month period

18.35%

37.71%

-19.36%

Volatility (1Y)

Calculated over the trailing 1-year period

26.30%

50.26%

-23.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.08%

50.05%

-22.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.08%

50.05%

-22.97%

GSKH vs. STHH - Expense Ratio Comparison

Both GSKH and STHH have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GSKH vs. STHH - Dividend Comparison

GSKH's dividend yield for the trailing twelve months is around 1.57%, more than STHH's 0.61% yield.


PositionTTM2025
GSKH
GSK plc ADRhedged ETF
1.57%1.15%
STHH
STMicroelectronics NV ADRhedged
0.61%0.69%

Frequently Asked Questions


GSKH and STHH have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STHH has higher volatility (23.06%) compared to GSKH (6.33%). In terms of maximum drawdown, GSKH dropped -18.54% vs STHH's -33.89%.

On 1-year performance, STHH leads with 153.44% vs 30.78% for GSKH. Both ETFs have the same 0.19% expense ratio. On volatility, GSKH has been the lower-risk option at 6.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, STHH has performed better with a 153.44% return vs 30.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSKH and STHH have the same expense ratio: 0.19% per year.

GSKH has the higher dividend yield at 1.57%, compared with 0.61% for STHH.

GSKH is categorized as Health & Biotech Equities, while STHH is Technology Equities. GSKH tracks GSK plc Local Shares Total Return, while STHH tracks STMicroelectronics NV Local Shares Total Return.

STHH currently has the higher Sharpe Ratio (3.07 vs 1.18), 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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