MCO vs. GSK.L
MCO (Moody's Corporation) and GSK.L (GlaxoSmithKline plc) are both stocks. MCO operates in Financial Data & Stock Exchanges (Financial Services), while GSK.L operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, MCO returned 17.28%/yr vs 4.80%/yr for GSK.L. At a 0.24 correlation, their price movements are largely independent.
Performance
MCO vs. GSK.L - Performance Comparison
Loading charts...
Different Trading Currencies
MCO is traded in USD, while GSK.L is traded in GBp. To make them comparable, the GSK.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MCO achieves a -12.74% return, which is significantly lower than GSK.L's 5.71% return. Over the past 10 years, MCO has outperformed GSK.L with an annualized return of 17.28%, while GSK.L has yielded a comparatively lower 4.80% annualized return.
MCO
- 1D
- -1.68%
- 1M
- -1.44%
- YTD
- -12.74%
- 6M
- -8.49%
- 1Y
- -8.48%
- 3Y*
- 10.67%
- 5Y*
- 6.50%
- 10Y*
- 17.28%
GSK.L
- 1D
- -1.24%
- 1M
- 2.51%
- YTD
- 5.71%
- 6M
- 7.01%
- 1Y
- 29.39%
- 3Y*
- 18.35%
- 5Y*
- 4.98%
- 10Y*
- 4.80%
MCO vs. GSK.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | -12.74% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
GSK.L GlaxoSmithKline plc | 5.71% | 52.14% | -5.11% | 10.47% | -33.85% | 25.52% | -18.33% | 30.34% | 12.28% | -2.33% |
Correlation
The correlation between MCO and GSK.L is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2007 | 0.24 |
The correlation between MCO and GSK.L shifts across timeframes, from 0.10 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MCO:
$78.68B
GSK.L:
£77.94B
MCO:
$13.92
GSK.L:
£1.42
MCO:
31.87
GSK.L:
13.43
MCO:
4.16
GSK.L:
0.30
MCO:
10.10
GSK.L:
2.39
MCO:
26.28
GSK.L:
4.37
MCO:
$7.87B
GSK.L:
£32.78B
MCO:
$5.49B
GSK.L:
£23.84B
MCO:
$3.95B
GSK.L:
£11.56B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MCO vs. GSK.L — Risk / Return Rank
MCO
GSK.L
MCO vs. GSK.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) and GlaxoSmithKline plc (GSK.L). 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.
| MCO | GSK.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.21 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.58 | -1.94 |
| Martin ratioReturn relative to average drawdown | -0.79 | 3.69 | -4.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MCO | GSK.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | 1.15 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.20 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.21 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.15 | +0.33 |
Drawdowns
MCO vs. GSK.L - Drawdown Comparison
The maximum MCO drawdown since its inception was -78.72%, which is greater than GSK.L's maximum drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for MCO and GSK.L.
Loading charts...
Drawdown Indicators
| MCO | GSK.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.72% | -51.16% | -27.56% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -18.53% | -5.08% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | -29.30% | +4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -51.16% | +9.50% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -51.16% | +9.14% |
Current DrawdownCurrent decline from peak | -17.39% | -15.20% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -17.73% | -15.96% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.80% | 7.93% | +2.87% |
Volatility
MCO vs. GSK.L - Volatility Comparison
Moody's Corporation (MCO) has a higher volatility of 7.28% compared to GlaxoSmithKline plc (GSK.L) at 5.92%. This indicates that MCO's price experiences larger fluctuations and is considered to be riskier than GSK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MCO | GSK.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 5.92% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 21.95% | 18.51% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.32% | 25.56% | +0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.32% | 24.76% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.84% | 22.99% | +4.85% |
Dividends
MCO vs. GSK.L - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.89%, less than GSK.L's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK.L GlaxoSmithKline plc | 3.50% | 3.51% | 4.53% | 3.84% | 5.30% | 4.93% | 5.90% | 4.45% | 5.31% | 5.99% | 4.88% | 5.77% |
MCO Moody's Corporation | 0.89% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
Financials
MCO vs. GSK.L - Financials Comparison
This section allows you to compare key financial metrics between Moody's Corporation and GlaxoSmithKline 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
MCO vs. GSK.L - Profitability Comparison
MCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported a gross profit of 1.55B and revenue of 2.08B. Therefore, the gross margin over that period was 74.5%.
GSK.L - 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%.
MCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported an operating income of 922.00M and revenue of 2.08B, resulting in an operating margin of 44.4%.
GSK.L - 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%.
MCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Moody's Corporation reported a net income of 661.00M and revenue of 2.08B, resulting in a net margin of 31.8%.
GSK.L - 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%.
Frequently Asked Questions
MCO and GSK.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for MCO and GSK.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer