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OGN vs. GSK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OGN and GSK is 0.29, 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.


-0.50.00.51.00.3

Performance

OGN vs. GSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Organon & Co. (OGN) and GlaxoSmithKline plc (GSK). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-50.96%
-0.24%
OGN
GSK

Key characteristics

Sharpe Ratio

OGN:

0.44

GSK:

-0.18

Sortino Ratio

OGN:

0.96

GSK:

-0.10

Omega Ratio

OGN:

1.11

GSK:

0.99

Calmar Ratio

OGN:

0.28

GSK:

-0.15

Martin Ratio

OGN:

1.21

GSK:

-0.34

Ulcer Index

OGN:

14.40%

GSK:

11.63%

Daily Std Dev

OGN:

39.42%

GSK:

22.00%

Max Drawdown

OGN:

-69.56%

GSK:

-55.21%

Current Drawdown

OGN:

-57.15%

GSK:

-24.87%

Fundamentals

Market Cap

OGN:

$3.80B

GSK:

$69.84B

EPS

OGN:

$5.05

GSK:

$1.54

PE Ratio

OGN:

2.92

GSK:

22.23

Total Revenue (TTM)

OGN:

$6.41B

GSK:

$31.27B

Gross Profit (TTM)

OGN:

$3.73B

GSK:

$22.46B

EBITDA (TTM)

OGN:

$1.69B

GSK:

$7.73B

Returns By Period

In the year-to-date period, OGN achieves a 6.90% return, which is significantly higher than GSK's -5.50% return.


OGN

YTD

6.90%

1M

-3.91%

6M

-26.41%

1Y

14.02%

5Y*

N/A

10Y*

N/A

GSK

YTD

-5.50%

1M

0.00%

6M

-16.00%

1Y

-4.05%

5Y*

-2.62%

10Y*

2.32%

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Risk-Adjusted Performance

OGN vs. GSK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Organon & Co. (OGN) and GlaxoSmithKline plc (GSK). 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.


Sharpe ratio
The chart of Sharpe ratio for OGN, currently valued at 0.44, compared to the broader market-4.00-2.000.002.000.44-0.18
The chart of Sortino ratio for OGN, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.96-0.10
The chart of Omega ratio for OGN, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.99
The chart of Calmar ratio for OGN, currently valued at 0.28, compared to the broader market0.002.004.006.000.28-0.15
The chart of Martin ratio for OGN, currently valued at 1.21, compared to the broader market0.0010.0020.001.21-0.34
OGN
GSK

The current OGN Sharpe Ratio is 0.44, which is higher than the GSK Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of OGN and GSK, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.44
-0.18
OGN
GSK

Dividends

OGN vs. GSK - Dividend Comparison

OGN's dividend yield for the trailing twelve months is around 7.72%, more than GSK's 4.62% yield.


TTM20232022202120202019201820172016201520142013
OGN
Organon & Co.
7.72%7.77%4.01%1.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSK
GlaxoSmithKline plc
4.62%3.75%4.78%4.92%5.49%4.28%5.55%5.72%7.06%5.96%6.09%4.43%

Drawdowns

OGN vs. GSK - Drawdown Comparison

The maximum OGN drawdown since its inception was -69.56%, which is greater than GSK's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for OGN and GSK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-57.15%
-24.87%
OGN
GSK

Volatility

OGN vs. GSK - Volatility Comparison

Organon & Co. (OGN) has a higher volatility of 11.38% compared to GlaxoSmithKline plc (GSK) at 6.76%. This indicates that OGN's price experiences larger fluctuations and is considered to be riskier than GSK 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%16.00%JulyAugustSeptemberOctoberNovemberDecember
11.38%
6.76%
OGN
GSK

Financials

OGN vs. GSK - Financials Comparison

This section allows you to compare key financial metrics between Organon & Co. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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