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RELX vs. GSK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RELX vs. GSK.L - Performance Comparison

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

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Different Trading Currencies

RELX 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, RELX achieves a -17.01% return, which is significantly lower than GSK.L's 2.98% return. Over the past 10 years, RELX has outperformed GSK.L with an annualized return of 8.22%, while GSK.L has yielded a comparatively lower 6.39% annualized return.


RELX

1D
-1.44%
1M
-7.74%
YTD
-17.01%
6M
-16.54%
1Y
-37.62%
3Y*
2.83%
5Y*
6.77%
10Y*
8.22%

GSK.L

1D
1.43%
1M
-2.75%
YTD
2.98%
6M
3.30%
1Y
28.52%
3Y*
18.03%
5Y*
9.57%
10Y*
6.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RELX vs. GSK.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RELX
RELX PLC
-17.01%-9.60%16.59%46.09%-13.06%35.47%0.27%25.28%-11.20%34.97%
GSK.L
GlaxoSmithKline plc
2.98%52.14%-5.11%10.47%-17.30%25.59%-18.29%30.41%12.35%-2.28%

Correlation

The correlation between RELX and GSK.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2007

0.37

Over the past year, the correlation between RELX and GSK.L has dropped to 0.11 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

RELX:

$60.32B

GSK.L:

£75.43B

EPS

RELX:

$2.17

GSK.L:

£1.42

PE Ratio

RELX:

15.15

GSK.L:

13.00

PEG Ratio

RELX:

1.56

GSK.L:

0.29

PS Ratio

RELX:

3.18

GSK.L:

2.31

PB Ratio

RELX:

25.54

GSK.L:

4.23

Total Revenue (TTM)

RELX:

$18.99B

GSK.L:

£32.78B

Gross Profit (TTM)

RELX:

$12.35B

GSK.L:

£23.84B

EBITDA (TTM)

RELX:

$6.05B

GSK.L:

£11.56B

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Return for Risk

RELX vs. GSK.L — Risk / Return Rank

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

RELX
RELX Risk / Return Rank: 55
Overall Rank
RELX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RELX Sortino Ratio Rank: 33
Sortino Ratio Rank
RELX Omega Ratio Rank: 33
Omega Ratio Rank
RELX Calmar Ratio Rank: 1111
Calmar Ratio Rank
RELX Martin Ratio Rank: 66
Martin Ratio Rank

GSK.L
GSK.L Risk / Return Rank: 7171
Overall Rank
GSK.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GSK.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
GSK.L Omega Ratio Rank: 6969
Omega Ratio Rank
GSK.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
GSK.L Martin Ratio Rank: 7171
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.

RELX vs. GSK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RELX PLC (RELX) 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.


RELXGSK.LDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-3.55

Omega ratioGain probability vs. loss probability

0.76

1.21

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.77

1.53

-2.31

Martin ratioReturn relative to average drawdown

-1.44

3.66

-5.11

RELX vs. GSK.L - Sharpe Ratio Comparison

The current RELX Sharpe Ratio is -1.26, which is lower than the GSK.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of RELX and GSK.L, 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


RELXGSK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.26

1.12

-2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.41

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.29

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.20

+0.12

Drawdowns

RELX vs. GSK.L - Drawdown Comparison

The maximum RELX drawdown since its inception was -49.91%, which is greater than GSK.L's maximum drawdown of -45.57%. Use the drawdown chart below to compare losses from any high point for RELX and GSK.L.


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Drawdown Indicators


RELXGSK.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.91%

-45.57%

-4.34%

Max Drawdown (1Y)

Largest decline over 1 year

-48.71%

-18.55%

-30.16%

Max Drawdown (3Y)

Largest decline over 3 years

-49.91%

-29.30%

-20.61%

Max Drawdown (5Y)

Largest decline over 5 years

-49.91%

-38.95%

-10.96%

Max Drawdown (10Y)

Largest decline over 10 years

-49.91%

-38.95%

-10.96%

Current Drawdown

Current decline from peak

-39.41%

-17.39%

-22.02%

Average Drawdown

Average peak-to-trough decline

-12.27%

-13.27%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.11%

7.77%

+18.34%

Volatility

RELX vs. GSK.L - Volatility Comparison

RELX PLC (RELX) has a higher volatility of 10.97% compared to GlaxoSmithKline plc (GSK.L) at 5.93%. This indicates that RELX'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.


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Volatility by Period


RELXGSK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.97%

5.93%

+5.04%

Volatility (6M)

Calculated over the trailing 6-month period

27.05%

18.38%

+8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

29.94%

25.49%

+4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.67%

23.44%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.40%

22.29%

+0.11%

Dividends

RELX vs. GSK.L - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 2.79%, less than GSK.L's 3.62% yield.


PositionTTM20252024202320222021202020192018201720162015
GSK.L
GlaxoSmithKline plc
3.62%3.51%4.53%3.84%4.69%4.98%5.96%4.50%5.36%6.05%4.93%5.83%
RELX
RELX PLC
2.79%2.03%1.68%1.73%2.42%2.05%2.39%1.57%2.68%2.05%2.55%2.28%

Financials

RELX vs. GSK.L - Financials Comparison

This section allows you to compare key financial metrics between RELX PLC 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


3.00B4.00B5.00B6.00B7.00B8.00B9.00B202120222023202420252026
4.82B
7.63B
(RELX) Total Revenue
(GSK.L) Total Revenue
Please note, different currencies. RELX values in USD, GSK.L values in GBp

RELX vs. GSK.L - Profitability Comparison

The chart below illustrates the profitability comparison between RELX PLC and GlaxoSmithKline plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%65.0%70.0%75.0%202120222023202420252026
63.8%
75.4%
Portfolio components
RELX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, RELX PLC reported a gross profit of 3.07B and revenue of 4.82B. Therefore, the gross margin over that period was 63.8%.

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%.

RELX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, RELX PLC reported an operating income of 1.51B and revenue of 4.82B, resulting in an operating margin of 31.4%.

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%.

RELX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, RELX PLC reported a net income of 1.08B and revenue of 4.82B, resulting in a net margin of 22.5%.

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


RELX and GSK.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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