RHHBY vs. GSK
Compare and contrast key facts about Roche Holding AG (RHHBY) and GlaxoSmithKline plc (GSK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RHHBY or GSK.
Performance
RHHBY vs. GSK - Performance Comparison
Returns By Period
In the year-to-date period, RHHBY achieves a 1.08% return, which is significantly higher than GSK's -6.46% return. Over the past 10 years, RHHBY has outperformed GSK with an annualized return of 2.77%, while GSK has yielded a comparatively lower 1.52% annualized return.
RHHBY
1.08%
-10.84%
10.93%
9.09%
1.74%
2.77%
GSK
-6.46%
-11.61%
-25.62%
-2.01%
-1.39%
1.52%
Fundamentals
| RHHBY | GSK | |
|---|---|---|
| Market Cap | $227.86B | $68.27B |
| EPS | $1.87 | $1.54 |
| PE Ratio | 18.94 | 21.73 |
| PEG Ratio | 1.07 | 0.71 |
Key characteristics
| RHHBY | GSK | |
|---|---|---|
| Sharpe Ratio | 0.43 | -0.06 |
| Sortino Ratio | 0.75 | 0.07 |
| Omega Ratio | 1.09 | 1.01 |
| Calmar Ratio | 0.24 | -0.05 |
| Martin Ratio | 1.08 | -0.13 |
| Ulcer Index | 8.89% | 9.69% |
| Daily Std Dev | 22.22% | 21.55% |
| Max Drawdown | -50.12% | -55.21% |
| Current Drawdown | -28.93% | -25.62% |
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Correlation
The correlation between RHHBY and GSK is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
RHHBY vs. GSK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (RHHBY) 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.
Dividends
RHHBY vs. GSK - Dividend Comparison
RHHBY's dividend yield for the trailing twelve months is around 3.97%, less than GSK's 4.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RHHBY Roche Holding AG | 3.97% | 3.55% | 3.23% | 2.47% | 2.63% | 2.69% | 3.58% | 3.22% | 3.62% | 3.14% | 3.23% | 2.88% |
GSK GlaxoSmithKline plc | 4.67% | 3.75% | 4.78% | 4.92% | 5.49% | 4.28% | 5.55% | 5.72% | 7.06% | 5.96% | 6.09% | 4.43% |
Drawdowns
RHHBY vs. GSK - Drawdown Comparison
The maximum RHHBY drawdown since its inception was -50.12%, smaller than the maximum GSK drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for RHHBY and GSK. For additional features, visit the drawdowns tool.
Volatility
RHHBY vs. GSK - Volatility Comparison
The current volatility for Roche Holding AG (RHHBY) is 5.74%, while GlaxoSmithKline plc (GSK) has a volatility of 6.22%. This indicates that RHHBY experiences smaller price fluctuations and is considered to be less risky than GSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RHHBY vs. GSK - Financials Comparison
This section allows you to compare key financial metrics between Roche Holding AG 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