RHHBY vs. GSK
Compare and contrast key facts about Roche Holding AG (RHHBY) and GlaxoSmithKline plc (GSK).
Performance
RHHBY vs. GSK - Performance Comparison
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RHHBY vs. GSK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RHHBY Roche Holding AG | -0.56% | 52.86% | 0.23% | -4.02% | -22.21% | 20.20% | 9.94% | 33.47% | 2.16% | 14.32% |
GSK GlaxoSmithKline plc | 13.45% | 51.23% | -5.14% | 9.71% | -33.41% | 26.74% | -17.72% | 29.24% | 13.79% | -2.97% |
Fundamentals
RHHBY:
$5.42
GSK:
$2.78
RHHBY:
9.17
GSK:
19.82
RHHBY:
1.48
GSK:
3.54
RHHBY:
$107.65B
GSK:
$31.95B
RHHBY:
$79.28B
GSK:
$23.18B
RHHBY:
$31.01B
GSK:
$11.62B
Returns By Period
In the year-to-date period, RHHBY achieves a -0.56% return, which is significantly lower than GSK's 13.45% return. Over the past 10 years, RHHBY has outperformed GSK with an annualized return of 8.21%, while GSK has yielded a comparatively lower 5.74% annualized return.
RHHBY
- 1D
- 1.78%
- 1M
- -13.88%
- YTD
- -0.56%
- 6M
- 22.66%
- 1Y
- 24.62%
- 3Y*
- 15.46%
- 5Y*
- 7.60%
- 10Y*
- 8.21%
GSK
- 1D
- 1.77%
- 1M
- -6.66%
- YTD
- 13.45%
- 6M
- 30.03%
- 1Y
- 48.15%
- 3Y*
- 20.43%
- 5Y*
- 8.75%
- 10Y*
- 5.74%
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Return for Risk
RHHBY vs. GSK — Risk / Return Rank
RHHBY
GSK
RHHBY vs. GSK - Risk-Adjusted Trends 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.
| RHHBY | GSK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.70 | -0.85 |
Sortino ratioReturn per unit of downside risk | 1.40 | 2.30 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.29 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 3.25 | -2.10 |
Martin ratioReturn relative to average drawdown | 3.75 | 7.56 | -3.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RHHBY | GSK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.70 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.36 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.25 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.33 | +0.02 |
Correlation
The correlation between RHHBY and GSK is 0.38, 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.
Dividends
RHHBY vs. GSK - Dividend Comparison
RHHBY's dividend yield for the trailing twelve months is around 3.20%, which matches GSK's 3.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RHHBY Roche Holding AG | 3.20% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
GSK GlaxoSmithKline plc | 3.19% | 3.42% | 4.60% | 3.75% | 5.47% | 4.99% | 5.59% | 4.35% | 5.65% | 5.83% | 6.86% | 5.93% |
Drawdowns
RHHBY vs. GSK - Drawdown Comparison
The maximum RHHBY drawdown since its inception was -45.73%, smaller than the maximum GSK drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for RHHBY and GSK.
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Drawdown Indicators
| RHHBY | GSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.73% | -55.70% | +9.97% |
Max Drawdown (1Y)Largest decline over 1 year | -19.31% | -14.80% | -4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -40.88% | -50.10% | +9.22% |
Max Drawdown (10Y)Largest decline over 10 years | -40.88% | -50.10% | +9.22% |
Current DrawdownCurrent decline from peak | -15.35% | -9.07% | -6.28% |
Average DrawdownAverage peak-to-trough decline | -12.83% | -18.90% | +6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.95% | 6.37% | -0.42% |
Volatility
RHHBY vs. GSK - Volatility Comparison
Roche Holding AG (RHHBY) has a higher volatility of 10.01% compared to GlaxoSmithKline plc (GSK) at 7.26%. This indicates that RHHBY'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.
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Volatility by Period
| RHHBY | GSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.01% | 7.26% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 21.97% | 19.71% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.98% | 28.43% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.18% | 24.74% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.48% | 22.72% | -0.24% |
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
RHHBY vs. GSK - Profitability Comparison
RHHBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Roche Holding AG reported a gross profit of 21.75B and revenue of 30.32B. Therefore, the gross margin over that period was 71.7%.
GSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, GlaxoSmithKline plc reported a gross profit of 5.49B and revenue of 7.90B. Therefore, the gross margin over that period was 69.5%.
RHHBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Roche Holding AG reported an operating income of 7.05B and revenue of 30.32B, resulting in an operating margin of 23.2%.
GSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, GlaxoSmithKline plc reported an operating income of 179.89M and revenue of 7.90B, resulting in an operating margin of 2.3%.
RHHBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Roche Holding AG reported a net income of 5.42B and revenue of 30.32B, resulting in a net margin of 17.9%.
GSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, GlaxoSmithKline plc reported a net income of 627.73M and revenue of 7.90B, resulting in a net margin of 7.9%.