SGPYY vs. GSK
SGPYY (Sage Group PLC ADR) and GSK (GlaxoSmithKline plc) are both stocks. SGPYY operates in Software - Application (Technology), while GSK operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SGPYY returned 5.14%/yr vs 4.64%/yr for GSK. At a 0.26 correlation, their price movements are largely independent.
Performance
SGPYY vs. GSK - Performance Comparison
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Returns By Period
In the year-to-date period, SGPYY achieves a -18.13% return, which is significantly lower than GSK's 4.91% return. Over the past 10 years, SGPYY has outperformed GSK with an annualized return of 5.14%, while GSK has yielded a comparatively lower 4.64% annualized return.
SGPYY
- 1D
- -0.83%
- 1M
- -3.47%
- YTD
- -18.13%
- 6M
- -16.71%
- 1Y
- -29.55%
- 3Y*
- 4.66%
- 5Y*
- 6.42%
- 10Y*
- 5.14%
GSK
- 1D
- -1.71%
- 1M
- 1.25%
- YTD
- 4.91%
- 6M
- 6.15%
- 1Y
- 27.36%
- 3Y*
- 17.87%
- 5Y*
- 4.68%
- 10Y*
- 4.64%
SGPYY vs. GSK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGPYY Sage Group PLC ADR | -18.13% | -7.16% | 7.97% | 70.61% | -22.82% | 51.27% | -17.88% | 33.20% | -27.65% | 38.66% |
GSK GlaxoSmithKline plc | 4.91% | 51.23% | -5.14% | 9.71% | -33.41% | 26.74% | -17.72% | 29.24% | 13.79% | -2.97% |
Correlation
The correlation between SGPYY and GSK is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.26 |
Over the past year, the correlation between SGPYY and GSK has dropped to 0.01 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
Fundamentals
SGPYY:
$11.14B
GSK:
$103.15B
SGPYY:
$3.03
GSK:
$2.85
SGPYY:
15.32
GSK:
17.78
SGPYY:
1.14
GSK:
1.19
SGPYY:
2.22
GSK:
3.16
SGPYY:
50.62
GSK:
4.38
SGPYY:
$5.07B
GSK:
$32.78B
SGPYY:
$4.66B
GSK:
$23.87B
SGPYY:
$1.27B
GSK:
$11.30B
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Return for Risk
SGPYY vs. GSK — Risk / Return Rank
SGPYY
GSK
SGPYY vs. GSK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sage Group PLC ADR (SGPYY) 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.
| SGPYY | GSK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.19 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 1.48 | -2.25 |
| Martin ratioReturn relative to average drawdown | -1.34 | 3.38 | -4.72 |
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
| SGPYY | GSK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.02 | 1.02 | -2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.19 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.20 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.32 | -0.09 |
Drawdowns
SGPYY vs. GSK - Drawdown Comparison
The maximum SGPYY drawdown since its inception was -58.33%, roughly equal to the maximum GSK drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for SGPYY and GSK.
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Drawdown Indicators
| SGPYY | GSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.33% | -55.70% | -2.63% |
Max Drawdown (1Y)Largest decline over 1 year | -38.41% | -18.63% | -19.78% |
Max Drawdown (3Y)Largest decline over 3 years | -38.41% | -28.46% | -9.95% |
Max Drawdown (5Y)Largest decline over 5 years | -38.61% | -50.10% | +11.49% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | -50.10% | +7.25% |
Current DrawdownCurrent decline from peak | -31.46% | -15.91% | -15.55% |
Average DrawdownAverage peak-to-trough decline | -14.65% | -18.87% | +4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.07% | 8.11% | +13.96% |
Volatility
SGPYY vs. GSK - Volatility Comparison
Sage Group PLC ADR (SGPYY) has a higher volatility of 12.94% compared to GlaxoSmithKline plc (GSK) at 6.42%. This indicates that SGPYY'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
| SGPYY | GSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.94% | 6.42% | +6.52% |
Volatility (6M)Calculated over the trailing 6-month period | 25.15% | 18.51% | +6.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.18% | 26.94% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.35% | 25.06% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.14% | 22.89% | +7.25% |
Dividends
SGPYY vs. GSK - Dividend Comparison
SGPYY's dividend yield for the trailing twelve months is around 2.59%, less than GSK's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 3.41% | 3.42% | 4.60% | 3.75% | 5.47% | 4.99% | 5.59% | 4.35% | 5.65% | 5.83% | 6.86% | 5.93% |
SGPYY Sage Group PLC ADR | 2.59% | 1.87% | 1.57% | 1.50% | 2.59% | 1.88% | 2.37% | 1.86% | 2.45% | 1.47% | 4.60% | 1.88% |
Financials
SGPYY vs. GSK - Financials Comparison
This section allows you to compare key financial metrics between Sage Group PLC ADR 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
SGPYY vs. GSK - Profitability Comparison
SGPYY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sage Group PLC ADR reported a gross profit of 1.23B and revenue of 1.38B. Therefore, the gross margin over that period was 89.1%.
GSK - 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%.
SGPYY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sage Group PLC ADR reported an operating income of 308.57M and revenue of 1.38B, resulting in an operating margin of 22.3%.
GSK - 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%.
SGPYY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sage Group PLC ADR reported a net income of 198.94M and revenue of 1.38B, resulting in a net margin of 14.4%.
GSK - 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
SGPYY and GSK have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGPYY has higher volatility (12.94%) compared to GSK (6.42%). In terms of maximum drawdown, SGPYY dropped -58.33% vs GSK's -55.70%.
GSK currently has the higher Sharpe Ratio (1.02 vs -1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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