SHEL vs. GSK
Compare and contrast key facts about Shell plc (SHEL) and GlaxoSmithKline plc (GSK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHEL or GSK.
Performance
SHEL vs. GSK - Performance Comparison
Returns By Period
In the year-to-date period, SHEL achieves a 3.59% return, which is significantly higher than GSK's -6.46% return. Over the past 10 years, SHEL has outperformed GSK with an annualized return of 4.29%, while GSK has yielded a comparatively lower 1.53% annualized return.
SHEL
3.59%
-0.72%
-7.13%
5.51%
6.15%
4.29%
GSK
-6.46%
-12.50%
-24.30%
-1.51%
-1.61%
1.53%
Fundamentals
| SHEL | GSK | |
|---|---|---|
| Market Cap | $202.21B | $73.63B |
| EPS | $4.92 | $1.56 |
| PE Ratio | 13.33 | 22.77 |
| PEG Ratio | 2.49 | 0.75 |
| Total Revenue (TTM) | $290.55B | $31.27B |
| Gross Profit (TTM) | $42.07B | $22.46B |
| EBITDA (TTM) | $50.96B | $6.33B |
Key characteristics
| SHEL | GSK | |
|---|---|---|
| Sharpe Ratio | 0.26 | 0.07 |
| Sortino Ratio | 0.45 | 0.25 |
| Omega Ratio | 1.06 | 1.03 |
| Calmar Ratio | 0.41 | 0.06 |
| Martin Ratio | 0.94 | 0.17 |
| Ulcer Index | 4.70% | 9.29% |
| Daily Std Dev | 17.07% | 21.65% |
| Max Drawdown | -67.46% | -55.21% |
| Current Drawdown | -9.45% | -25.62% |
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Correlation
The correlation between SHEL 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.
Risk-Adjusted Performance
SHEL vs. GSK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) 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
SHEL vs. GSK - Dividend Comparison
SHEL's dividend yield for the trailing twelve months is around 4.20%, less than GSK's 4.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHEL Shell plc | 4.20% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
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
SHEL vs. GSK - Drawdown Comparison
The maximum SHEL drawdown since its inception was -67.46%, which is greater than GSK's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for SHEL and GSK. For additional features, visit the drawdowns tool.
Volatility
SHEL vs. GSK - Volatility Comparison
The current volatility for Shell plc (SHEL) is 4.94%, while GlaxoSmithKline plc (GSK) has a volatility of 6.01%. This indicates that SHEL 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
SHEL vs. GSK - Financials Comparison
This section allows you to compare key financial metrics between Shell 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.
Total Revenue: Total amount of money received from sales and other business activities