SHEL vs. GSK
SHEL (Shell plc) and GSK (GSK plc) are both stocks. SHEL operates in Oil & Gas Integrated (Energy), while GSK operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SHEL returned 10.72%/yr vs 3.76%/yr for GSK. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
SHEL vs. GSK - Performance Comparison
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Returns By Period
In the year-to-date period, SHEL achieves a 27.49% return, which is significantly higher than GSK's 7.22% return. Over the past 10 years, SHEL has outperformed GSK with an annualized return of 10.72%, while GSK has yielded a comparatively lower 3.76% annualized return.
SHEL
- 1D
- 1.62%
- 1M
- 17.89%
- 6M
- 21.62%
- YTD
- 27.49%
- 1Y
- 32.66%
- 3Y*
- 19.34%
- 5Y*
- 23.15%
- 10Y*
- 10.72%
- ALL TIME*
- 6.78%
GSK
- 1D
- -0.73%
- 1M
- -3.67%
- 6M
- 1.90%
- YTD
- 7.22%
- 1Y
- 42.78%
- 3Y*
- 18.53%
- 5Y*
- 4.82%
- 10Y*
- 3.76%
- ALL TIME*
- 8.48%
Liquidity Comparison
SHEL vs. GSK - Yearly Performance Comparison
Correlation
The correlation between SHEL and GSK is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2005 | 0.35 |
The correlation between SHEL and GSK shifts across timeframes, from -0.04 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SHEL:
$256.45B
GSK:
$103.56B
SHEL:
$9.02
GSK:
£2.36
SHEL:
10.20
GSK:
16.25
SHEL:
0.51
GSK:
0.36
SHEL:
0.89
GSK:
2.36
SHEL:
1.43
GSK:
4.45
SHEL:
$296.60B
GSK:
£33.25B
SHEL:
$50.77B
GSK:
£24.35B
SHEL:
$67.91B
GSK:
£10.68B
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Return for Risk
SHEL vs. GSK — Risk / Return Rank
SHEL
GSK
SHEL vs. GSK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) and GSK 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SHEL | GSK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.41 | -0.60 |
| Martin ratioReturn relative to average drawdown | 5.52 | 5.24 | +0.28 |
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Drawdowns
SHEL vs. GSK - Drawdown Comparison
The maximum SHEL drawdown since its inception was -71.57%, which is greater than GSK's maximum drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for SHEL and GSK.
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Drawdown Indicators
| SHEL | GSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.57% | -55.70% | -15.87% |
Max Drawdown (1Y)Largest decline over 1 year | -17.98% | -18.53% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -28.46% | +9.99% |
Max Drawdown (5Y)Largest decline over 5 years | -25.04% | -50.10% | +25.06% |
Max Drawdown (10Y)Largest decline over 10 years | -71.57% | -50.10% | -21.47% |
Current DrawdownCurrent decline from peak | -1.42% | -14.05% | +12.63% |
Average DrawdownAverage peak-to-trough decline | -16.69% | -18.85% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.86% | 8.49% | -2.63% |
Volatility
SHEL vs. GSK - Volatility Comparison
The current volatility for Shell plc (SHEL) is 7.11%, while GSK plc (GSK) has a volatility of 8.74%. 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.
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Volatility by Period
| SHEL | GSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 8.74% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 18.17% | 19.87% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.99% | 26.94% | -4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.01% | 25.39% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 22.97% | +7.70% |
Dividends
SHEL vs. GSK - Dividend Comparison
SHEL's dividend yield for the trailing twelve months is around 3.22%, less than GSK's 3.47% yield.
Financials
SHEL vs. GSK - Financials Comparison
This section allows you to compare key financial metrics between Shell plc and GSK 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
SHEL vs. GSK - Profitability Comparison
SHEL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Shell plc reported a gross profit of 18.48B and revenue of 94.66B. Therefore, the gross margin over that period was 19.5%.
GSK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, GSK plc reported a gross profit of 6.34B and revenue of 8.45B. Therefore, the gross margin over that period was 75.1%.
SHEL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Shell plc reported an operating income of 15.18B and revenue of 94.66B, resulting in an operating margin of 16.0%.
GSK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, GSK plc reported an operating income of 2.41B and revenue of 8.45B, resulting in an operating margin of 28.5%.
SHEL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Shell plc reported a net income of 10.82B and revenue of 94.66B, resulting in a net margin of 11.4%.
GSK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, GSK plc reported a net income of 437.26M and revenue of 8.45B, resulting in a net margin of 5.2%.
Frequently Asked Questions
SHEL and GSK have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSK has higher volatility (8.74%) compared to SHEL (7.11%). In terms of maximum drawdown, SHEL dropped -71.57% vs GSK's -55.70%.
GSK currently has the higher Sharpe Ratio (1.68 vs 1.48), 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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