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SHEL vs. GSK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SHEL and GSK is 0.45, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

SHEL vs. GSK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shell plc (SHEL) and GlaxoSmithKline plc (GSK). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
156.32%
102.34%
SHEL
GSK

Key characteristics

Sharpe Ratio

SHEL:

-0.28

GSK:

-0.15

Sortino Ratio

SHEL:

-0.23

GSK:

-0.02

Omega Ratio

SHEL:

0.97

GSK:

1.00

Calmar Ratio

SHEL:

-0.35

GSK:

-0.14

Martin Ratio

SHEL:

-0.85

GSK:

-0.24

Ulcer Index

SHEL:

7.58%

GSK:

16.08%

Daily Std Dev

SHEL:

22.74%

GSK:

26.52%

Max Drawdown

SHEL:

-67.46%

GSK:

-55.21%

Current Drawdown

SHEL:

-11.24%

GSK:

-15.45%

Fundamentals

Market Cap

SHEL:

$192.08B

GSK:

$75.01B

EPS

SHEL:

$5.06

GSK:

$1.66

PE Ratio

SHEL:

12.75

GSK:

22.31

PEG Ratio

SHEL:

2.49

GSK:

0.35

PS Ratio

SHEL:

0.68

GSK:

2.39

PB Ratio

SHEL:

1.08

GSK:

4.10

Total Revenue (TTM)

SHEL:

$211.83B

GSK:

$24.01B

Gross Profit (TTM)

SHEL:

$39.88B

GSK:

$16.98B

EBITDA (TTM)

SHEL:

$41.36B

GSK:

$5.14B

Returns By Period

In the year-to-date period, SHEL achieves a 4.95% return, which is significantly lower than GSK's 12.10% return. Over the past 10 years, SHEL has outperformed GSK with an annualized return of 5.31%, while GSK has yielded a comparatively lower 2.59% annualized return.


SHEL

YTD

4.95%

1M

-9.69%

6M

0.05%

1Y

-7.41%

5Y*

17.77%

10Y*

5.31%

GSK

YTD

12.10%

1M

-2.80%

6M

1.60%

1Y

-4.49%

5Y*

1.61%

10Y*

2.59%

*Annualized

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Risk-Adjusted Performance

SHEL vs. GSK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHEL
The Risk-Adjusted Performance Rank of SHEL is 3232
Overall Rank
The Sharpe Ratio Rank of SHEL is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SHEL is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SHEL is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SHEL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SHEL is 3333
Martin Ratio Rank

GSK
The Risk-Adjusted Performance Rank of GSK is 4242
Overall Rank
The Sharpe Ratio Rank of GSK is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of GSK is 3737
Sortino Ratio Rank
The Omega Ratio Rank of GSK is 3737
Omega Ratio Rank
The Calmar Ratio Rank of GSK is 4444
Calmar Ratio Rank
The Martin Ratio Rank of GSK is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SHEL, currently valued at -0.28, compared to the broader market-2.00-1.000.001.002.003.00
SHEL: -0.28
GSK: -0.15
The chart of Sortino ratio for SHEL, currently valued at -0.23, compared to the broader market-6.00-4.00-2.000.002.004.00
SHEL: -0.23
GSK: -0.02
The chart of Omega ratio for SHEL, currently valued at 0.97, compared to the broader market0.501.001.502.00
SHEL: 0.97
GSK: 1.00
The chart of Calmar ratio for SHEL, currently valued at -0.35, compared to the broader market0.001.002.003.004.005.00
SHEL: -0.35
GSK: -0.14
The chart of Martin ratio for SHEL, currently valued at -0.85, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SHEL: -0.85
GSK: -0.24

The current SHEL Sharpe Ratio is -0.28, which is lower than the GSK Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SHEL and GSK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.28
-0.15
SHEL
GSK

Dividends

SHEL vs. GSK - Dividend Comparison

SHEL's dividend yield for the trailing twelve months is around 4.27%, more than GSK's 4.14% yield.


TTM20242023202220212020201920182017201620152014
SHEL
Shell plc
4.27%4.39%3.76%3.48%3.78%5.44%6.14%5.48%4.79%5.88%6.98%4.72%
GSK
GlaxoSmithKline plc
4.14%4.60%3.75%4.78%4.92%5.49%4.28%5.55%5.72%7.06%5.96%6.09%

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.24%
-15.45%
SHEL
GSK

Volatility

SHEL vs. GSK - Volatility Comparison

Shell plc (SHEL) has a higher volatility of 15.40% compared to GlaxoSmithKline plc (GSK) at 11.17%. This indicates that SHEL'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.40%
11.17%
SHEL
GSK

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items