SPGI vs. GSK.L
SPGI (S&P Global Inc.) and GSK.L (GlaxoSmithKline plc) are both stocks. SPGI operates in Financial Data & Stock Exchanges (Financial Services), while GSK.L operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SPGI returned 15.58%/yr vs 4.80%/yr for GSK.L. At a 0.23 correlation, their price movements are largely independent.
Performance
SPGI vs. GSK.L - Performance Comparison
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Different Trading Currencies
SPGI is traded in USD, while GSK.L is traded in GBp. To make them comparable, the GSK.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPGI achieves a -19.82% return, which is significantly lower than GSK.L's 5.71% return. Over the past 10 years, SPGI has outperformed GSK.L with an annualized return of 15.58%, while GSK.L has yielded a comparatively lower 4.80% annualized return.
SPGI
- 1D
- -1.73%
- 1M
- -0.49%
- YTD
- -19.82%
- 6M
- -14.85%
- 1Y
- -19.02%
- 3Y*
- 3.63%
- 5Y*
- 2.49%
- 10Y*
- 15.58%
GSK.L
- 1D
- -1.24%
- 1M
- 2.51%
- YTD
- 5.71%
- 6M
- 7.01%
- 1Y
- 29.39%
- 3Y*
- 18.35%
- 5Y*
- 4.98%
- 10Y*
- 4.80%
SPGI vs. GSK.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGI S&P Global Inc. | -19.82% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
GSK.L GlaxoSmithKline plc | 5.71% | 52.14% | -5.11% | 10.47% | -33.85% | 25.52% | -18.33% | 30.34% | 12.28% | -2.33% |
Correlation
The correlation between SPGI and GSK.L is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2007 | 0.23 |
The correlation between SPGI and GSK.L shifts across timeframes, from 0.06 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SPGI:
$124.13B
GSK.L:
£77.94B
SPGI:
$15.79
GSK.L:
£1.42
SPGI:
26.42
GSK.L:
13.43
SPGI:
3.45
GSK.L:
0.30
SPGI:
8.02
GSK.L:
2.39
SPGI:
3.97
GSK.L:
4.37
SPGI:
$15.73B
GSK.L:
£32.78B
SPGI:
$8.15B
GSK.L:
£23.84B
SPGI:
$7.83B
GSK.L:
£11.56B
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Return for Risk
SPGI vs. GSK.L — Risk / Return Rank
SPGI
GSK.L
SPGI vs. GSK.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and GlaxoSmithKline plc (GSK.L). 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.
| SPGI | GSK.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.21 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 1.58 | -2.21 |
| Martin ratioReturn relative to average drawdown | -1.21 | 3.69 | -4.90 |
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
| SPGI | GSK.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | 1.15 | -1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.20 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.21 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.15 | +0.29 |
Drawdowns
SPGI vs. GSK.L - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, which is greater than GSK.L's maximum drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for SPGI and GSK.L.
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Drawdown Indicators
| SPGI | GSK.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -51.16% | -23.51% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -18.53% | -11.95% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | -29.30% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -51.16% | +11.40% |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | -51.16% | +11.40% |
Current DrawdownCurrent decline from peak | -25.45% | -15.20% | -10.25% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -15.96% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.77% | 7.93% | +7.84% |
Volatility
SPGI vs. GSK.L - Volatility Comparison
S&P Global Inc. (SPGI) has a higher volatility of 8.15% compared to GlaxoSmithKline plc (GSK.L) at 5.92%. This indicates that SPGI's price experiences larger fluctuations and is considered to be riskier than GSK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPGI | GSK.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 5.92% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 23.85% | 18.51% | +5.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.42% | 25.56% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.47% | 24.76% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.03% | 22.99% | +3.04% |
Dividends
SPGI vs. GSK.L - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 0.93%, less than GSK.L's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK.L GlaxoSmithKline plc | 3.50% | 3.51% | 4.53% | 3.84% | 5.30% | 4.93% | 5.90% | 4.45% | 5.31% | 5.99% | 4.88% | 5.77% |
SPGI S&P Global Inc. | 0.93% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Financials
SPGI vs. GSK.L - Financials Comparison
This section allows you to compare key financial metrics between S&P Global Inc. 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
SPGI vs. GSK.L - Profitability Comparison
SPGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a gross profit of 0.00 and revenue of 4.17B. Therefore, the gross margin over that period was 0.0%.
GSK.L - 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%.
SPGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported an operating income of 2.00B and revenue of 4.17B, resulting in an operating margin of 48.0%.
GSK.L - 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%.
SPGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, S&P Global Inc. reported a net income of 1.40B and revenue of 4.17B, resulting in a net margin of 33.5%.
GSK.L - 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
SPGI and GSK.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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