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SY1.DE vs. GSK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SY1.DE vs. GSK - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Symrise AG (SY1.DE) and GlaxoSmithKline plc (GSK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SY1.DE is traded in EUR, while GSK is traded in USD. To make them comparable, the GSK values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SY1.DE achieves a 11.92% return, which is significantly higher than GSK's 7.43% return. Both investments have delivered pretty close results over the past 10 years, with SY1.DE having a 4.27% annualized return and GSK not far behind at 4.06%.


SY1.DE

1D
0.11%
1M
3.01%
YTD
11.92%
6M
12.41%
1Y
-27.65%
3Y*
-7.34%
5Y*
-6.10%
10Y*
4.27%

GSK

1D
2.97%
1M
3.25%
YTD
7.43%
6M
7.53%
1Y
28.02%
3Y*
15.74%
5Y*
6.26%
10Y*
4.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SY1.DE vs. GSK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SY1.DE
Symrise AG
11.92%-32.12%4.14%-1.02%-21.26%21.29%17.92%46.96%-8.82%25.52%
GSK
GlaxoSmithKline plc
7.43%33.29%1.12%6.42%-29.29%36.22%-24.50%32.16%19.13%-14.89%

Correlation

The correlation between SY1.DE and GSK is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.19

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Return for Risk

SY1.DE vs. GSK — Risk / Return Rank

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

SY1.DE
SY1.DE Risk / Return Rank: 1010
Overall Rank
SY1.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SY1.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SY1.DE Omega Ratio Rank: 88
Omega Ratio Rank
SY1.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
SY1.DE Martin Ratio Rank: 2121
Martin Ratio Rank

GSK
GSK Risk / Return Rank: 7171
Overall Rank
GSK Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GSK Sortino Ratio Rank: 7070
Sortino Ratio Rank
GSK Omega Ratio Rank: 6868
Omega Ratio Rank
GSK Calmar Ratio Rank: 7171
Calmar Ratio Rank
GSK Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SY1.DE vs. GSK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Symrise AG (SY1.DE) 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.


SY1.DEGSKDifference
Sharpe ratioReturn per unit of total volatility

-2.08

Sortino ratioReturn per unit of downside risk

-3.05

Omega ratioGain probability vs. loss probability

0.83

1.20

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.76

1.57

-2.33

Martin ratioReturn relative to average drawdown

-1.02

3.61

-4.63

SY1.DE vs. GSK - Sharpe Ratio Comparison

The current SY1.DE Sharpe Ratio is -1.02, which is lower than the GSK Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SY1.DE and GSK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SY1.DEGSKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.02

1.06

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.25

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.18

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.20

+0.14

Drawdowns

SY1.DE vs. GSK - Drawdown Comparison

The maximum SY1.DE drawdown since its inception was -67.13%, which is greater than GSK's maximum drawdown of -44.08%. Use the drawdown chart below to compare losses from any high point for SY1.DE and GSK.


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Drawdown Indicators


SY1.DEGSKDifference

Max Drawdown

Largest peak-to-trough decline

-67.13%

-44.08%

-23.05%

Max Drawdown (1Y)

Largest decline over 1 year

-36.27%

-17.94%

-18.33%

Max Drawdown (3Y)

Largest decline over 3 years

-45.53%

-26.76%

-18.77%

Max Drawdown (5Y)

Largest decline over 5 years

-46.96%

-44.08%

-2.88%

Max Drawdown (10Y)

Largest decline over 10 years

-46.96%

-44.08%

-2.88%

Current Drawdown

Current decline from peak

-38.81%

-13.62%

-25.19%

Average Drawdown

Average peak-to-trough decline

-14.24%

-15.11%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.55%

7.78%

+18.77%

Volatility

SY1.DE vs. GSK - Volatility Comparison

Symrise AG (SY1.DE) has a higher volatility of 7.47% compared to GlaxoSmithKline plc (GSK) at 6.30%. This indicates that SY1.DE'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


SY1.DEGSKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.47%

6.30%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

19.41%

18.16%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

26.57%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.52%

24.95%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.50%

22.95%

-0.45%

Dividends

SY1.DE vs. GSK - Dividend Comparison

SY1.DE's dividend yield for the trailing twelve months is around 1.65%, less than GSK's 3.37% yield.


PositionTTM20252024202320222021202020192018201720162015
GSK
GlaxoSmithKline plc
3.37%3.42%4.60%3.75%5.47%4.99%5.59%4.35%5.65%5.83%6.86%5.93%
SY1.DE
Symrise AG
1.65%1.74%1.07%1.05%1.00%0.74%1.75%0.96%1.36%1.19%1.38%1.22%

Financials

SY1.DE vs. GSK - Financials Comparison

This section allows you to compare key financial metrics between Symrise AG 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


Please note, different currencies. SY1.DE values in EUR, GSK values in USD

Frequently Asked Questions


SY1.DE and GSK have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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