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WBA vs. GSK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WBA vs. GSK - Performance Comparison

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

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Returns By Period


WBA

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

GSK

1D
-0.63%
1M
-4.31%
YTD
1.52%
6M
3.13%
1Y
21.87%
3Y*
17.32%
5Y*
4.44%
10Y*
3.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WBA vs. GSK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBA
Walgreens Boots Alliance, Inc.
0.00%28.40%-61.34%-25.09%-25.06%35.78%-29.38%-10.99%-3.65%-10.51%
GSK
GlaxoSmithKline plc
1.52%51.23%-5.14%9.71%-33.41%26.74%-17.72%29.24%13.79%-2.97%

Correlation

The correlation between WBA and GSK is 0.08, 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

0.08

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

0.15

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

0.19

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 10, 1986

0.26

The correlation between WBA and GSK shifts across timeframes, from 0.08 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

WBA:

$154.58B

GSK:

$32.78B

Gross Profit (TTM)

WBA:

$26.47B

GSK:

$23.87B

EBITDA (TTM)

WBA:

-$2.92B

GSK:

$11.30B

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Return for Risk

WBA vs. GSK — Risk / Return Rank

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

WBA

GSK
GSK Risk / Return Rank: 6363
Overall Rank
GSK Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GSK Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSK Omega Ratio Rank: 5858
Omega Ratio Rank
GSK Calmar Ratio Rank: 6565
Calmar Ratio Rank
GSK Martin Ratio Rank: 6666
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.

WBA vs. GSK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walgreens Boots Alliance, Inc. (WBA) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WBA vs. GSK - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WBAGSKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

Drawdowns

WBA vs. GSK - Drawdown Comparison


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Drawdown Indicators


WBAGSKDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

Max Drawdown (3Y)

Largest decline over 3 years

-28.46%

Max Drawdown (5Y)

Largest decline over 5 years

-50.10%

Max Drawdown (10Y)

Largest decline over 10 years

-50.10%

Current Drawdown

Current decline from peak

-18.63%

Average Drawdown

Average peak-to-trough decline

-18.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.87%

Volatility

WBA vs. GSK - Volatility Comparison


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Volatility by Period


WBAGSKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

Volatility (6M)

Calculated over the trailing 6-month period

18.38%

Volatility (1Y)

Calculated over the trailing 1-year period

26.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.86%

Dividends

WBA vs. GSK - Dividend Comparison

WBA has not paid dividends to shareholders, while GSK's dividend yield for the trailing twelve months is around 3.53%.


PositionTTM20252024202320222021202020192018201720162015
GSK
GlaxoSmithKline plc
3.53%3.42%4.60%3.75%5.47%4.99%5.59%4.35%5.65%5.83%6.86%5.93%
WBA
Walgreens Boots Alliance, Inc.
0.00%0.00%10.72%7.35%5.13%3.62%4.64%3.04%2.46%2.13%1.78%1.64%

Financials

WBA vs. GSK - Financials Comparison

This section allows you to compare key financial metrics between Walgreens Boots Alliance, 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.


Quarterly
Annual

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


5.00B10.00B15.00B20.00B25.00B30.00B35.00B40.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
38.99B
7.63B
(WBA) Total Revenue
(GSK) Total Revenue
Values in USD except per share items

Frequently Asked Questions


WBA and GSK have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for WBA and GSK

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