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Relative Intelligence · Pharmaceuticals

How GSK compares with the whole market and its popular alternatives

Built by QuantCommons' quantitative engine, this page is about relative opportunity, not data on GSK alone. It places GSK (GSK plc) against 20+ popular alternatives, its neighboring categories and the entire market of over 10,000 U.S.-listed stocks and ETFs, and surfaces what has done better on consistent outperformance, return for the risk taken, behavior in real market crashes and diversification. The result is a clearer view of where GSK stands in the market, and of the alternatives worth a closer look.

Period covered: GSK's full trading record, from October 1986 through September 2026. All returns include reinvested dividends. Data as of October 20, 2026.

Data as of October 20, 2026. Full tables and charts read best on a larger screen.

Rank the market against GSK →Chart GSK vs. 21 alternatives →
On this page12 sections

Key findings

How much would $10,000 in GSK have grown?

This chart tracks a hypothetical $10,000 investment in GSK over the past 29 years, with dividends reinvested, alongside the same amount in the S&P 500, investments that ended ahead of GSK over the same span and GSK's popular alternatives, among those that traded for the entire period. A second view covers the past 5 years, the period the better options further down the page are judged on. It shows not only where each investment ended up but also how smooth or uneven the path was.

Choose a period

From the end of September 1997 to the end of September 2026. The scale is logarithmic, so equal steps up the chart are equal percentage gains. Hover over a fund in the key to pick out its line. 810 of the 1,042 stocks and funds worth at least $500 million that traded the whole period ended ahead of GSK; the chart shows 5, closest alternatives first. The other 3 lines are popular alternatives, shown for context.

$10,000$100,000$1M199720022007201220172022$10,000$100,000$1M19972004201120182025
  • GILD$2M+15,614% total · +19.1% a year
  • AMGN$526,909+5,169% total · +14.6% a year
  • LLY$396,376+3,864% total · +13.5% a year
  • VRTX$276,941+2,669% total · +12.1% a year
  • TMO$235,386+2,254% total · +11.5% a year
  • JNJ$189,226+1,792% total · +10.7% a year
  • SPY (S&P 500)$132,907+1,229% total · +9.3% a year
  • NVS$105,143+951% total · +8.5% a year
  • MRK$82,561+726% total · +7.6% a year
  • GSK$37,428+274% total · +4.7% a year
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From the end of September 2021 to the end of September 2026. Hover over a fund in the key to pick out its line. 1,473 of the 3,628 stocks and funds worth at least $500 million that traded the whole period ended ahead of GSK; the chart shows 5, closest alternatives first. The other 3 lines are popular alternatives, shown for context.

$0$10,000$20,000$30,000$40,000$50,000$60,000202120222023202420252026$0$20,000$40,000$60,000202120222023202420252026
  • LLY$52,411+424% total · +39.3% a year
  • ABBV$29,134+191% total · +23.8% a year
  • VRTX$28,822+188% total · +23.6% a year
  • GILD$25,496+155% total · +20.6% a year
  • AMGN$23,160+132% total · +18.3% a year
  • MRK$22,538+125% total · +17.6% a year
  • NVS$21,146+111% total · +16.2% a year
  • SPY (S&P 500)$19,000+90.0% total · +13.7% a year
  • JNJ$18,849+88.5% total · +13.5% a year
  • GSK$15,444+54.4% total · +9.1% a year
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GSK at a glance

This section summarizes the key facts about the stock, its returns over periods from one to ten years and the risk it has carried, with dividends reinvested throughout. These figures serve as the baseline for every comparison that follows.

The company

Market value
$102B
Industry
Drug Manufacturers - General
Price history from
October 1986

Returns

Past 1 year
+18.9%total return
Past 3 years
+60.0%+17.0% a year
Past 5 years
+57.2%+9.5% a year
Past 10 years
+95.1%+6.9% a year
Best calendar year
+55.8%1997
Worst calendar year
−22.2%2008
Losing years
12 of 29full calendar years

Risk

Volatility
24.5%typical yearly swing, 5 years
Sharpe ratio
0.49return per unit of risk, 5 years
Worst decline ever
−55.2%Jan 1992 to Aug 1993
From its all-time high
−15.1%below the peak

GSK against the whole market

Where GSK ranks among every stock and fund, and what across the market has done better.

How does GSK rank among all stocks?

This section ranks GSK on return, volatility, risk-adjusted return and worst decline against every stock worth at least $300 million with enough history. Where the comparisons with its popular alternatives show how GSK stacks up against its peers, these rankings show where it stands in the market as a whole.

Ranked against U.S.-listed stocks worth at least $300M that have enough history for each measure, so the count changes from row to row; smaller stocks are left out. Lower volatility and smaller declines rank higher.

MeasureGSKRankStanding
1-year return+18.9%1,272 of 3,287top 39%
3-year return+60.0%1,402 of 3,017top 46%
5-year return+57.2%1,026 of 2,893top 35%
10-year return+95.1%1,357 of 2,202bottom 39%
Volatility, 5 years24.5%289 of 2,893top 10%
Sharpe ratio, 5 years0.49945 of 2,893top 33%
Worst decline, past 10 years−37.6%96 of 2,187top 4%

What has beaten GSK on both return and risk?

Each dot is an investment, placed by how much it earned a year over the past 5 years (higher is better) and how much its price swung, its volatility (further left is calmer). GSK sits where the dashed lines cross. Anything in the green box above and to the left earned more than GSK with smaller swings, a better trade-off over this period on both counts. Past results are no promise, but a name in the box is worth a closer look.

Annual return is the annualized total return with dividends reinvested, and volatility the annualized swing in daily prices, both over 5 years. Labeled dots are the strongest picks from the table below and the names called out above, colored by how close they sit to GSK; faint dots are 90 more of the 338 in the green region (the strongest, one per fund family). 3,633 stocks and funds worth at least $500 million were screened. Hover over a dot for its figures.

5.0%10.0%15.0%20.0%25.0%30.0%35.0%40.0%0.0%5.0%10.0%15.0%20.0%25.0%30.0%35.0%40.0%45.0%Volatility over 5 years (annualized)Annual return over 5 yearsMore return, less volatility than GSKFJUL: +11.5% a year, volatility 10.9%IUSG: +12.9% a year, volatility 21.2%DFIV: +14.8% a year, volatility 16.4%AVLV: +14.0% a year, volatility 16.9%OEF: +14.3% a year, volatility 17.8%DGRW: +11.8% a year, volatility 14.0%RY: +17.3% a year, volatility 18.2%IOO: +15.7% a year, volatility 17.2%DIVO: +11.1% a year, volatility 11.9%JAVA: +11.5% a year, volatility 14.5%TSPA: +13.1% a year, volatility 17.1%TDIV: +16.2% a year, volatility 21.3%MPLX: +23.5% a year, volatility 18.8%GARP: +17.5% a year, volatility 22.5%SPUS: +15.0% a year, volatility 19.5%PWB: +14.8% a year, volatility 22.2%AVIV: +12.6% a year, volatility 16.7%QDPL: +11.8% a year, volatility 15.0%CHCO: +15.9% a year, volatility 22.8%DBJP: +20.9% a year, volatility 19.2%PPH: +11.6% a year, volatility 15.8%FTQI: +11.5% a year, volatility 14.8%FTXH: +11.9% a year, volatility 16.9%EWJV: +14.9% a year, volatility 18.2%V: +12.8% a year, volatility 22.9%SIXA: +12.8% a year, volatility 12.7%KO: +14.7% a year, volatility 16.8%QQQ: +14.5% a year, volatility 23.0%TD: +15.8% a year, volatility 20.0%BTI: +18.7% a year, volatility 22.0%CB: +15.7% a year, volatility 20.4%MO: +17.8% a year, volatility 21.4%CM: +19.2% a year, volatility 21.6%TRV: +22.4% a year, volatility 22.3%EPD: +16.4% a year, volatility 17.1%BMO: +13.6% a year, volatility 21.4%BNS: +12.9% a year, volatility 19.9%KMI: +18.7% a year, volatility 22.5%CTAS: +16.5% a year, volatility 23.1%CME: +11.2% a year, volatility 20.8%RSG: +13.9% a year, volatility 18.5%CCEP: +19.7% a year, volatility 23.2%AME: +14.4% a year, volatility 22.1%DGRO: +10.9% a year, volatility 13.7%TRP: +10.8% a year, volatility 21.9%QUAL: +11.4% a year, volatility 17.3%SDCI: +20.6% a year, volatility 18.4%SLF: +11.7% a year, volatility 19.4%LIN: +11.5% a year, volatility 20.9%FNDF: +13.6% a year, volatility 16.3%PBA: +13.8% a year, volatility 21.5%AVDV: +13.9% a year, volatility 17.4%AVUV: +10.5% a year, volatility 22.1%RDVY: +11.3% a year, volatility 18.8%DGX: +12.3% a year, volatility 22.5%EMXC: +11.1% a year, volatility 19.5%RWL: +13.7% a year, volatility 14.4%JQUA: +13.6% a year, volatility 15.7%VLUE: +15.9% a year, volatility 18.4%BBCA: +11.4% a year, volatility 16.7%SEIC: +12.7% a year, volatility 22.3%IDV: +12.8% a year, volatility 15.5%THG: +14.4% a year, volatility 22.9%ED: +12.0% a year, volatility 18.8%PDBC: +11.7% a year, volatility 19.3%SPMO: +18.7% a year, volatility 20.8%GCOW: +14.1% a year, volatility 13.6%DSI: +12.0% a year, volatility 18.1%MLPX: +18.6% a year, volatility 19.7%NI: +15.1% a year, volatility 20.3%GNR: +10.7% a year, volatility 20.1%FTGC: +12.9% a year, volatility 15.6%EUFN: +18.5% a year, volatility 21.8%FRDM: +17.3% a year, volatility 22.8%SPHQ: +12.0% a year, volatility 16.7%WTV: +13.4% a year, volatility 17.0%BATRA: +15.3% a year, volatility 22.0%DIVB: +13.9% a year, volatility 15.4%BATRK: +13.4% a year, volatility 22.6%JMOM: +12.9% a year, volatility 19.1%DBEF: +13.1% a year, volatility 13.8%DSTL: +11.3% a year, volatility 16.1%DHS: +12.0% a year, volatility 13.9%FNDB: +13.0% a year, volatility 15.1%RODM: +10.6% a year, volatility 13.5%LTC: +11.3% a year, volatility 21.1%FGD: +11.6% a year, volatility 14.8%FVAL: +12.4% a year, volatility 16.4%COMT: +13.1% a year, volatility 21.1%CRAK: +19.8% a year, volatility 20.9%GSK: +9.5% a year, volatility 24.5%SPY (S&P 500): +12.7% a year, volatility 17.1%JNJ: +12.7% a year, volatility 17.9%NVS: +17.1% a year, volatility 20.7%GILD: +22.8% a year, volatility 24.9%AMGN: +19.6% a year, volatility 24.9%ABBV: +26.1% a year, volatility 23.4%MRK: +16.3% a year, volatility 24.8%COR: +24.2% a year, volatility 22.8%CAH: +42.1% a year, volatility 24.7%MCK: +38.7% a year, volatility 25.0%RPRX: +13.3% a year, volatility 23.8%TAK: +11.9% a year, volatility 19.4%ISRG: +5.2% a year, volatility 34.6%WMT: +20.8% a year, volatility 22.6%BRK-B: +13.4% a year, volatility 17.1%LVHI: +17.0% a year, volatility 11.1%COST: +17.4% a year, volatility 22.9%DFAC: +11.4% a year, volatility 17.0%GLD: +17.7% a year, volatility 18.9%PGR: +21.3% a year, volatility 25.6%VIG: +10.4% a year, volatility 14.1%DXJ: +26.6% a year, volatility 19.1%GSKSPY (S&P 500)JNJNVSGILDAMGNABBVMRKCORCAHMCKRPRXISRGWMTLVHICOSTGLDVIGDXJ0.0%10.0%20.0%30.0%40.0%0.0%10.0%20.0%30.0%40.0%50.0%Volatility over 5 years (annualized)Annual return over 5 yearsMore return, less volatility than GSKFJUL: +11.5% a year, volatility 10.9%IUSG: +12.9% a year, volatility 21.2%DFIV: +14.8% a year, volatility 16.4%AVLV: +14.0% a year, volatility 16.9%OEF: +14.3% a year, volatility 17.8%DGRW: +11.8% a year, volatility 14.0%RY: +17.3% a year, volatility 18.2%IOO: +15.7% a year, volatility 17.2%DIVO: +11.1% a year, volatility 11.9%JAVA: +11.5% a year, volatility 14.5%TSPA: +13.1% a year, volatility 17.1%TDIV: +16.2% a year, volatility 21.3%MPLX: +23.5% a year, volatility 18.8%GARP: +17.5% a year, volatility 22.5%SPUS: +15.0% a year, volatility 19.5%PWB: +14.8% a year, volatility 22.2%AVIV: +12.6% a year, volatility 16.7%QDPL: +11.8% a year, volatility 15.0%CHCO: +15.9% a year, volatility 22.8%DBJP: +20.9% a year, volatility 19.2%PPH: +11.6% a year, volatility 15.8%FTQI: +11.5% a year, volatility 14.8%FTXH: +11.9% a year, volatility 16.9%EWJV: +14.9% a year, volatility 18.2%V: +12.8% a year, volatility 22.9%SIXA: +12.8% a year, volatility 12.7%KO: +14.7% a year, volatility 16.8%QQQ: +14.5% a year, volatility 23.0%TD: +15.8% a year, volatility 20.0%BTI: +18.7% a year, volatility 22.0%CB: +15.7% a year, volatility 20.4%MO: +17.8% a year, volatility 21.4%CM: +19.2% a year, volatility 21.6%TRV: +22.4% a year, volatility 22.3%EPD: +16.4% a year, volatility 17.1%BMO: +13.6% a year, volatility 21.4%BNS: +12.9% a year, volatility 19.9%KMI: +18.7% a year, volatility 22.5%CTAS: +16.5% a year, volatility 23.1%CME: +11.2% a year, volatility 20.8%RSG: +13.9% a year, volatility 18.5%CCEP: +19.7% a year, volatility 23.2%AME: +14.4% a year, volatility 22.1%DGRO: +10.9% a year, volatility 13.7%TRP: +10.8% a year, volatility 21.9%QUAL: +11.4% a year, volatility 17.3%SDCI: +20.6% a year, volatility 18.4%SLF: +11.7% a year, volatility 19.4%LIN: +11.5% a year, volatility 20.9%FNDF: +13.6% a year, volatility 16.3%PBA: +13.8% a year, volatility 21.5%AVDV: +13.9% a year, volatility 17.4%AVUV: +10.5% a year, volatility 22.1%RDVY: +11.3% a year, volatility 18.8%DGX: +12.3% a year, volatility 22.5%EMXC: +11.1% a year, volatility 19.5%RWL: +13.7% a year, volatility 14.4%JQUA: +13.6% a year, volatility 15.7%VLUE: +15.9% a year, volatility 18.4%BBCA: +11.4% a year, volatility 16.7%SEIC: +12.7% a year, volatility 22.3%IDV: +12.8% a year, volatility 15.5%THG: +14.4% a year, volatility 22.9%ED: +12.0% a year, volatility 18.8%PDBC: +11.7% a year, volatility 19.3%SPMO: +18.7% a year, volatility 20.8%GCOW: +14.1% a year, volatility 13.6%DSI: +12.0% a year, volatility 18.1%MLPX: +18.6% a year, volatility 19.7%NI: +15.1% a year, volatility 20.3%GNR: +10.7% a year, volatility 20.1%FTGC: +12.9% a year, volatility 15.6%EUFN: +18.5% a year, volatility 21.8%FRDM: +17.3% a year, volatility 22.8%SPHQ: +12.0% a year, volatility 16.7%WTV: +13.4% a year, volatility 17.0%BATRA: +15.3% a year, volatility 22.0%DIVB: +13.9% a year, volatility 15.4%BATRK: +13.4% a year, volatility 22.6%JMOM: +12.9% a year, volatility 19.1%DBEF: +13.1% a year, volatility 13.8%DSTL: +11.3% a year, volatility 16.1%DHS: +12.0% a year, volatility 13.9%FNDB: +13.0% a year, volatility 15.1%RODM: +10.6% a year, volatility 13.5%LTC: +11.3% a year, volatility 21.1%FGD: +11.6% a year, volatility 14.8%FVAL: +12.4% a year, volatility 16.4%COMT: +13.1% a year, volatility 21.1%CRAK: +19.8% a year, volatility 20.9%GSK: +9.5% a year, volatility 24.5%SPY (S&P 500): +12.7% a year, volatility 17.1%JNJ: +12.7% a year, volatility 17.9%NVS: +17.1% a year, volatility 20.7%GILD: +22.8% a year, volatility 24.9%AMGN: +19.6% a year, volatility 24.9%ABBV: +26.1% a year, volatility 23.4%MRK: +16.3% a year, volatility 24.8%COR: +24.2% a year, volatility 22.8%CAH: +42.1% a year, volatility 24.7%MCK: +38.7% a year, volatility 25.0%RPRX: +13.3% a year, volatility 23.8%TAK: +11.9% a year, volatility 19.4%ISRG: +5.2% a year, volatility 34.6%WMT: +20.8% a year, volatility 22.6%BRK-B: +13.4% a year, volatility 17.1%LVHI: +17.0% a year, volatility 11.1%COST: +17.4% a year, volatility 22.9%DFAC: +11.4% a year, volatility 17.0%GLD: +17.7% a year, volatility 18.9%PGR: +21.3% a year, volatility 25.6%VIG: +10.4% a year, volatility 14.1%DXJ: +26.6% a year, volatility 19.1%GSKSPY (S&P 500)JNJNVSGILDAMGNABBVMRKCORCAHMCKISRGWMTLVHIPGRVIGDXJ
  • Popular alternatives
  • Same and neighboring categories, and shared themes
  • The whole market
  • Others in the green region

Is there a better investment than GSK?

Investments that beat GSK over the past 5 years on return, volatility, drawdowns, consistency, crash losses or fees, from its popular alternatives out to the whole market.

How this works

The table below lists investments that beat GSK over the past 5 years on at least one of these measures: a higher annual return with lower volatility, a higher annual return at similar volatility, a similar return with lower volatility, a higher Sharpe ratio with a smaller worst decline, a higher total return in most periods from 3 months to 10 years, or smaller losses in recent market crashes. It checks GSK's popular alternatives first, then the rest of its own and neighboring categories, then every stock and fund worth at least $500 million, and shows the strongest few in each group. The full list of those with a higher return and lower volatility than GSK follows the table.

Annual return is the annualized total return with dividends reinvested. Annual return, volatility and the Sharpe ratio cover 5 years; the worst decline covers the past 10 years. Green marks a better figure than GSK's. "On the frontier" means no other option shown or tested earned more with less volatility. Funds that hold the same thing are shown once. Beyond the popular alternatives, nothing with more than 1.5× GSK's volatility counts as better.

These figures cover the past 5 years. Green marks a better figure than GSK's.

Screen the whole market against GSK for any period in BetterThanSPYOpen these 21 in EasyCompare
InvestmentWhy it is betterPast 5 yearsDownsideLong runFit
Annual return?higher is betterVolatility?lower is calmerSharpe?return per unit of riskWorst decline?past 10 years10Y returntotalCorr. with GSK?lower diversifies moreExpenseper year
GSKGSK plc · this page
+9.5%24.5%0.49−37.6%+95.1%1.00—
SPYState Street SPDR S&P 500 ETF · S&P 500
+12.7%17.1%0.79−33.7%+321%0.240.09%
Popular alternativesbest 6 shownThe investments people most often weigh against GSK. 8 of 20 passed at least one test.
JNJJohnson & Johnson · Pharmaceuticals
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+12.7%17.9%0.76−27.4%+196%0.57—
NVSNovartis AG · Pharmaceuticals
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+17.1%20.7%0.87−26.8%+226%0.60—
GILDGilead Sciences, Inc. · Biotechnology
Higher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periods+22.8%24.9%0.95−30.5%+200%0.15—
AMGNAmgen Inc. · Biotechnology
Higher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periods+19.6%24.9%0.85−24.9%+266%0.40—
ABBVAbbVie Inc. · Pharmaceuticals
Higher return, similar volatilityHigher return in most periods+26.1%23.4%1.11−45.1%+603%0.39—
MRKMerck & Co., Inc. · Pharmaceuticals
Higher return, similar volatilityHigher return in most periods+16.3%24.8%0.74−43.4%+241%0.45—
Same and neighboring categories, and shared themesbest 6 shownEverything else in Pharmaceuticals and the categories next to it (Biotechnology, Health Care Distribution, Life Sciences Tools, Medical Devices), plus GSK's specific themes. 16 of 106 passed at least one test.
CORCencora, Inc. · Health Care Distribution
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+24.2%22.8%1.07−32.4%+406%0.38—
CAHCardinal Health, Inc. · Health Care Distribution
On the frontierHigher return, similar volatilityHigher return in most periods+42.1%24.7%1.55−46.1%+349%0.22—
MCKMcKesson Corporation · Health Care Distribution
Higher return, similar volatilityHigher return in most periods+38.7%25.0%1.44−38.1%+586%0.25—
RPRXRoyalty Pharma plc · Pharmaceuticals
Higher return, similar volatilityHigher return in most periods+13.3%23.8%0.65−49.7%—0.33—
TAKTakeda Pharmaceutical Company Limited · Pharmaceuticals
Higher return, lower volatility+11.9%19.4%0.68−54.4%+30.4%0.34—
ISRGIntuitive Surgical, Inc. · Medical Devices
Higher return in most periods+5.2%34.6%0.32−49.9%+478%0.32—
The whole marketbest 8 shownEvery other stock and fund worth at least $500 million. 849 of 3,507 passed at least one test.
WMTWalmart Inc. · Discount Retail
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+20.8%22.6%0.96−25.7%+508%0.35—
BRK-BBerkshire Hathaway Inc. · Insurance
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+13.4%17.1%0.82−29.6%+274%0.49—
LVHIFranklin International Low Volatility High Dividend Index ETF · International Equity
On the frontierHigher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+17.0%11.1%1.48−32.4%+194%0.600.40%
COSTCostco Wholesale Corporation · Discount Retail
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+17.4%22.9%0.82−31.4%+685%0.33—
DFACDimensional - US Core Equity 2 ETF · US Total Market
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+11.4%17.0%0.72−23.1%—0.270.21%
GLDSPDR Gold Shares · Gold
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+17.7%18.9%0.96−26.4%+213%0.310.40%
PGRThe Progressive Corporation · Property & Casualty Insurance
Higher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periods+21.3%25.6%0.89−30.3%+816%0.30—
VIGVanguard Dividend Appreciation ETF · US Dividend Equity
Similar return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+10.4%14.1%0.78−31.7%+258%0.410.04%
What these numbers mean for GSK
Annual return
GSK returned 9.5% a year over the past 5 years with dividends reinvested, against 12.7% a year for the S&P 500. At that pace, $10,000 became about $15,700. Annual return is the steady yearly rate that would produce the same total result, so investments held over the same span compare fairly. Guide: What is performance and return? →
Volatility
GSK's volatility over the past 5 years was 24.5%, 1.4 times the S&P 500's 17.1%. Volatility measures how widely returns swing around their average: in roughly two years out of three, GSK's return lands within 24.5% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump. Guide: Understanding and measuring risk (volatility) →
Sharpe ratio
GSK's Sharpe ratio over the past 5 years was 0.49, against 0.79 for the S&P 500, so GSK earned less for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings. Guide: Balancing reward with risk (Sharpe ratio) →
Worst decline
GSK's worst fall from a peak to a low over the past 10 years was 37.6%, against 33.7% for the S&P 500. Losses and gains are not symmetric: climbing back from a 37.6% fall takes a 60.3% gain. Guide: Market crash risk and tail risk →
Correlation
Over the past 5 years, GSK's monthly returns had a correlation of 0.24 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They are only loosely linked, which makes it a real diversifier next to an index fund. In the table, the correlation column measures each option against GSK instead: the lower it is, the more that option would diversify a GSK holding. Guide: Correlation and diversification →
Show all 338 stocks and funds worth at least $500 million that earned more than GSK with less volatility

Out of 3,633 tested over 5 years. The strongest 100 are listed, best first, with funds that hold the same thing listed once.

#InvestmentFound inAnnual returnVolatilitySharpeWorst decline10Y returnCorr. with GSKExpense
1
WMTWalmart Inc. · Discount Retail
Whole market+20.8%22.6%0.96−25.7%+508%0.35—
2
BRK-BBerkshire Hathaway Inc. · Insurance
Whole market+13.4%17.1%0.82−29.6%+274%0.49—
3
LVHIFranklin International Low Volatility High Dividend Index ETF · International Equity
Whole market+17.0%11.1%1.48−32.4%+194%0.600.40%
4
COSTCostco Wholesale Corporation · Discount Retail
Whole market+17.4%22.9%0.82−31.4%+685%0.33—
5
DFACDimensional - US Core Equity 2 ETF · US Total Market
Whole market+11.4%17.0%0.72−23.1%—0.270.21%
6
FJULFT Vest U.S. Equity Buffer ETF - July · Multi-Asset
Whole market+11.5%10.9%1.06−13.1%—0.250.85%
7
IUSGiShares Core S&P U.S. Growth ETF · US Growth Equity
Whole market+12.9%21.2%0.68−32.4%+405%0.130.04%
8
DFIVDimensional - International Value ETF · International Equity
Whole market+14.8%16.4%0.93−25.4%—0.510.27%
9
AVLVAvantis U.S. Large Cap Value ETF · US Large-Cap Value
Whole market+14.0%16.9%0.86−19.5%—0.310.15%
10
OEFiShares S&P 100 ETF · US Large-Cap Equity
Whole market+14.3%17.8%0.84−31.4%+367%0.190.20%
11
DGRWWisdomTree U.S. Quality Dividend Growth Fund · US Dividend Equity
Whole market+11.8%14.0%0.87−32.0%+276%0.360.28%
12
RYRoyal Bank of Canada · Banks
Whole market+17.3%18.2%0.97−40.0%+352%0.33—
13
CORCencora, Inc. · Health Care Distribution
Same or nearby category+24.2%22.8%1.07−32.4%+406%0.38—
14
IOOiShares Global 100 ETF · Global Equity
Whole market+15.7%17.2%0.94−31.4%+361%0.270.40%
15
DIVOAmplify CWP Enhanced Dividend Income ETF · Equity Income
Whole market+11.1%11.9%0.95−30.0%—0.420.56%
16
JNJJohnson & Johnson · Pharmaceuticals
Popular alternative+12.7%17.9%0.76−27.4%+196%0.57—
17
NVSNovartis AG · Pharmaceuticals
Popular alternative+17.1%20.7%0.87−26.8%+226%0.60—
18
JAVAJPMorgan Active Value ETF · US Large-Cap Value
Whole market+11.5%14.5%0.82−16.5%——0.44%
19
GLDSPDR Gold Shares · Gold
Whole market+17.7%18.9%0.96−26.4%+213%0.310.40%
20
TSPAT. Rowe Price U.S. Equity Research ETF · Broad Market
Whole market+13.1%17.1%0.81−24.7%—0.230.34%
21
TDIVFirst Trust NASDAQ Technology Dividend Index Fund · Technology Equity
Whole market+16.2%21.3%0.81−32.0%+388%0.190.50%
22
MPLXMPLX Lp · Oil & Gas Midstream
Whole market+23.5%18.8%1.22−75.2%+350%0.15—
23
GARPiShares MSCI USA Quality GARP ETF · Broad Market
Whole market+17.5%22.5%0.83−31.4%—0.150.15%
24
SPUSSP Funds S&P 500 Sharia Industry Exclusions ETF · Technology
Whole market+15.0%19.5%0.82−30.8%—0.200.45%
25
PWBInvesco Large Cap Growth ETF · Broad Market
Whole market+14.8%22.2%0.74−32.4%+409%0.190.55%
26
AVIVAvantis International Large Cap Value ETF · International
Whole market+12.6%16.7%0.80−27.7%—0.510.25%
27
QDPLPacer Metaurus US Large Cap Dividend Multiplier 400 ETF · Dividend & Income
Whole market+11.8%15.0%0.82−22.6%—0.220.60%
28
CHCOCity Holding Company · Banks - Regional
Whole market+15.9%22.8%0.77−32.3%+286%-0.01—
29
DBJPXtrackers MSCI Japan Hedged Equity ETF · International
Whole market+20.9%19.2%1.09−31.3%+348%0.340.45%
30
PPHVanEck Pharmaceutical ETF · Healthcare
Whole market+11.6%15.8%0.78−29.7%+153%0.700.36%
31
FTQIFirst Trust Nasdaq BuyWrite Income ETF · Dividend & Income
Whole market+11.5%14.8%0.82−19.4%+121%0.150.75%
32
FTXHFirst Trust Nasdaq Pharmaceuticals ETF · Healthcare
Whole market+11.9%16.9%0.75−32.1%+153%0.520.60%
33
EWJViShares MSCI Japan Value ETF · International
Whole market+14.9%18.2%0.86−30.1%—0.450.15%
34
VVisa Inc. · Payment Processing
Whole market+12.8%22.9%0.64−36.4%+429%0.33—
35
SIXAETC 6 Meridian Mega Cap Equity ETF · Broad Market
Whole market+12.8%12.7%1.01−18.4%—0.460.31%
36
DXJWisdomTree Japan Hedged Equity Fund · International Equity
Whole market+26.6%19.1%1.34−39.1%+428%0.370.48%
37
KOThe Coca-Cola Company · Food & Beverages
Whole market+14.7%16.8%0.91−37.0%+204%0.59—
38
QQQInvesco QQQ Trust, Series 1 · US Large-Cap Growth
Whole market+14.5%23.0%0.71−35.1%+553%0.090.18%
39
TDThe Toronto-Dominion Bank · Banks
Whole market+15.8%20.0%0.84−42.0%+310%0.25—
40
BTIBritish American Tobacco p.l.c. · Tobacco
Whole market+18.7%22.0%0.90−56.1%+98.2%0.23—
41
CBChubb Limited · Property & Casualty Insurance
Whole market+15.7%20.4%0.82−42.6%+248%0.54—
42
MOAltria Group, Inc. · Tobacco
Whole market+17.8%21.4%0.88−53.7%+140%0.28—
43
CMCanadian Imperial Bank of Commerce · Banks
Whole market+19.2%21.6%0.93−47.3%+395%0.32—
44
TRVThe Travelers Companies, Inc. · Property & Casualty Insurance
Whole market+22.4%22.3%1.02−46.3%+347%0.39—
45
EPDEnterprise Products Partners L.P. · Oil & Gas Midstream
Whole market+16.4%17.1%0.98−58.1%+178%0.21—
46
BMOBank of Montreal · Banks
Whole market+13.6%21.4%0.71−51.0%+295%0.30—
47
BNSThe Bank of Nova Scotia · Banks
Whole market+12.9%19.9%0.71−46.9%+187%0.34—
48
KMIKinder Morgan, Inc. · Oil & Gas Midstream
Whole market+18.7%22.5%0.88−55.1%+163%0.15—
49
CTASCintas Corporation · Business Services
Whole market+16.5%23.1%0.78−48.4%+808%0.24—
50
CMECME Group Inc. · Capital Markets
Whole market+11.2%20.8%0.62−37.4%+319%0.28—
51
RSGRepublic Services, Inc. · Environmental Services
Whole market+13.9%18.5%0.80−34.0%+446%0.29—
52
CCEPCoca-Cola Europacific Partners PLC · Food & Beverages
Whole market+19.7%23.2%0.90−48.8%+292%0.52—
53
AMEAMETEK, Inc. · Electronic Instruments
Whole market+14.4%22.1%0.72−42.7%+481%0.29—
54
DGROiShares Core Dividend Growth ETF · US Dividend Equity
Whole market+10.9%13.7%0.83−35.1%+267%0.430.08%
55
TRPTC Energy Corporation · Oil & Gas Midstream
Whole market+10.8%21.9%0.58−41.6%+160%0.41—
56
QUALiShares MSCI USA Quality Factor ETF · US Quality Equity
Whole market+11.4%17.3%0.71−34.1%+293%0.340.15%
57
SDCIUSCF SummerHaven Dynamic Commodity Strategy No K-1 Fund · Bonds
Whole market+20.6%18.4%1.12−45.7%—0.100.80%
58
SLFSun Life Financial Inc. · Life Insurance
Whole market+11.7%19.4%0.67−50.8%+255%0.35—
59
LINLinde plc · Chemicals
Whole market+11.5%20.9%0.63−32.6%+394%0.47—
60
FNDFSchwab Fundamental International Large Company Index ETF · International Equity
Whole market+13.6%16.3%0.87−40.2%+194%0.520.25%
61
PBAPembina Pipeline Corporation · Oil & Gas Midstream
Whole market+13.8%21.5%0.71−70.9%+172%0.38—
62
AVDVAvantis International Small Cap Value ETF · International Equity
Whole market+13.9%17.4%0.84−43.0%—0.460.36%
63
AVUVAvantis U.S. Small Cap Value ETF · US Small-Cap Equity
Whole market+10.5%22.1%0.56−49.4%—0.220.25%
64
RDVYFirst Trust Rising Dividend Achievers ETF · US Dividend Equity
Whole market+11.3%18.8%0.67−40.6%+322%0.280.47%
65
DGXQuest Diagnostics Incorporated · Medical Diagnostics
Whole market+12.3%22.5%0.63−36.6%+243%0.43—
66
EMXCiShares MSCI Emerging Markets ex China ETF · Emerging Markets Equity
Whole market+11.1%19.5%0.64−42.8%—0.250.25%
67
RWLInvesco S&P 500 Revenue ETF · US Large-Cap Equity
Whole market+13.7%14.4%0.97−36.1%+287%0.360.39%
68
JQUAJPMorgan U.S. Quality Factor ETF · US Quality Equity
Whole market+13.6%15.7%0.89−32.9%—0.310.12%
69
VLUEiShares MSCI USA Value Factor ETF · US Large-Cap Value
Whole market+15.9%18.4%0.90−39.5%+286%0.260.15%
70
BBCAJPMorgan BetaBuilders Canada ETF · International Equity
Whole market+11.4%16.7%0.73−42.8%—0.430.19%
71
SEICSEI Investments Company · Asset Management
Whole market+12.7%22.3%0.65−51.8%+168%0.07—
72
IDViShares International Select Dividend ETF · International Equity
Whole market+12.8%15.5%0.86−42.5%+159%0.500.50%
73
THGThe Hanover Insurance Group, Inc. · Property & Casualty Insurance
Whole market+14.4%22.9%0.70−40.1%+291%0.33—
74
EDConsolidated Edison, Inc. · Electric Utilities
Whole market+12.0%18.8%0.70−30.9%+114%0.37—
75
PDBCInvesco Optimum Yield Diversified Commodity Strategy No K-1 ETF · Broad Commodities
Whole market+11.7%19.3%0.67−40.7%+153%0.070.74%
76
SPMOInvesco S&P 500 Momentum ETF · US Momentum Equity
Whole market+18.7%20.8%0.93−30.9%+499%0.200.13%
77
GCOWPacer Global Cash Cows Dividend ETF · International
Whole market+14.1%13.6%1.04−37.6%+168%0.520.60%
78
DSIiShares ESG MSCI KLD 400 ETF · US ESG Equity
Whole market+12.0%18.1%0.72−34.1%+322%0.220.25%
79
MLPXGlobal X - MLP & Energy Infrastructure ETF · Energy
Whole market+18.6%19.7%0.97−64.6%+186%0.220.45%
80
NINiSource Inc · Gas Utilities
Whole market+15.1%20.3%0.80−30.9%+158%0.32—
81
GNRState Street SPDR S&P Global Natural Resources ETF · Natural Resources Equity
Whole market+10.7%20.1%0.61−48.6%+173%0.390.40%
82
FTGCFirst Trust Global Tactical Commodity Strategy Fund · Alternatives
Whole market+12.9%15.6%0.86−35.9%+139%0.110.98%
83
EUFNiShares MSCI Europe Financials ETF · Financial Sector Equity
Whole market+18.5%21.8%0.89−53.2%+233%0.440.49%
84
FRDMFreedom 100 Emerging Markets ETF · International
Whole market+17.3%22.8%0.82−40.5%—0.270.49%
85
SPHQInvesco S&P 500 Quality ETF · US Quality Equity
Whole market+12.0%16.7%0.76−31.6%+300%0.380.20%
86
WTVWisdomTree U.S. Value Fund · Broad Market
Whole market+13.4%17.0%0.83−42.2%+303%0.290.12%
87
BATRAAtlanta Braves Holdings, Inc. · Entertainment
Whole market+15.3%22.0%0.76−54.2%+224%0.23—
88
DIVBiShares Core Dividend ETF · Dividend & Income
Whole market+13.9%15.4%0.93−36.9%—0.330.05%
89
BATRKAtlanta Braves Holdings, Inc. · Entertainment
Whole market+13.4%22.6%0.67−54.9%+195%0.20—
90
JMOMJPMorgan U.S. Momentum Factor ETF · Broad Market
Whole market+12.9%19.1%0.73−34.3%—0.220.12%
91
DBEFXtrackers MSCI EAFE Hedged Equity ETF · International Equity
Whole market+13.1%13.8%0.96−32.5%+206%0.530.35%
92
DSTLDistillate U.S. Fundamental Stability & Value ETF · Broad Market
Whole market+11.3%16.1%0.75−33.1%—0.360.39%
93
DHSWisdomTree U.S. High Dividend Fund · Dividend & Income
Whole market+12.0%13.9%0.89−37.4%+156%0.380.38%
94
FNDBSchwab Fundamental U.S. Broad Market Index ETF · Broad Market
Whole market+13.0%15.1%0.89−38.1%+284%0.350.25%
95
RODMHartford Multifactor Developed Markets (ex-US) ETF · International
Whole market+10.6%13.5%0.82−36.0%+141%0.540.29%
96
LTCLTC Properties, Inc. · REIT - Healthcare Facilities
Whole market+11.3%21.1%0.62−51.4%+51.7%0.14—
97
FGDFirst Trust Dow Jones Global Select Dividend Index Fund · International
Whole market+11.6%14.8%0.82−44.8%+155%0.440.55%
98
FVALFidelity Value Factor ETF · Broad Market
Whole market+12.4%16.4%0.80−37.3%+291%0.260.15%
99
COMTiShares GSCI Commodity Dynamic Roll Strategy ETF · Commodities
Whole market+13.1%21.1%0.69−39.2%+160%0.050.49%
100
CRAKVanEck Oil Refiners ETF · Energy
Whole market+19.8%20.9%0.97−58.8%+336%0.270.61%

GSK against its popular alternatives

The investments people most often weigh against GSK, compared period by period and year by year.

How do GSK's risk and return compare with its alternatives?

This map plots each investment's annual return over the past 5 years against its volatility, the size of its typical price swings. Investments toward the upper left earned more for a smoother ride, and those toward the lower right earned less for a rougher one. The dashed lines cross at GSK, which divides the map into what did better or worse on each measure.

Green points earned more than GSK with less volatility; red points earned less with more. Hover over a point for its figures. Total returns with dividends reinvested, annualized.

15.0%20.0%25.0%30.0%35.0%40.0%45.0%50.0%55.0%−20.0%−10.0%0.0%10.0%20.0%30.0%40.0%50.0%Volatility over 5 years (annualized)Annual return over 5 yearsHigher return, lower volatilityLower return, higher volatilityGSK: 9.5% a year, volatility 24.5%SPY (S&P 500): 12.7% a year, volatility 17.1%ABBV: 26.1% a year, volatility 23.4%NVS: 17.2% a year, volatility 20.7%JNJ: 12.7% a year, volatility 17.9%TMO: 2.9% a year, volatility 27.8%IQV: 1.3% a year, volatility 34.7%REGN: 7.7% a year, volatility 31.1%DHR: −3.8% a year, volatility 29.1%AZN: 8.7% a year, volatility 35.7%NVO: −4.0% a year, volatility 39.1%PFE: −1.7% a year, volatility 25.4%BIIB: −1.8% a year, volatility 34.7%BMY: 5.5% a year, volatility 24.9%CVS: 5.3% a year, volatility 30.4%SNY: 0.6% a year, volatility 25.3%BNTX: −19.3% a year, volatility 52.6%LLY: 40.7% a year, volatility 32.8%AMGN: 19.6% a year, volatility 24.9%GILD: 22.8% a year, volatility 24.9%VRTX: 22.6% a year, volatility 29.1%MRK: 16.3% a year, volatility 24.8%GSKSPY (S&P 500)ABBVNVSJNJTMOIQVREGNDHRAZNNVOPFEBIIBBMYCVSSNYBNTXLLYAMGNGILDVRTXMRK10.0%20.0%30.0%40.0%50.0%60.0%−20.0%−10.0%0.0%10.0%20.0%30.0%40.0%50.0%Volatility over 5 years (annualized)Annual return over 5 yearsHigher return, lower volatilityLower return, higher volatilityGSK: 9.5% a year, volatility 24.5%SPY (S&P 500): 12.7% a year, volatility 17.1%ABBV: 26.1% a year, volatility 23.4%NVS: 17.2% a year, volatility 20.7%JNJ: 12.7% a year, volatility 17.9%TMO: 2.9% a year, volatility 27.8%IQV: 1.3% a year, volatility 34.7%REGN: 7.7% a year, volatility 31.1%DHR: −3.8% a year, volatility 29.1%AZN: 8.7% a year, volatility 35.7%NVO: −4.0% a year, volatility 39.1%PFE: −1.7% a year, volatility 25.4%BIIB: −1.8% a year, volatility 34.7%BMY: 5.5% a year, volatility 24.9%CVS: 5.3% a year, volatility 30.4%SNY: 0.6% a year, volatility 25.3%BNTX: −19.3% a year, volatility 52.6%LLY: 40.7% a year, volatility 32.8%AMGN: 19.6% a year, volatility 24.9%GILD: 22.8% a year, volatility 24.9%VRTX: 22.6% a year, volatility 29.1%MRK: 16.3% a year, volatility 24.8%GSKSPY (S&P 500)ABBVNVSJNJTMOIQVREGNDHRNVOPFEBMYSNYBNTXLLYAMGNGILDMRK
All figures
InvestmentAnnual returnVolatility
LLY Eli Lilly and Company+40.7%32.8%
ABBV AbbVie Inc.+26.1%23.4%
GILD Gilead Sciences, Inc.+22.8%24.9%
VRTX Vertex Pharmaceuticals Incorporated+22.6%29.1%
AMGN Amgen Inc.+19.6%24.9%
NVS Novartis AG+17.2%20.7%
MRK Merck & Co., Inc.+16.3%24.8%
JNJ Johnson & Johnson+12.7%17.9%
SPY S&P 500State Street SPDR S&P 500 ETF+12.7%17.1%
GSK This pageGSK plc+9.5%24.5%
AZN AstraZeneca PLC+8.7%35.7%
REGN Regeneron Pharmaceuticals, Inc.+7.7%31.1%
BMY Bristol-Myers Squibb Company+5.5%24.9%
CVS CVS Health Corp.+5.3%30.4%
TMO Thermo Fisher Scientific Inc.+2.9%27.8%
IQV IQVIA Holdings Inc.+1.3%34.7%
SNY Sanofi+0.6%25.3%
PFE Pfizer Inc.−1.7%25.4%
BIIB Biogen Inc.−1.8%34.7%
DHR Danaher Corporation−3.8%29.1%
NVO Novo Nordisk A/S−4.0%39.1%
BNTX BioNTech SE−19.3%52.6%
Open these 22 in EasyCompare

Has GSK consistently beaten its popular alternatives?

This section compares GSK with the investments people most often weigh against it, checking each one over eight periods from one month to ten years. Counting how often an alternative earned more than GSK helps separate lasting outperformance from a single strong stretch.

A green cell means the alternative earned more than GSK over that period. "Qualified" marks those that did so in at least 3 of 5 short-term periods and 2 of 3 long-term periods.

InvestmentPeriods outperformed Short termLong termRisk · 5 yearsFund
1M3M6MYTD1Y3Y5Y10YVolatilitylower is calmerSharpehigher is betterWorst declinepast 10 yearsExpenseAssetsOverlapsame sectors
GSK GSK plc (this page)—−0.9%+2.1%−10.1%+4.7%+18.9%+60.0%+57.2%+95.1%24.5%0.49−37.6%—$102B—
LLY QualifiedEli Lilly and Company5/5 short3/3 longAll-weather+10.2%+12.1%+40.0%+19.4%+59.7%+124%+451%+1,807%32.8%1.21−34.5%—$1.2T—
ABBV QualifiedAbbVie Inc.5/5 short3/3 longAll-weather+9.9%+14.8%+43.8%+29.8%+28.3%+118%+218%+603%23.4%1.11−45.1%—$511B—
AMGN QualifiedAmgen Inc.5/5 short3/3 longAll-weather+11.6%+21.2%+27.0%+36.7%+48.7%+72.2%+145%+266%24.9%0.85−24.9%—$237B—
GILD QualifiedGilead Sciences, Inc.5/5 short3/3 longAll-weather+4.0%+18.2%+16.6%+31.0%+30.3%+121%+180%+200%24.9%0.95−30.5%—$194B—
NVS QualifiedNovartis AG4/5 short3/3 longAll-weather+9.0%+2.7%+1.8%+13.1%+18.8%+75.9%+121%+226%20.7%0.87−26.8%—$292B—
JNJ QualifiedJohnson & Johnson4/5 short3/3 longAll-weather−3.8%+4.8%+13.6%+27.1%+36.9%+84.6%+82.1%+196%17.9%0.76−27.4%—$625B—
VRTX QualifiedVertex Pharmaceuticals Incorporated5/5 short2/3 long+0.8%+7.1%+17.2%+13.8%+22.8%+42.2%+177%+521%29.1%0.85−41.6%—$130B—
MRK QualifiedMerck & Co., Inc.4/5 short2/3 long−0.8%+19.9%+28.3%+42.2%+76.8%+58.3%+113%+241%24.8%0.74−43.4%—$366B—
TMO Medical - Diagnostics & ResearchThermo Fisher Scientific Inc.5/5 short1/3 long+4.3%+30.7%+30.9%+16.3%+26.8%+49.5%+15.1%+366%27.8%0.24−40.9%—$254B—
IQV Medical - Diagnostics & ResearchIQVIA Holdings Inc.4/5 short1/3 long−0.8%+31.4%+51.5%+18.8%+26.3%+45.3%+6.5%+260%34.7%0.21−51.5%—$44B—
REGN BiotechnologyRegeneron Pharmaceuticals, Inc.4/5 short1/3 long+1.2%+20.3%+8.0%+4.4%+40.7%+0.8%+44.9%+120%31.1%0.40−59.7%—$83B—
DHR Medical - Diagnostics & ResearchDanaher Corporation3/5 short1/3 long+4.0%+11.6%+15.0%−2.2%+8.3%+10.8%−17.6%+232%29.1%0.01−43.8%—$157B—
AZN Drug Manufacturers - GeneralAstraZeneca PLC2/5 short1/3 long+0.4%+3.3%−15.3%−7.0%+1.8%+38.8%+52.1%+257%35.7%0.41−28.7%—$262B—
NVO Drug Manufacturers - GeneralNovo Nordisk A/S1/5 short1/3 long−1.1%−20.0%−1.5%−23.9%−28.5%−57.0%−18.5%+134%39.1%0.09−75.2%—$174B—
PFE Drug Manufacturers - GeneralPfizer Inc.5/5 short0/3 long+8.5%+23.8%+13.2%+25.7%+30.5%+19.2%−8.3%+55.0%25.4%0.06−58.9%—$172B—
BIIB Drug Manufacturers - GeneralBiogen Inc.5/5 short0/3 long+11.0%+21.6%+32.6%+36.7%+65.8%−5.6%−8.8%−18.9%34.7%0.11−72.7%—$36B—
BMY Drug Manufacturers - GeneralBristol-Myers Squibb Company4/5 short0/3 long−0.5%+3.6%+6.6%+19.1%+47.8%+25.8%+30.6%+74.8%24.9%0.34−47.7%—$126B—
CVS Medical - Healthcare PlansCVS Health Corp.3/5 short0/3 long+8.2%−11.4%+25.6%+21.0%+18.5%+52.5%+29.2%+47.0%30.4%0.32−56.8%—$121B—
HLN Drug Manufacturers - Specialty & GenericHaleon plc2/5 short0/3 long+8.7%+1.9%+5.7%+2.3%+8.8%+28.9%————−24.9%—$45B—
SNY Drug Manufacturers - GeneralSanofi0/5 short0/3 long−2.6%−5.9%−10.3%−10.7%−13.4%−10.0%+3.0%+61.5%25.3%0.15−33.5%—$99B—
BNTX BiotechnologyBioNTech SE0/5 short0/3 long−7.0%−1.1%−13.3%−5.7%−15.5%+0.3%−65.7%—52.6%-0.15−82.3%—$23B—
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How did GSK do year by year?

This table shows each investment's total return in every full calendar year since 1997, along with where GSK ranked among its popular alternatives each year. Annual results reveal how consistently each one kept pace with GSK and how far its good and bad years diverged, detail that multiyear averages tend to smooth over.

Newest year first. Green marks a year in which the fund came out ahead of GSK; gray means the two finished within a fraction of a point. The rank row places GSK among the alternatives that traded the full year; dark green is the top quarter and red the bottom quarter.

InvestmentYears ahead of GSK20252024202320222021202020192018201720162015201420132012201120102009200820072006200520042003200220012000199919981997
GSK This pageGSK plc—+51.3%−5.2%+9.8%−16.8%+27.1%−17.7%+29.2%+13.8%−3.0%+2.1%−0.3%−15.7%+28.9%+0.6%+22.7%−2.1%+19.2%−22.2%−0.8%+7.9%+9.9%+5.6%+28.8%−21.6%−9.7%+4.1%−17.9%+48.2%+55.8%
Rank among alternativesTop quarter in 3 of 292 of 2215 of 228 of 2217 of 2112 of 2121 of 216 of 208 of 2019 of 207 of 2015 of 2020 of 2014 of 1917 of 186 of 1814 of 189 of 1812 of 1813 of 1815 of 188 of 1810 of 187 of 1810 of 177 of 1717 of 1713 of 175 of 174 of 17
SPY S&P 500State Street SPDR S&P 500 ETF17 of 29+17.7%+24.9%+26.2%−18.2%+28.7%+18.3%+31.2%−4.6%+21.7%+12.0%+1.2%+13.5%+32.3%+16.0%+1.9%+15.1%+26.4%−36.8%+5.1%+15.9%+4.8%+10.7%+28.2%−21.6%−11.7%−9.8%+20.4%+28.7%+33.5%
LLY Eli Lilly and Company17 of 29+40.3%+33.3%+60.9%+34.3%+66.1%+31.0%+16.2%+40.5%+17.8%−10.4%+25.4%+39.8%+7.3%+24.2%+25.2%+3.6%−6.2%−21.3%+5.7%−5.2%+2.6%−17.6%+13.1%−17.6%−14.4%+41.9%−24.3%+29.1%+93.6%
ABBV AbbVie Inc.8 of 13+33.1%+18.9%−0.2%+24.0%+32.4%+27.7%+1.5%−1.0%+60.1%+9.8%−6.5%+27.9%+60.7%————————————————
AMGN Amgen Inc.15 of 29+29.7%−6.8%+13.5%+20.4%+0.9%−2.0%+27.6%+15.2%+22.3%−7.6%+4.0%+42.3%+34.8%+36.8%+18.2%−3.0%−2.0%+24.3%−32.0%−13.4%+22.9%+3.8%+27.8%−14.4%−11.7%+6.5%+130%+93.3%−0.4%
GILD Gilead Sciences, Inc.19 of 29+36.6%+18.7%−2.0%+23.6%+29.9%−6.7%+7.9%−9.9%+3.0%−27.6%+8.6%+25.5%+105%+79.5%+12.9%−16.3%−15.4%+11.2%+41.7%+23.4%+50.2%+20.1%+71.4%+3.6%+58.2%+53.9%+31.7%+6.7%+53.6%
NVS Novartis AG14 of 29+46.0%−0.5%+21.1%+6.6%−5.0%+2.2%+29.1%+6.2%+19.8%−11.8%−4.3%+19.4%+32.2%+16.1%+1.5%+12.6%+14.6%−5.4%−3.4%+11.3%+6.0%+12.3%+27.5%+2.1%−17.2%+30.6%−24.1%+21.9%+52.9%
JNJ Johnson & Johnson17 of 29+47.5%−4.8%−8.6%+6.0%+11.4%+10.8%+16.2%−5.1%+24.4%+15.3%+1.2%+17.3%+34.6%+10.8%+9.9%−0.6%+11.3%−7.7%+3.6%+12.4%−3.4%+25.2%−2.0%−7.9%+14.0%+14.2%+12.5%+29.0%+34.3%
VRTX Vertex Pharmaceuticals Incorporated16 of 29+12.6%−1.0%+40.9%+31.5%−7.1%+7.9%+32.1%+10.6%+103%−41.4%+5.9%+59.9%+77.3%+26.2%−5.2%−18.3%+41.0%+30.8%−37.9%+35.2%+162%+2.1%−34.7%−35.5%−65.6%+309%+17.6%−9.8%−18.0%
MRK Merck & Co., Inc.14 of 29+9.8%−6.3%+1.0%+49.4%+1.8%−7.2%+22.3%+40.0%−1.5%+15.0%−3.9%+16.9%+26.9%+13.1%+9.6%+2.9%+26.7%−45.3%+37.3%+42.8%+4.0%−27.7%−11.2%−1.2%−36.0%+41.8%−7.7%+41.6%+35.7%
TMO Thermo Fisher Scientific Inc.19 of 29+11.8%−1.7%−3.4%−17.3%+43.5%+43.7%+45.6%+18.2%+35.0%−0.1%+13.8%+13.1%+75.8%+43.2%−18.8%+16.1%+40.0%−40.9%+27.4%+50.3%−0.2%+19.8%+25.3%−15.7%+5.6%+98.2%−11.4%−61.5%+6.7%
IQV IQVIA Holdings Inc.9 of 12+14.7%−15.1%+12.9%−27.4%+57.5%+16.0%+33.0%+18.7%+28.7%+10.8%+16.6%+27.0%—————————————————
REGN Regeneron Pharmaceuticals, Inc.17 of 29+9.0%−18.9%+21.7%+14.2%+30.7%+28.7%+0.5%−0.7%+2.4%−32.4%+32.3%+49.0%+60.9%+209%+68.8%+35.8%+31.7%−24.0%+20.3%+26.2%+72.7%−37.4%−20.6%−34.3%−20.2%+177%+72.8%−13.8%−46.9%
DHR Danaher Corporation20 of 29+0.4%−0.4%−1.2%−19.0%+48.6%+45.4%+49.5%+11.8%+20.0%+73.2%+9.3%+11.6%+38.3%+19.1%−0.1%+25.7%+33.0%−35.4%+21.3%+30.1%−2.7%+25.3%+39.7%+9.1%−11.7%+41.5%−11.0%+72.4%+35.2%
AZN AstraZeneca PLC17 of 29+38.0%−1.2%+0.8%+20.4%+17.9%+2.9%+37.4%+13.9%+35.3%−16.7%+0.1%+24.6%+32.0%+8.6%+6.0%+3.5%+20.4%+0.3%−17.1%+12.7%+36.9%−22.0%+38.2%−23.2%−7.9%+28.7%−5.3%+27.0%+31.8%
NVO Novo Nordisk A/S18 of 29−39.2%−15.9%+54.8%+22.6%+63.5%+23.3%+28.7%−11.8%+54.3%−36.6%+39.3%+16.7%+15.3%+44.0%+4.1%+79.3%+27.2%−19.8%+57.4%+51.3%+5.6%+34.6%+43.5%−27.0%+14.4%+39.0%−1.9%−7.3%+54.9%
PFE Pfizer Inc.17 of 29+0.6%−2.2%−41.3%−10.4%+66.7%+3.4%−6.7%+25.1%+16.1%+4.4%+7.3%+5.4%+26.5%+20.6%+28.8%+0.6%+8.1%−16.9%−8.2%+15.3%−10.6%−22.3%+17.7%−22.2%−12.5%+43.0%−21.5%+68.8%+82.0%
BIIB Biogen Inc.14 of 29+15.1%−40.9%−6.6%+15.4%−2.0%−17.5%−1.4%−5.5%+12.3%−7.4%−9.8%+21.4%+91.0%+33.0%+64.1%+25.3%+12.3%−16.3%+15.7%+8.6%−32.0%+81.5%+10.6%−51.9%+9.1%+93.0%+318%+36.6%+44.7%
BMY Bristol-Myers Squibb Company15 of 29+0.1%+15.8%−26.1%+19.0%+2.9%+0.4%+27.7%−12.9%+7.7%−13.5%+19.3%+14.2%+70.0%−3.8%+39.4%+8.8%+14.8%−6.1%+4.8%+19.9%−6.2%−7.2%+29.1%−52.4%−26.2%+17.1%−2.8%+42.9%+77.1%
CVS CVS Health Corp.17 of 29+84.3%−40.8%−12.6%−7.6%+54.9%−5.1%+17.3%−7.0%−5.8%−17.8%+2.9%+36.5%+50.4%+20.3%+19.0%+9.1%+13.2%−27.2%+29.4%+17.7%+17.8%+25.7%+45.7%−14.9%−50.4%+51.1%−27.1%+72.6%+55.5%
HLN Haleon plc1 of 3+7.8%+18.1%+4.1%——————————————————————————
SNY Sanofi10 of 23+4.9%+1.1%+6.5%+0.5%+7.0%+0.4%+20.5%+6.0%+9.9%−1.2%−3.4%−11.9%+17.1%+36.0%+18.8%−13.4%+28.7%−26.5%+1.0%+7.2%+11.6%+8.2%+26.2%——————
BNTX BioNTech SE3 of 6−16.4%+8.0%−29.7%−41.0%+216%+141%———————————————————————
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Risk and diversification

How GSK has fallen, how it held up in crashes beside the S&P 500 and its popular alternatives, and what moves independently of it.

What were GSK's worst declines?

A drawdown is the decline from a peak to the lowest point before a new high. This section presents GSK's five deepest drawdowns since it began trading in 1986, alongside the S&P 500's return over the same dates, and how long each took to recover. Together, these figures show how much an investor could have lost and how long it took to get back to even.

Green means GSK fell less than the S&P 500 over the same dates. Based on daily closing prices with dividends reinvested.

DuringGSK fellS&P 500, same datesPeakLowTime to the lowBack at the peakTime to recover
No named crash−55.2%—Jan 1992Aug 199319 monthsSep 19963.1 years
Dot-com bust−51.9%−34.7%Jan 1999Jul 20023.5 yearsFeb 20074.6 years
2008 financial crisis−49.6%−52.4%Apr 2007Mar 200923 monthsApr 20123.1 years
No named crash−46.2%—Jul 1987Aug 198813 monthsMay 199021 months
2022 bear market−37.6%−17.3%Apr 2022Sep 20225 monthsMar 202418 months

How did GSK do in stock market crashes?

This section measures how far GSK, the S&P 500 and each alternative fell from peak to trough during every major market crash since 2000. A smaller decline means an investment held up better, and comparing results across crashes shows whether that resilience was consistent or a one-off.

Newest crash first. Each figure is the fund's deepest fall within the crash window; green means a smaller fall than GSK.

InvestmentHeld up better2023 regional bank crisisMar 20232022 bear marketJan 2022Covid crashFeb 2020Late-2018 sell-offSep 2018February 2018 volatility shockFeb 20182015 China and oil sell-offAug 20152011 euro debt crisisJul 20112010 flash crashMay 20102008 financial crisisOct 2007Dot-com bustMar 2000
GSK This pageGSK plc—−0.3%−37.6%−26.5%−11.5%−4.3%−15.7%−12.4%−2.0%−46.6%−45.1%
SPY S&P 500State Street SPDR S&P 500 ETF3 of 10−3.4%−24.5%−33.7%−19.3%−6.5%−12.8%−17.9%−1.5%−55.2%−47.5%
LLY Eli Lilly and Company5 of 10−0.6%−11.7%−16.9%−10.2%−8.6%−19.6%−10.9%0.0%−50.0%−54.3%
ABBV AbbVie Inc.1 of 6−1.5%−21.9%−32.1%−18.1%−5.8%−29.8%————
AMGN Amgen Inc.4 of 10−1.2%−11.9%−18.3%−14.3%−7.4%−22.1%−12.6%−0.5%−31.3%−60.2%
GILD Gilead Sciences, Inc.3 of 10−1.6%−20.0%−13.7%−22.7%−5.5%−28.7%−18.2%−2.1%−34.3%−53.6%
NVS Novartis AG5 of 10−1.1%−20.4%−25.5%−9.9%−6.6%−30.1%−14.5%−2.6%−41.7%−25.7%
JNJ Johnson & Johnson7 of 10−1.1%−12.7%−25.4%−16.9%−8.2%−9.0%−9.8%−0.1%−34.4%−35.9%
VRTX Vertex Pharmaceuticals Incorporated2 of 100.0%−19.2%−19.4%−21.2%−8.8%−43.7%−23.9%−2.7%−59.9%−86.7%
MRK Merck & Co., Inc.3 of 10−2.4%−10.8%−19.3%−9.7%−6.6%−18.2%−17.4%−2.3%−63.3%−57.5%
TMO Thermo Fisher Scientific Inc.4 of 10−2.4%−19.8%−24.8%−17.2%−8.7%−14.7%−24.4%−3.6%−53.9%−41.8%
IQV IQVIA Holdings Inc.1 of 6−6.8%−35.9%−48.9%−19.2%−5.3%−28.7%————
REGN Regeneron Pharmaceuticals, Inc.2 of 10−0.2%−25.8%−12.7%−17.3%−7.3%−37.7%−23.2%−7.2%−49.9%−71.6%
DHR Danaher Corporation6 of 10−3.2%−22.8%−25.9%−13.4%−9.8%−14.0%−21.8%−0.6%−45.7%−33.7%
AZN AstraZeneca PLC5 of 10−0.5%−25.7%−22.6%−11.4%−6.4%−18.0%−16.4%−1.1%−37.4%−43.5%
NVO Novo Nordisk A/S3 of 10−1.1%−21.4%−23.7%−13.8%−3.9%−20.8%−23.1%−1.7%−40.9%−51.0%
PFE Pfizer Inc.2 of 10−1.8%−24.6%−21.8%−12.3%−8.1%−18.2%−16.1%−1.8%−49.8%−46.0%
BIIB Biogen Inc.3 of 10−2.5%−22.4%−21.2%−21.7%−9.3%−24.6%−19.4%−0.6%−52.7%−59.8%
BMY Bristol-Myers Squibb Company4 of 10−2.3%−16.0%−29.4%−22.9%−4.1%−16.3%−10.5%0.0%−39.2%−69.5%
CVS CVS Health Corp.3 of 10−4.4%−19.9%−27.3%−22.1%−9.2%−16.9%−14.2%−1.1%−45.3%−62.4%
HLN Haleon plc0 of 1−2.4%—————————
SNY Sanofi3 of 9−0.5%−33.5%−25.2%−9.0%−9.8%−30.2%−20.7%−2.8%−46.6%—
BNTX BioNTech SE0 of 3−1.2%−45.7%−49.5%———————
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How closely does GSK move with the S&P 500?

Upside capture measures how much of the S&P 500's gains an investment kept in the months the market rose, and downside capture how much of its losses it took in the months the market fell. An investment that captures more of the gains than the losses has compounded ahead of the market over time. This section compares GSK with its popular alternatives on both measures, and on beta (how strongly each has moved with the market), over the past 10 years.

Monthly total returns over the past 10 years, measured against SPY. 100% capture or a beta of 1.00 means moving in line with the S&P 500. Green marks a better figure than GSK's: more upside, less downside or a higher capture ratio. Sorted by capture ratio.

InvestmentUpside captureDownside captureCapture ratioBeta
GSK This pageGSK plc51%61%0.820.52
LLY Eli Lilly and Company101%6%15.730.37
VRTX Vertex Pharmaceuticals Incorporated87%50%1.750.46
ABBV AbbVie Inc.92%57%1.620.54
AZN AstraZeneca PLC60%39%1.520.39
GILD Gilead Sciences, Inc.52%36%1.440.35
MRK Merck & Co., Inc.64%46%1.390.30
JNJ Johnson & Johnson64%53%1.200.46
AMGN Amgen Inc.74%64%1.160.54
NVS Novartis AG69%64%1.080.49
DHR Danaher Corporation84%84%1.010.75
TMO Thermo Fisher Scientific Inc.104%104%1.000.81
REGN Regeneron Pharmaceuticals, Inc.55%66%0.840.19
NVO Novo Nordisk A/S75%94%0.800.60
IQV IQVIA Holdings Inc.128%167%0.771.31
BMY Bristol-Myers Squibb Company55%75%0.730.41
SNY Sanofi53%74%0.720.46
PFE Pfizer Inc.52%81%0.650.54
CVS CVS Health Corp.59%99%0.600.70
BIIB Biogen Inc.35%91%0.380.28
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What diversifies GSK?

Correlation measures how closely two investments move together, on a scale from 1 (in lockstep) through 0 (unrelated) to -1 (in opposite directions). This section lists large ETFs and stocks whose returns have had a low correlation with GSK's. Because such investments tend not to fall at the same time, pairing GSK with them can reduce a portfolio's overall swings.

Only ETFs with at least $1.0B in assets and stocks worth at least $10B, with a correlation below 0.5 over the past 5 years and a positive return, are included, ranked by Sharpe ratio; funds that hold the same thing are shown once. The year columns are the years in which GSK lost money. The last two columns show a portfolio that is 80% GSK and 20% the other investment, rebalanced monthly.

ETFs

InvestmentCorrelation5Y returnSharpe20242022202020172015201420102008200720022001199980/20 mix volatility80/20 mix annual return
GSK GSK plc (this page)1.00+57.2%0.49−5.2%−16.8%−17.7%−3.0%−0.3%−15.7%−2.1%−22.2%−0.8%−21.6%−9.7%−17.9%23.1%+9.1%
DXJ InternationalWisdomTree Japan Hedged Equity Fund0.37+225%1.34+29.8%+6.0%+3.9%+22.8%+7.7%+8.1%−1.8%−20.8%−7.4%———19.6%+12.9%
EMLP Broad MarketFirst Trust North American Energy Infrastructure Fund0.30+101%1.04+33.4%+10.4%−13.4%+1.1%−25.3%+23.8%——————19.6%+10.8%
HDV Dividend & IncomeiShares Core High Dividend ETF0.48+83.3%1.00+14.1%+7.1%−6.5%+13.5%−0.3%+12.6%——————20.0%+10.1%
SMH TechnologyVanEck Semiconductor ETF0.10+323%0.97+39.1%−33.5%+55.5%+38.5%−0.3%+30.2%+19.0%−44.7%+6.0%−47.0%−14.6%—20.4%+15.7%
GLD CommoditiesSPDR Gold Shares0.31+126%0.96+26.7%−0.8%+24.8%+12.8%−10.7%−2.2%+29.3%+4.9%+30.4%———19.8%+11.4%
SPMO Broad MarketInvesco S&P 500 Momentum ETF0.20+136%0.93+45.8%−10.4%+28.2%+27.8%————————19.8%+12.2%
XLE EnergyState Street Energy Select Sector SPDR ETF0.21+177%0.93+5.6%+64.4%−32.7%−0.9%−21.5%−8.7%+21.9%−39.0%+36.8%−14.8%−18.2%+18.1%20.3%+12.6%
VTV Broad MarketVanguard Morningstar Value ETF0.43+76.6%0.90+16.0%−2.1%+2.3%+17.1%−1.0%+13.2%+14.5%−35.9%−0.1%———19.9%+10.2%

Stocks

InvestmentCorrelation5Y returnSharpe20242022202020172015201420102008200720022001199980/20 mix volatility80/20 mix annual return
GSK GSK plc (this page)1.00+57.2%0.49−5.2%−16.8%−17.7%−3.0%−0.3%−15.7%−2.1%−22.2%−0.8%−21.6%−9.7%−17.9%23.1%+9.1%
CAH Medical - DistributionCardinal Health, Inc.0.22+479%1.55+19.0%+54.1%+10.1%−12.7%+12.6%+23.0%+21.4%−39.6%−9.8%−8.3%−2.5%−36.8%20.3%+15.2%
CLS Hardware, Equipment & PartsCelestica Inc.0.06+3,143%1.47+215%+1.3%−2.4%−11.6%−6.0%+12.9%+2.8%−20.5%−25.7%−65.1%−25.6%+350%22.4%+28.0%
FIX Engineering & ConstructionComfort Systems USA, Inc.0.25+1,636%1.46+107%+17.0%+6.7%+32.1%+67.7%−10.4%+8.7%−15.2%+2.1%−9.4%+73.7%−58.7%22.5%+23.7%
MCK Medical - DistributionMcKesson Corporation0.25+413%1.44+23.7%+51.8%+27.1%+12.0%−4.5%+29.3%+13.8%−40.4%+29.7%−27.2%+4.9%−71.3%20.4%+14.6%
MPC Oil & Gas Refining & MarketingMarathon Petroleum Corporation0.14+690%1.41−4.0%+86.6%−27.4%+34.8%+17.4%+0.4%——————20.4%+17.3%
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Common questions

What was GSK's worst drawdown?

GSK's deepest decline since it began trading in 1986 was 55.2%, from January 1992 to August 1993. It took about three years from the low to climb back to its old high.

What were GSK's best and worst years?

Over 29 full calendar years, GSK's best year was 1997, when it returned 55.8%. Its worst was 2008, with a return of -22.2%.

Is there a better investment than GSK?

Among GSK's popular alternatives, JNJ and NVS earned more than GSK with less volatility over the past 5 years. JNJ returned 12.7% a year at 17.9% volatility, against 9.5% a year at 24.5%. Looking beyond its popular alternatives, COR (health care distribution) and TAK (pharmaceuticals) earned more than GSK with less volatility over the past 5 years. COR returned 24.2% a year at 22.8% volatility, against 9.5% a year at 24.5%.

Is GSK more volatile than the S&P 500?

Yes. GSK's volatility over the past 5 years was 24.5%, 1.4 times the S&P 500's 17.1%. Volatility measures how widely returns swing around their average: in roughly two years out of three, GSK's return lands within 24.5% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump.

What is GSK's Sharpe ratio?

GSK's Sharpe ratio over the past 5 years was 0.49, against 0.79 for the S&P 500, so GSK earned less for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings.

How correlated is GSK with the S&P 500?

Over the past 5 years, GSK's monthly returns had a correlation of 0.24 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They are only loosely linked, which makes it a real diversifier next to an index fund. In the table, the correlation column measures each option against GSK instead: the lower it is, the more that option would diversify a GSK holding.

What are the best alternatives to GSK?

Of the 21 popular alternatives we compared, eight outperformed GSK in at least 3 of 5 short-term and 2 of 3 long-term timeframes, with dividends reinvested: LLY, ABBV and AMGN.

Did GSK outperform the S&P 500?

GSK finished ahead of the S&P 500 (SPY) in ten of 29 full calendar years. In 2025, it returned +51.3%, against +17.7% for the index.

How did GSK do in stock market crashes?

GSK fell less than the S&P 500 (SPY) in seven of the ten major crashes it has traded through, and further in three. The clearest case was the 2008 financial crisis, when GSK fell 46.6% and the S&P 500 fell 55.2%.

What diversifies GSK?

These had a low correlation with GSK over the past 5 years and still earned a positive 5-year return: among large ETFs, DXJ (correlation 0.37), EMLP (correlation 0.30) and HDV (correlation 0.48); among large stocks, CAH (correlation 0.22), CLS (correlation 0.06) and FIX (correlation 0.25). A correlation near zero means the two have moved largely independently.

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