GSK plc (GSK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GSK plc (GSK): 1Y return 11.6%, Sharpe ratio 0.54, volatility 25.5%, max drawdown -22.0%. A Stock in the Equity asset class. Compare GSK with other assets and invest through your own broker with pfolio.
GSK plc (GSK) Overview
- Type: Stock
- Asset Class: Equity
- Region: Europe
- Country: GB (Developed)
- Currency: USD
GSK Performance
- MTD
- Return: -2.6%, Sharpe: -5.06, Volatility: 16.1%, Max Drawdown: -3.5%
- YTD
- Return: -1.8%, Sharpe: 0.04, Volatility: 26.1%, Max Drawdown: -22.0%
- 1Y
- Return: 11.6%, Sharpe: 0.54, Volatility: 25.5%, Max Drawdown: -22.0%
- 5Y
- Return: 48.7%, Sharpe: 0.44, Volatility: 23.9%, Max Drawdown: -37.6%
- 10Y
- Return: 77.3%, Sharpe: 0.36, Volatility: 22.0%, Max Drawdown: -37.6%
Frequently Asked Questions
- What is GSK plc (GSK)?
- GSK plc (GSK) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does GSK compare to other assets?
- You can compare GSK with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GSK through pfolio?
- pfolio helps you build diversified portfolios that may include GSK. You invest through your own broker — pfolio provides the analytics.