GSK plc (GSK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GSK plc (GSK): 1Y return 41.7%, Sharpe ratio 1.40, volatility 26.6%, max drawdown -18.5%. 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: -0.2%, Sharpe: -0.09, Volatility: 31.0%, Max Drawdown: -2.6%
- YTD
- Return: 8.5%, Sharpe: 0.68, Volatility: 26.9%, Max Drawdown: -18.5%
- 1Y
- Return: 41.7%, Sharpe: 1.40, Volatility: 26.6%, Max Drawdown: -18.5%
- 5Y
- Return: 58.5%, Sharpe: 0.50, Volatility: 23.5%, Max Drawdown: -37.6%
- 10Y
- Return: 90.5%, Sharpe: 0.40, Volatility: 21.8%, 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.