GSK plc

10-Year Study

GS71.XETRA · Healthcare · DE · Common Stock

Executive Summary: GSK plc has compounded at 8.1% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 449.2%.

1Y CAGR
+198554.3%
3Y CAGR
+722.4%
5Y CAGR
+13.0%
10Y CAGR
+8.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
41172275348.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
18126358516978.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34035.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +115900.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -96.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026102036.716.7-5.42.9————————115900.0%
2025-31.037.9-17.578.8-61.0-8.70.023.8-11.5-26.15.916.7-50.0%
202412.9-2.9-29.437.5-18.2-18.5-27.3150.032.5-5.7-14.0-2.335.5%
2023-70.6-9.3-22.0-28.1-54.8-7.712.51.9-20.0-2.30.0-27.9-96.0%
20227.9-22.2-40.00.0-50.00.01.90.00.0-45.8641.4-82.1-81.5%
202150.023.3-34.4-2.9-59.5154.6-5.95.6-29.0-37.5-66.6-16.8-85.1%
2020-38.00.0-19.40.020.04.0172.4-81.657.7-71.5-36.3-37.2-94.4%
20192.06.23.836485.6-36.918.8-25.044.4-23.8-24.2-26.7-69.74185.7%
20181.60.57.52.96.9-0.72.00.00.91.74.9-10.018.6%
2017-1.89.71.0-4.96.9-4.6-8.1-1.21.7-7.8-5.32.1-13.2%
2016———5.81.82.34.1-1.6-1.6-5.3-0.02.88.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 449.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 31.2% of variance. Idiosyncratic stock-specific factors contribute 31.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110578.122318210426
2016-05-0110768.732002212178
2016-06-0111019.318420199477
2016-07-0111466.331025802392
2016-08-0111280.679672750159
2016-09-0111095.886492362264
2016-10-0110509.945267654519
2016-11-0110509.754562617998
2016-12-0110802.772851231002
2017-01-0110612.353872265767
2017-02-0111645.021645021647
2017-03-0111761.256364780595
2017-04-0111186.280679672751
2017-05-0111955.10803440319
2017-06-0111408.452047218567
2017-07-0110481.148807139998
2017-08-0110351.660087342907
2017-09-0110526.53660583176
2017-10-019701.069855254878
2017-11-019190.075709899498
2017-12-019380.590041382993
2018-01-019534.202948299866
2018-02-019583.40484772203
2018-03-0110303.125655548563
2018-04-0110605.679195987568
2018-05-0111338.272593779204
2018-06-0111255.315902892997
2018-07-0111477.105860365773
2018-08-0111478.345443103153
2018-09-0111586.284493773483
2018-10-0111783.759559089956
2018-11-0112359.87947441692
2018-12-0111124.587600358527
2019-01-0111342.468104582644
2019-02-0112047.313919560616
2019-03-0112510.15504319469
2019-04-014576920.876480348
2019-05-012889181.30327822
2019-06-013432690.657360261
2019-07-012574517.993020196
2019-08-013718748.212140283
2019-09-012831969.7923222156
2019-10-012145431.660850163
2019-11-011573316.5512901198
2019-12-01476762.5913000363
2020-01-01295592.80660602247
2020-02-01295592.80660602247
2020-03-01238381.29565001815
2020-04-01238381.29565001815
2020-05-01286057.5547800218
2020-06-01297499.8569712226
2020-07-01810496.4052100617
2020-08-01148749.9284856113
2020-09-01234567.19491961785
2020-10-0166746.76278200508
2020-11-0142527.22168899927
2020-12-0126698.705112802032
2021-01-0140048.057669203044
2021-02-0149392.60373120177
2021-03-0132419.856208402463
2021-04-0131466.331025802396
2021-05-0112735.854453916128
2021-06-0132419.856208402463
2021-07-0130512.80584320232
2021-08-0132229.15044440047
2021-09-0122884.60438240174
2021-10-0114302.877739001087
2021-11-014777.161383070958
2021-12-013976.2000841905005
2022-01-014290.863321700327
2022-02-013337.338139100254
2022-03-012002.4027925249047
2022-04-012002.4027925249047
2022-05-011001.2013962624524
2022-06-011001.2013962624524
2022-07-011020.2719953964638
2022-08-011020.2719953964638
2022-09-011020.2719953964638
2022-10-01553.0445899943737
2022-11-014100.158467050807
2022-12-01734.2143724150063
2023-01-01215.49668751653743
2023-02-01195.47266072797896
2023-03-01152.56402580593982
2023-04-01109.65539798821689
2023-05-0149.583310518225304
2023-06-0145.76920916264519
2023-07-0151.49036119601537
2023-08-0152.44388475883134
2023-09-0141.955107807065076
2023-10-0141.001584244249095
2023-11-0141.001584244249095
2023-12-0129.559280177508747
2024-01-0133.37338153308887
2024-02-0132.419857970272886
2024-03-0122.884604581322595
2024-04-0131.466330855298803
2024-05-0125.745180598007686
2024-06-0120.977553903532538
2024-07-0115.256403646241417
2024-08-0138.141006451484955
2024-09-0150.536834081041285
2024-10-0147.67625984043525
2024-11-0141.001584244249095
2024-12-0140.04805712927501
2025-01-0127.65222949971869
2025-02-0138.141006451484955
2025-03-0131.466330855298803
2025-04-0156.25798611441146
2025-05-0121.93107924242757
2025-06-0120.024028564637504
2025-07-0120.024028564637504
2025-08-0124.791655259112652
2025-09-0121.93107924242757
2025-10-0116.209928985136443
2025-11-0117.163452547952417
2025-12-0120.024028564637504
2026-01-0120451.875584034176
2026-02-0123876.270572305817
2026-03-0122579.476323969717
2026-04-0123227.873448137765
Annual Return Matrix
YearAnnual Return
2017-0.1316497930145729
20180.1859155502246439
201941.85665306682209
2020-0.944
2021-0.8510714258466447
2022-0.8153477297749009
2023-0.9597402594009686
20240.3548387135538922
2025-0.5
20261159.0000156391236
Total Factor Risk
4.491589817471684
VTI.US Exposure
0.3124376550569088
VEA.US Exposure
0.026247531068023886
VWO.US Exposure
0.0197378577980643
QQQ.US Exposure
0.025580732059274136
VTV.US Exposure
0.06710783228741952
IJR.US Exposure
0.019090944580668814
QUAL.US Exposure
0.017553171266217343
SHV.US Exposure
0.05938110017944258
TLT.US Exposure
-0.0028256086689306377
LQD.US Exposure
0.0412121141540747
HYG.US Exposure
0.00019737137382686977
GLD.US Exposure
0.002405375192421308
USO.US Exposure
0.0003622460013194752
VNQ.US Exposure
0.018327449301820883
BTC-USD.CC Exposure
0.0023263251162509466
CPER.US Exposure
-0.0015780923552320776
VIX.INDX Exposure
0.004231747975465687
UUP.US Exposure
0.03673018128536098
TIP.US Exposure
0.03752945202888672
Idiosyncratic Exposure
0.3139446142987158
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
449.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →15.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.73%
Market Cap$98.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$196
Avg Yield on Cost
1.96%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$195.581.96%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+145.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is GSK plc a high-risk investment?

GSK plc (GS71.XETRA) has an annualized volatility of 449.2% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of GS71.XETRA?

Over the past 10 years, GS71.XETRA has generated a Compound Annual Growth Rate (CAGR) of 8.1%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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