GSK plc

10-Year Study

GSK.LSE · Healthcare · GB · Common Stock

Executive Summary: GSK plc has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 28.6% and an annualized volatility of 38.4%.

1Y CAGR
+49.8%
3Y CAGR
+21.4%
5Y CAGR
+14.0%
10Y CAGR
+8.8%

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 →
28.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +41.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -20.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.918.2-6.22.9————————17.3%
20254.35.6-0.31.52.8-7.82.03.68.413.11.51.941.5%
20248.17.22.6-2.16.5-13.4-1.110.6-8.5-8.2-3.10.9-3.5%
2023-1.01.10.30.8-5.63.1-0.31.37.4-2.3-1.62.24.9%
20222.3-4.56.69.1-2.81.9-3.1-19.2-5.39.4-0.52.2-7.4%
20211.1-10.68.24.01.85.6-0.14.4-4.07.52.35.426.7%
20200.3-11.2-3.09.71.8-2.1-6.5-2.6-1.4-11.07.4-2.0-20.7%
2019-0.92.96.6-1.5-1.73.28.01.71.91.40.31.425.4%
2018-0.20.76.64.85.60.43.4-0.2-1.5-1.78.6-8.019.1%
2017-2.29.40.7-6.611.2-4.0-7.42.5-2.9-8.8-4.43.4-10.8%
2016———3.30.311.05.2-1.80.2-1.5-6.54.414.7%

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 38.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.9% of variance. Idiosyncratic stock-specific factors contribute 14.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110332.861366675343
2016-05-0110367.254258780975
2016-06-0111511.598657493729
2016-07-0112110.67531881374
2016-08-0111892.228929853665
2016-09-0111921.251166885628
2016-10-0111743.485183899376
2016-11-0110980.892662722186
2016-12-0111469.176782300374
2017-01-0111219.527944843574
2017-02-0112271.332604196221
2017-03-0112356.963840664115
2017-04-0111541.60525212717
2017-05-0112834.661897350963
2017-06-0112322.330202813668
2017-07-0111410.681191209946
2017-08-0111701.210681101213
2017-09-0111357.843125122765
2017-10-0110358.26116773386
2017-11-019901.160371990425
2017-12-0110233.908115674058
2018-01-0110217.65665291866
2018-02-0110294.254299055265
2018-03-0110977.80796724418
2018-04-0111508.585960743145
2018-05-0112157.789486070833
2018-06-0112204.059918240946
2018-07-0112617.296614282342
2018-08-0112596.568855645475
2018-09-0112406.053473004866
2018-10-0112199.393500719874
2018-11-0113252.900254987993
2018-12-0112187.17621666037
2019-01-0112072.757864004756
2019-02-0112419.320363512576
2019-03-0113243.73616696325
2019-04-0113049.659097275457
2019-05-0112823.651716955905
2019-06-0113240.189104657577
2019-07-0114298.329652023403
2019-08-0114540.53787099313
2019-09-0114820.882915894463
2019-10-0115024.76981219357
2019-11-0115065.299470831853
2019-12-0115280.02780050863
2020-01-0115322.972791455912
2020-02-0113604.3766676424
2020-03-0113189.854119328442
2020-04-0114464.773835122467
2020-05-0114719.35008548724
2020-06-0114409.431563297121
2020-07-0113469.111308457625
2020-08-0113114.828070413858
2020-09-0112936.637969923882
2020-10-0111509.33069757992
2020-11-0112366.150428291181
2020-12-0112113.411270455794
2021-01-0112248.807127334027
2021-02-0110945.856281990216
2021-03-0111839.319990019174
2021-04-0112313.628481616588
2021-05-0112530.091530632195
2021-06-0113231.076765718168
2021-07-0113216.161779340551
2021-08-0113800.018584671516
2021-09-0113248.77382792259
2021-10-0114239.882435077961
2021-11-0114572.279184965406
2021-12-0115352.016403110076
2022-01-0115699.840005327907
2022-02-0114986.33599151135
2022-03-0115973.52966786312
2022-04-0117426.19736696154
2022-05-0116935.626162807574
2022-06-0117258.190586481385
2022-07-0116718.517375205396
2022-08-0113503.91481830559
2022-09-0112783.39317852557
2022-10-0113987.526895462124
2022-11-0113911.327492286573
2022-12-0114215.896734025226
2023-01-0114075.477840929163
2023-02-0114227.273657938096
2023-03-0114263.206647822502
2023-04-0114382.981030810282
2023-05-0113570.470891926985
2023-06-0113997.823838463655
2023-07-0113955.491961679578
2023-08-0114142.28028519596
2023-09-0115193.17483563478
2023-10-0114840.840063151885
2023-11-0114600.644433609636
2023-12-0114917.46808375162
2024-01-0116129.216791093218
2024-02-0117289.435784222514
2024-03-0117746.44433159644
2024-04-0117376.68361711707
2024-05-0118500.935870958485
2024-06-0116018.784242988504
2024-07-0115835.502482493623
2024-08-0117518.613358508886
2024-09-0116033.178363572424
2024-10-0114722.189535299964
2024-11-0114271.446002191911
2024-12-0114394.383829265818
2025-01-0115019.761400717241
2025-02-0115853.668661406411
2025-03-0115805.021146251242
2025-04-0116037.447663112556
2025-05-0116485.441744817163
2025-06-0115205.550741890638
2025-07-0115511.849078067546
2025-08-0116068.412740804808
2025-09-0117418.04913598152
2025-10-0119696.942731537223
2025-11-0119988.48582851298
2025-12-0120362.36284523671
2026-01-0120942.70971260583
2026-02-0124760.81235264167
2026-03-0123219.58959375393
2026-04-0123883.32786218004
Annual Return Matrix
YearAnnual Return
2017-0.10770334175445151
20180.19086238403828593
20190.2537791797594755
2020-0.2072389246534896
20210.26735698642983663
2022-0.0740045893160125
20230.049351185004545606
2024-0.035065216935543875
20250.4146046879642842
20260.1729153460089221
Total Factor Risk
0.38352719612832
VTI.US Exposure
0.07910642735794066
VEA.US Exposure
0.06268985193108068
VWO.US Exposure
-0.0001246046020440115
QQQ.US Exposure
0.0390106550664987
VTV.US Exposure
0.12960060083454875
IJR.US Exposure
-0.005697204465625539
QUAL.US Exposure
0.09399475741058691
SHV.US Exposure
0.3494238891121337
TLT.US Exposure
0.020921719401974865
LQD.US Exposure
0.0329280998475755
HYG.US Exposure
0.04166880883873956
GLD.US Exposure
0.008144619130282296
USO.US Exposure
0.0004222194416564263
VNQ.US Exposure
-0.00462356751724866
BTC-USD.CC Exposure
0.004688147187353471
CPER.US Exposure
-0.005500950192372366
VIX.INDX Exposure
0.004482661396374114
UUP.US Exposure
-0.00006316334481783109
TIP.US Exposure
-0.00019770550967904865
Idiosyncratic Exposure
0.1491247386750418
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.4%

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 →3.13%
Market Cap$85.7B
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.020.02%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 →
+0.6%
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 →
+22.3%
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 →
5.6% 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 (GSK.LSE) has an annualized volatility of 38.4% and experienced a maximum drawdown of 28.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of GSK.LSE?

Over the past 10 years, GSK.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.8%. It has had a positive return in 60% 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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