GSK vs UTHR: returns, Sharpe ratio and drawdown

Over the past year, UTHR returned +23.21% against +12.22% for GSK. Over five years, UTHR averaged +22.99% a year, compared with -1.33% for GSK. UTHR had the higher Sharpe ratio over the past year (0.64 vs 0.40), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -20.87% for UTHR and -24.37% for GSK.