The Goldman Sachs Group, Inc. (GS) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The Goldman Sachs Group, Inc. (GS): 1Y return 51.4%, Sharpe ratio 1.56, volatility 28.2%, max drawdown -19.4%. A Stock in the Equity asset class. Compare GS with other assets and invest through your own broker with pfolio.
The Goldman Sachs Group, Inc. (GS) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
GS Performance
- MTD
- Return: 3.4%, Sharpe: 3.78, Volatility: 25.7%, Max Drawdown: -2.4%
- YTD
- Return: 20.1%, Sharpe: 1.19, Volatility: 32.5%, Max Drawdown: -19.4%
- 1Y
- Return: 51.4%, Sharpe: 1.56, Volatility: 28.2%, Max Drawdown: -19.4%
- 5Y
- Return: 214.0%, Sharpe: 0.94, Volatility: 27.5%, Max Drawdown: -32.8%
- 10Y
- Return: 713.7%, Sharpe: 0.84, Volatility: 29.2%, Max Drawdown: -48.7%
Frequently Asked Questions
- What is The Goldman Sachs Group, Inc. (GS)?
- The Goldman Sachs Group, Inc. (GS) 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 GS compare to other assets?
- You can compare GS with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GS through pfolio?
- pfolio helps you build diversified portfolios that may include GS. You invest through your own broker — pfolio provides the analytics.