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The Goldman Sachs Group, Inc.

GS
Equity · Currency in USD
Sector
Financial Services
Industry
Capital Markets
ISIN
US38141G1040
CUSIP
38141G104

GSPrice Chart


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S&P 500

GSPerformance

The chart shows the growth of $10,000 invested in The Goldman Sachs Group, Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $27,939 for a total return of roughly 179.39%. All prices are adjusted for splits and dividends.


GS (The Goldman Sachs Group, Inc.)
Benchmark (S&P 500)

GSReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.59%
6M20.93%
YTD55.86%
1Y95.65%
5Y21.02%
10Y17.27%

GSMonthly Returns Heatmap


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GSSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current The Goldman Sachs Group, Inc. Sharpe ratio is 3.66. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


GS (The Goldman Sachs Group, Inc.)
Benchmark (S&P 500)

GSDividends

The Goldman Sachs Group, Inc. granted a 1.42% dividend yield in the last twelve months, as of Oct 16, 2021. The annual payout for that period amounted to $5.75 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$5.75$5.00$4.15$3.15$2.90$2.60$2.55$2.25$2.05$1.77$1.40$1.40

Dividend yield

1.42%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%1.39%1.55%0.83%

GSDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


GS (The Goldman Sachs Group, Inc.)
Benchmark (S&P 500)

GSWorst Drawdowns

The table below shows the maximum drawdowns of the The Goldman Sachs Group, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the The Goldman Sachs Group, Inc. is 51.76%, recorded on Nov 23, 2011. It took 522 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.76%Apr 15, 2010409Nov 23, 2011522Dec 23, 2013931
-48.75%Mar 13, 2018511Mar 23, 2020194Dec 28, 2020705
-35.14%Jun 24, 2015161Feb 11, 2016203Nov 30, 2016364
-16.29%Jan 8, 201015Jan 29, 201033Mar 18, 201048
-16.18%Mar 6, 201761May 31, 2017130Dec 4, 2017191
-14.57%Jan 7, 201467Apr 11, 201495Aug 27, 2014162
-12.43%Dec 10, 201435Jan 30, 201550Apr 14, 201585
-11.92%Jan 15, 202110Jan 29, 202111Feb 16, 202121
-10.89%Jun 7, 202110Jun 18, 202134Aug 6, 202144
-10.42%Aug 30, 202125Oct 4, 2021

GSVolatility Chart

Current The Goldman Sachs Group, Inc. volatility is 26.60%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


GS (The Goldman Sachs Group, Inc.)
Benchmark (S&P 500)

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