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The Goldman Sachs Group, Inc. (GS) Sharpe Ratio: 2.69

Equity · Currency in USD · Last updated Jun 19, 2026

The Goldman Sachs Group, Inc. is a multinational investment bank and financial services company headquartered in New York City. It is one of the world's oldest and most influential financial institutions, known for its expertise in investment banking, securities trading, and asset management. The firm has a strong global presence and serves various clients, including governments, corporations, and individuals.

GS's Sharpe Ratio of 2.69 indicates that for each unit of volatility, it generates 2.69 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 19, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

GS Sharpe Ratio Rank

GS Sharpe Ratio Rank: 94.094
Exceptional

GS ranks above 94.0% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

GS Sharpe Ratio Market Positioning

The chart shows GS's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.39 or lower
  • Yellow zone (middle 50%): -0.39 to 1.11
  • Green zone (top 25%): 1.11 or higher
  • Top 1%: 5.58+
  • Median: 0.21 — half of all investments score higher

How it compares to other similar stocks

The table compares The Goldman Sachs Group, Inc.'s Sharpe Ratio with other stocks in the Capital Markets industry across multiple time periods, showing how GS's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 19, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
KEELKeel Infrastructure Corporation6.34
HUTHut 8 Corp. Common Stock6.20
IRENIREN Limited5.02
SNEXStoneX Group Inc.3.37
BSTZBlackRock Science and Technology Trust II3.15
MSMorgan Stanley2.82
BCATBlackRock Capital Allocation Term Trust2.81
GSThe Goldman Sachs Group, Inc.2.69
IBKRInteractive Brokers Group, Inc.2.23
OPYOppenheimer Holdings Inc.2.10

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows GS's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does GS fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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