AUPH vs. GS
AUPH (Aurinia Pharmaceuticals Inc.) and GS (The Goldman Sachs Group, Inc.) are both stocks. AUPH operates in Biotechnology (Healthcare), while GS operates in Capital Markets (Financial Services). Over the past 10 years, AUPH returned 18.49%/yr vs 24.48%/yr for GS. At a 0.19 correlation, their price movements are largely independent.
Performance
AUPH vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, AUPH achieves a -0.82% return, which is significantly lower than GS's 22.08% return. Over the past 10 years, AUPH has underperformed GS with an annualized return of 18.49%, while GS has yielded a comparatively higher 24.48% annualized return.
AUPH
- 1D
- -0.19%
- 1M
- -1.31%
- YTD
- -0.82%
- 6M
- -0.19%
- 1Y
- 92.22%
- 3Y*
- 16.72%
- 5Y*
- 4.23%
- 10Y*
- 18.49%
GS
- 1D
- 2.62%
- 1M
- 11.72%
- YTD
- 22.08%
- 6M
- 20.84%
- 1Y
- 73.43%
- 3Y*
- 49.31%
- 5Y*
- 25.98%
- 10Y*
- 24.48%
AUPH vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUPH Aurinia Pharmaceuticals Inc. | -0.82% | 77.62% | -0.11% | 108.10% | -81.11% | 65.37% | -31.74% | 197.07% | 50.55% | 115.71% |
GS The Goldman Sachs Group, Inc. | 22.08% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Correlation
The correlation between AUPH and GS is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2014 | 0.19 |
Fundamentals
AUPH:
$2.18B
GS:
$327.33B
AUPH:
$2.15
GS:
$57.41
AUPH:
7.37
GS:
18.51
AUPH:
0.00
GS:
2.40
AUPH:
7.37
GS:
3.02
AUPH:
3.84
GS:
2.66
AUPH:
$298.30M
GS:
$110.77B
AUPH:
$267.70M
GS:
$61.53B
AUPH:
$153.45M
GS:
$24.94B
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Return for Risk
AUPH vs. GS — Risk / Return Rank
AUPH
GS
AUPH vs. GS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aurinia Pharmaceuticals Inc. (AUPH) and The Goldman Sachs Group, Inc. (GS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AUPH | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.83 | 3.80 | +2.03 |
| Martin ratioReturn relative to average drawdown | 12.68 | 12.61 | +0.07 |
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Drawdowns
AUPH vs. GS - Drawdown Comparison
The maximum AUPH drawdown since its inception was -87.58%, which is greater than GS's maximum drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for AUPH and GS.
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Drawdown Indicators
| AUPH | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.58% | -78.84% | -8.74% |
Max Drawdown (1Y)Largest decline over 1 year | -15.91% | -19.42% | +3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -60.80% | -30.90% | -29.90% |
Max Drawdown (5Y)Largest decline over 5 years | -87.58% | -32.84% | -54.74% |
Max Drawdown (10Y)Largest decline over 10 years | -87.58% | -48.75% | -38.83% |
Current DrawdownCurrent decline from peak | -52.18% | -2.73% | -49.45% |
Average DrawdownAverage peak-to-trough decline | -49.21% | -22.65% | -26.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.30% | 5.84% | +1.46% |
Volatility
AUPH vs. GS - Volatility Comparison
The current volatility for Aurinia Pharmaceuticals Inc. (AUPH) is 9.07%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 11.84%. This indicates that AUPH experiences smaller price fluctuations and is considered to be less risky than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUPH | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 11.84% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 23.92% | 23.47% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.50% | 28.55% | +16.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.46% | 28.10% | +39.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.95% | 29.87% | +44.08% |
Dividends
AUPH vs. GS - Dividend Comparison
AUPH has not paid dividends to shareholders, while GS's dividend yield for the trailing twelve months is around 1.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUPH Aurinia Pharmaceuticals Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GS The Goldman Sachs Group, Inc. | 1.60% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
Financials
AUPH vs. GS - Financials Comparison
This section allows you to compare key financial metrics between Aurinia Pharmaceuticals Inc. and The Goldman Sachs Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
AUPH vs. GS - Profitability Comparison
AUPH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Aurinia Pharmaceuticals Inc. reported a gross profit of 71.20M and revenue of 77.71M. Therefore, the gross margin over that period was 91.6%.
GS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported a gross profit of 16.91B and revenue of 17.23B. Therefore, the gross margin over that period was 98.2%.
AUPH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Aurinia Pharmaceuticals Inc. reported an operating income of 41.42M and revenue of 77.71M, resulting in an operating margin of 53.3%.
GS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported an operating income of 6.49B and revenue of 17.23B, resulting in an operating margin of 37.7%.
AUPH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Aurinia Pharmaceuticals Inc. reported a net income of 34.36M and revenue of 77.71M, resulting in a net margin of 44.2%.
GS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported a net income of 5.63B and revenue of 17.23B, resulting in a net margin of 32.7%.
Frequently Asked Questions
AUPH and GS have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (11.84%) compared to AUPH (9.07%). In terms of maximum drawdown, AUPH dropped -87.58% vs GS's -78.84%.
GS currently has the higher Sharpe Ratio (2.59 vs 2.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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