BAC vs. GS
Compare and contrast key facts about Bank of America Corporation (BAC) and The Goldman Sachs Group, Inc. (GS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAC or GS.
Key characteristics
| BAC | GS | |
|---|---|---|
| YTD Return | 12.31% | 12.47% |
| 1Y Return | 32.31% | 29.41% |
| 3Y Return (Ann) | -0.05% | 10.19% |
| 5Y Return (Ann) | 7.04% | 18.96% |
| 10Y Return (Ann) | 11.64% | 12.65% |
| Sharpe Ratio | 1.40 | 1.37 |
| Daily Std Dev | 24.32% | 22.04% |
| Max Drawdown | -93.45% | -78.84% |
| Current Drawdown | -19.20% | 0.00% |
Fundamentals
| BAC | GS | |
|---|---|---|
| Market Cap | $297.60B | $138.76B |
| EPS | $2.90 | $25.65 |
| PE Ratio | 13.04 | 16.67 |
| PEG Ratio | 3.69 | 3.14 |
| Revenue (TTM) | $93.36B | $46.73B |
| Gross Profit (TTM) | $92.41B | $37.53B |
Correlation
The correlation between BAC and GS is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BAC vs. GS - Performance Comparison
The year-to-date returns for both investments are quite close, with BAC having a 12.31% return and GS slightly higher at 12.47%. Over the past 10 years, BAC has underperformed GS with an annualized return of 11.64%, while GS has yielded a comparatively higher 12.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BAC vs. GS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bank of America Corporation (BAC) 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.
Dividends
BAC vs. GS - Dividend Comparison
BAC's dividend yield for the trailing twelve months is around 2.50%, which matches GS's 2.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAC Bank of America Corporation | 2.50% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
GS The Goldman Sachs Group, Inc. | 2.50% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
Drawdowns
BAC vs. GS - Drawdown Comparison
The maximum BAC drawdown since its inception was -93.45%, which is greater than GS's maximum drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for BAC and GS. For additional features, visit the drawdowns tool.
Volatility
BAC vs. GS - Volatility Comparison
Bank of America Corporation (BAC) has a higher volatility of 7.55% compared to The Goldman Sachs Group, Inc. (GS) at 7.02%. This indicates that BAC's price experiences larger fluctuations and is considered to be riskier than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BAC vs. GS - Financials Comparison
This section allows you to compare key financial metrics between Bank of America Corporation 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