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BAC vs. GS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BAC and GS is 0.66, 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.


-0.50.00.51.00.7

Performance

BAC vs. GS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of America Corporation (BAC) and The Goldman Sachs Group, Inc. (GS). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
144.54%
1,039.27%
BAC
GS

Key characteristics

Sharpe Ratio

BAC:

1.64

GS:

2.09

Sortino Ratio

BAC:

2.50

GS:

3.04

Omega Ratio

BAC:

1.30

GS:

1.40

Calmar Ratio

BAC:

1.16

GS:

5.45

Martin Ratio

BAC:

6.69

GS:

19.41

Ulcer Index

BAC:

5.58%

GS:

2.76%

Daily Std Dev

BAC:

22.71%

GS:

25.66%

Max Drawdown

BAC:

-93.45%

GS:

-78.84%

Current Drawdown

BAC:

-7.02%

GS:

-6.52%

Fundamentals

Market Cap

BAC:

$345.66B

GS:

$180.40B

EPS

BAC:

$2.76

GS:

$34.12

PE Ratio

BAC:

16.32

GS:

16.84

PEG Ratio

BAC:

2.00

GS:

3.95

Total Revenue (TTM)

BAC:

$97.40B

GS:

$50.96B

Gross Profit (TTM)

BAC:

$58.68B

GS:

$33.41B

EBITDA (TTM)

BAC:

$42.54B

GS:

$18.07B

Returns By Period

In the year-to-date period, BAC achieves a 34.52% return, which is significantly lower than GS's 50.30% return. Over the past 10 years, BAC has underperformed GS with an annualized return of 11.77%, while GS has yielded a comparatively higher 13.47% annualized return.


BAC

YTD

34.52%

1M

-3.57%

6M

13.21%

1Y

36.43%

5Y*

7.44%

10Y*

11.77%

GS

YTD

50.30%

1M

-2.24%

6M

27.12%

1Y

52.35%

5Y*

22.86%

10Y*

13.47%

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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.


Sharpe ratio
The chart of Sharpe ratio for BAC, currently valued at 1.64, compared to the broader market-4.00-2.000.002.001.642.09
The chart of Sortino ratio for BAC, currently valued at 2.50, compared to the broader market-4.00-2.000.002.004.002.503.04
The chart of Omega ratio for BAC, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.40
The chart of Calmar ratio for BAC, currently valued at 1.16, compared to the broader market0.002.004.006.001.165.45
The chart of Martin ratio for BAC, currently valued at 6.69, compared to the broader market-5.000.005.0010.0015.0020.0025.006.6919.41
BAC
GS

The current BAC Sharpe Ratio is 1.64, which is comparable to the GS Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of BAC and GS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.64
2.09
BAC
GS

Dividends

BAC vs. GS - Dividend Comparison

BAC's dividend yield for the trailing twelve months is around 2.26%, more than GS's 2.03% yield.


TTM20232022202120202019201820172016201520142013
BAC
Bank of America Corporation
2.26%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.
2.03%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.02%
-6.52%
BAC
GS

Volatility

BAC vs. GS - Volatility Comparison

The current volatility for Bank of America Corporation (BAC) is 5.47%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 6.67%. This indicates that BAC 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.47%
6.67%
BAC
GS

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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