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

Correlation

The correlation between BCH and GS is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

BCH vs. GS - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,429.72%
769.59%
BCH
GS

Key characteristics

Sharpe Ratio

BCH:

0.37

GS:

2.08

Sortino Ratio

BCH:

0.66

GS:

3.03

Omega Ratio

BCH:

1.08

GS:

1.40

Calmar Ratio

BCH:

0.55

GS:

5.44

Martin Ratio

BCH:

1.40

GS:

18.95

Ulcer Index

BCH:

5.46%

GS:

2.82%

Daily Std Dev

BCH:

20.41%

GS:

25.75%

Max Drawdown

BCH:

-57.66%

GS:

-78.84%

Current Drawdown

BCH:

-11.27%

GS:

-4.85%

Fundamentals

Market Cap

BCH:

$11.53B

GS:

$180.87B

EPS

BCH:

$2.85

GS:

$34.12

PE Ratio

BCH:

7.98

GS:

16.89

PEG Ratio

BCH:

1.86

GS:

3.88

Total Revenue (TTM)

BCH:

$4.17T

GS:

$50.96B

Gross Profit (TTM)

BCH:

$4.45T

GS:

$33.41B

EBITDA (TTM)

BCH:

$1.26T

GS:

$18.07B

Returns By Period

In the year-to-date period, BCH achieves a 6.47% return, which is significantly lower than GS's 52.98% return. Over the past 10 years, BCH has underperformed GS with an annualized return of 6.38%, while GS has yielded a comparatively higher 13.65% annualized return.


BCH

YTD

6.47%

1M

-0.44%

6M

0.53%

1Y

6.52%

5Y*

8.39%

10Y*

6.38%

GS

YTD

52.98%

1M

-4.36%

6M

28.77%

1Y

52.72%

5Y*

23.11%

10Y*

13.65%

*Annualized

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Risk-Adjusted Performance

BCH vs. GS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco de Chile (BCH) 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 BCH, currently valued at 0.37, compared to the broader market-4.00-2.000.002.000.372.08
The chart of Sortino ratio for BCH, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.663.03
The chart of Omega ratio for BCH, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.40
The chart of Calmar ratio for BCH, currently valued at 0.55, compared to the broader market0.002.004.006.000.555.44
The chart of Martin ratio for BCH, currently valued at 1.40, compared to the broader market0.005.0010.0015.0020.0025.001.4018.95
BCH
GS

The current BCH Sharpe Ratio is 0.37, which is lower than the GS Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of BCH 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.37
2.08
BCH
GS

Dividends

BCH vs. GS - Dividend Comparison

BCH's dividend yield for the trailing twelve months is around 7.44%, more than GS's 2.00% yield.


TTM20232022202120202019201820172016201520142013
BCH
Banco de Chile
7.44%9.01%6.39%3.86%4.10%5.04%3.63%2.86%4.35%5.78%5.58%5.51%
GS
The Goldman Sachs Group, Inc.
2.00%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%

Drawdowns

BCH vs. GS - Drawdown Comparison

The maximum BCH drawdown since its inception was -57.66%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for BCH and GS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.27%
-4.85%
BCH
GS

Volatility

BCH vs. GS - Volatility Comparison

The current volatility for Banco de Chile (BCH) is 4.67%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 6.50%. This indicates that BCH 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
4.67%
6.50%
BCH
GS

Financials

BCH vs. GS - Financials Comparison

This section allows you to compare key financial metrics between Banco de Chile 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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