BCH vs. GS
BCH (Banco de Chile) and GS (The Goldman Sachs Group, Inc.) are both stocks. Both are in the Financial Services sector — BCH in Banks - Regional, GS in Capital Markets. Over the past 10 years, BCH returned 12.83%/yr vs 23.44%/yr for GS. At a 0.30 correlation, their price movements are largely independent.
Performance
BCH vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, BCH achieves a 2.72% return, which is significantly lower than GS's 19.58% return. Over the past 10 years, BCH has underperformed GS with an annualized return of 12.83%, while GS has yielded a comparatively higher 23.44% annualized return.
BCH
- 1D
- -2.10%
- 1M
- 1.21%
- YTD
- 2.72%
- 6M
- 2.26%
- 1Y
- 28.95%
- 3Y*
- 28.19%
- 5Y*
- 21.87%
- 10Y*
- 12.83%
GS
- 1D
- -2.21%
- 1M
- 15.76%
- YTD
- 19.58%
- 6M
- 25.65%
- 1Y
- 75.87%
- 3Y*
- 51.11%
- 5Y*
- 24.59%
- 10Y*
- 23.44%
BCH vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH Banco de Chile | 2.72% | 81.24% | 6.15% | 23.37% | 41.22% | -20.93% | 2.32% | -24.00% | -6.21% | 45.00% |
GS The Goldman Sachs Group, Inc. | 19.58% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Correlation
The correlation between BCH and GS is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2002 | 0.30 |
Fundamentals
BCH:
$18.58B
GS:
$320.63B
BCH:
$2.26K
GS:
$57.41
BCH:
0.02
GS:
18.13
BCH:
0.00
GS:
2.35
BCH:
0.01
GS:
2.96
BCH:
0.00
GS:
2.61
BCH:
$3.07T
GS:
$110.77B
BCH:
$2.62T
GS:
$61.53B
BCH:
$1.55T
GS:
$24.94B
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Return for Risk
BCH vs. GS — Risk / Return Rank
BCH
GS
BCH vs. GS - Risk-Adjusted Trends 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.
| BCH | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.45 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 3.93 | -2.47 |
| Martin ratioReturn relative to average drawdown | 3.28 | 13.17 | -9.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCH | GS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.80 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.89 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.79 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.33 | +0.15 |
Drawdowns
BCH vs. GS - Drawdown Comparison
The maximum BCH drawdown since its inception was -57.68%, 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.
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Drawdown Indicators
| BCH | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.68% | -78.84% | +21.16% |
Max Drawdown (1Y)Largest decline over 1 year | -19.99% | -19.42% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -19.99% | -30.90% | +10.91% |
Max Drawdown (5Y)Largest decline over 5 years | -26.93% | -32.84% | +5.91% |
Max Drawdown (10Y)Largest decline over 10 years | -57.68% | -48.75% | -8.93% |
Current DrawdownCurrent decline from peak | -15.80% | -2.21% | -13.59% |
Average DrawdownAverage peak-to-trough decline | -12.86% | -22.63% | +9.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.85% | 5.78% | +3.07% |
Volatility
BCH vs. GS - Volatility Comparison
Banco de Chile (BCH) has a higher volatility of 9.39% compared to The Goldman Sachs Group, Inc. (GS) at 8.10%. This indicates that BCH'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.
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Volatility by Period
| BCH | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.39% | 8.10% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 24.96% | 22.06% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.68% | 27.25% | +2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.31% | 27.86% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.13% | 29.76% | -0.63% |
Dividends
BCH vs. GS - Dividend Comparison
BCH's dividend yield for the trailing twelve months is around 5.95%, more than GS's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCH Banco de Chile | 5.95% | 5.54% | 7.46% | 9.01% | 6.39% | 3.76% | 3.95% | 5.04% | 3.55% | 2.20% | 3.32% | 4.35% |
GS The Goldman Sachs Group, Inc. | 1.63% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
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.
Total Revenue: Total amount of money received from sales and other business activities
BCH vs. GS - Profitability Comparison
BCH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Banco de Chile reported a gross profit of 661.74B and revenue of 1.05T. Therefore, the gross margin over that period was 62.8%.
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%.
BCH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Banco de Chile reported an operating income of 359.62B and revenue of 1.05T, resulting in an operating margin of 34.2%.
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%.
BCH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Banco de Chile reported a net income of 278.58B and revenue of 1.05T, resulting in a net margin of 26.5%.
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
BCH and GS have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCH has higher volatility (9.39%) compared to GS (8.10%). In terms of maximum drawdown, BCH dropped -57.68% vs GS's -78.84%.
GS currently has the higher Sharpe Ratio (2.80 vs 0.98), 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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