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

Correlation

The correlation between BCH and GS is 0.36, 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.


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.

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Key characteristics

Sharpe Ratio

BCH:

1.73

GS:

0.99

Sortino Ratio

BCH:

2.37

GS:

1.42

Omega Ratio

BCH:

1.29

GS:

1.20

Calmar Ratio

BCH:

2.71

GS:

0.97

Martin Ratio

BCH:

6.41

GS:

3.20

Ulcer Index

BCH:

5.76%

GS:

9.40%

Daily Std Dev

BCH:

21.93%

GS:

34.24%

Max Drawdown

BCH:

-57.66%

GS:

-78.84%

Current Drawdown

BCH:

-2.49%

GS:

-10.52%

Fundamentals

Market Cap

BCH:

$15.79B

GS:

$183.56B

EPS

BCH:

$2.71

GS:

$43.09

PE Ratio

BCH:

11.54

GS:

13.88

PEG Ratio

BCH:

5.01

GS:

6.70

PS Ratio

BCH:

0.01

GS:

3.46

PB Ratio

BCH:

2.74

GS:

1.67

Total Revenue (TTM)

BCH:

$3.40T

GS:

$51.47B

Gross Profit (TTM)

BCH:

$3.40T

GS:

$46.36B

EBITDA (TTM)

BCH:

$415.96B

GS:

$18.47B

Returns By Period

In the year-to-date period, BCH achieves a 47.38% return, which is significantly higher than GS's 5.04% return. Over the past 10 years, BCH has underperformed GS with an annualized return of 9.74%, while GS has yielded a comparatively higher 13.48% annualized return.


BCH

YTD

47.38%

1M

5.50%

6M

42.78%

1Y

37.67%

3Y*

26.18%

5Y*

21.56%

10Y*

9.74%

GS

YTD

5.04%

1M

13.08%

6M

0.28%

1Y

33.52%

3Y*

27.36%

5Y*

30.30%

10Y*

13.48%

*Annualized

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Banco de Chile

The Goldman Sachs Group, Inc.

Risk-Adjusted Performance

BCH vs. GS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCH
The Risk-Adjusted Performance Rank of BCH is 9191
Overall Rank
The Sharpe Ratio Rank of BCH is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BCH is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BCH is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BCH is 9090
Martin Ratio Rank

GS
The Risk-Adjusted Performance Rank of GS is 8080
Overall Rank
The Sharpe Ratio Rank of GS is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of GS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of GS is 7777
Omega Ratio Rank
The Calmar Ratio Rank of GS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of GS is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current BCH Sharpe Ratio is 1.73, which is higher than the GS Sharpe Ratio of 0.99. 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.


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Dividends

BCH vs. GS - Dividend Comparison

BCH's dividend yield for the trailing twelve months is around 6.81%, more than GS's 1.96% yield.


TTM20242023202220212020201920182017201620152014
BCH
Banco de Chile
6.81%7.46%9.01%6.39%3.86%4.10%5.04%3.63%2.86%4.35%5.78%5.58%
GS
The Goldman Sachs Group, Inc.
1.96%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%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.


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Volatility

BCH vs. GS - Volatility Comparison

The current volatility for Banco de Chile (BCH) is 6.43%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 6.89%. 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.


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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


0.00500.00B1.00T1.50T20212022202320242025
776.26B
12.17B
(BCH) Total Revenue
(GS) Total Revenue
Values in USD except per share items

BCH vs. GS - Profitability Comparison

The chart below illustrates the profitability comparison between Banco de Chile and The Goldman Sachs Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
58.0%
(BCH) Gross Margin
(GS) Gross Margin
BCH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Banco de Chile reported a gross profit of 776.26B and revenue of 776.26B. Therefore, the gross margin over that period was 100.0%.

GS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Goldman Sachs Group, Inc. reported a gross profit of 7.06B and revenue of 12.17B. Therefore, the gross margin over that period was 58.0%.

BCH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Banco de Chile reported an operating income of 398.25B and revenue of 776.26B, resulting in an operating margin of 51.3%.

GS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Goldman Sachs Group, Inc. reported an operating income of 3.04B and revenue of 12.17B, resulting in an operating margin of 25.0%.

BCH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Banco de Chile reported a net income of 328.94B and revenue of 776.26B, resulting in a net margin of 42.4%.

GS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Goldman Sachs Group, Inc. reported a net income of 4.74B and revenue of 12.17B, resulting in a net margin of 38.9%.