CCB vs. GS
CCB (Coastal Financial Corporation) and GS (The Goldman Sachs Group, Inc.) are both stocks. Both are in the Financial Services sector — CCB in Banks - Regional, GS in Capital Markets. Over the past 5 years, CCB returned 7.00%/yr vs 25.12%/yr for GS. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
CCB vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, CCB achieves a -64.23% return, which is significantly lower than GS's 16.98% return.
CCB
- 1D
- 2.71%
- 1M
- -47.68%
- 6M
- -57.20%
- YTD
- -64.23%
- 1Y
- -55.64%
- 3Y*
- -2.64%
- 5Y*
- 7.00%
- 10Y*
- —
- ALL TIME*
- 12.20%
GS
- 1D
- -0.63%
- 1M
- -0.26%
- 6M
- 9.93%
- YTD
- 16.98%
- 1Y
- 46.41%
- 3Y*
- 45.09%
- 5Y*
- 25.12%
- 10Y*
- 23.14%
- ALL TIME*
- 11.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.14M | $14.79M | $11.39M | |
| $2.08B | $2.11B | $2.25B |
CCB vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CCB Coastal Financial Corporation | -64.23% | 34.95% | 91.20% | -6.54% | -6.12% | 141.05% | 27.50% | 8.14% | -6.28% |
GS The Goldman Sachs Group, Inc. | 16.98% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -27.16% |
Correlation
The correlation between CCB and GS is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2018 | 0.42 |
Fundamentals
CCB:
$625.05M
GS:
$300.43B
CCB:
-$0.33
GS:
$67.36
CCB:
0.98
GS:
2.69
CCB:
$485.14M
GS:
$117.94B
CCB:
$241.13M
GS:
$67.57B
CCB:
$54.64M
GS:
$31.39B
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Return for Risk
CCB vs. GS — Risk / Return Rank
CCB
GS
CCB vs. GS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coastal Financial Corporation (CCB) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCB | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.16 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.25 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 2.25 | -3.12 |
| Martin ratioReturn relative to average drawdown | -2.21 | 6.94 | -9.15 |
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Drawdowns
CCB vs. GS - Drawdown Comparison
The maximum CCB drawdown since its inception was -66.45%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for CCB and GS.
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Drawdown Indicators
| CCB | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.45% | -78.84% | +12.39% |
Max Drawdown (1Y)Largest decline over 1 year | -66.45% | -19.42% | -47.03% |
Max Drawdown (3Y)Largest decline over 3 years | -66.45% | -30.90% | -35.55% |
Max Drawdown (5Y)Largest decline over 5 years | -66.45% | -32.84% | -33.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.75% | — |
Current DrawdownCurrent decline from peak | -65.55% | -11.60% | -53.95% |
Average DrawdownAverage peak-to-trough decline | -15.07% | -22.57% | +7.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.99% | 6.30% | +19.69% |
Volatility
CCB vs. GS - Volatility Comparison
Coastal Financial Corporation (CCB) has a higher volatility of 57.84% compared to The Goldman Sachs Group, Inc. (GS) at 14.38%. This indicates that CCB'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
| CCB | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 57.84% | 14.38% | +43.46% |
Volatility (6M)Calculated over the trailing 6-month period | 64.65% | 26.02% | +38.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.73% | 31.51% | +28.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.94% | 28.60% | +14.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.13% | 30.06% | +20.07% |
Dividends
CCB vs. GS - Dividend Comparison
CCB has not paid dividends to shareholders, while GS's dividend yield for the trailing twelve months is around 1.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCB Coastal Financial Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GS The Goldman Sachs Group, Inc. | 1.67% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
Financials
CCB vs. GS - Financials Comparison
This section allows you to compare key financial metrics between Coastal Financial 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
Frequently Asked Questions
CCB and GS have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCB has higher volatility (57.84%) compared to GS (14.38%). In terms of maximum drawdown, CCB dropped -66.45% vs GS's -78.84%.
GS currently has the higher Sharpe Ratio (1.39 vs -0.96), 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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