Correlation
The correlation between CMWAY and GS is 0.51, 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.
CMWAY vs. GS
Compare and contrast key facts about Commonwealth Bank of Australia PK (CMWAY) and The Goldman Sachs Group, Inc. (GS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMWAY or GS.
Performance
CMWAY vs. GS - Performance Comparison
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Key characteristics
CMWAY:
1.74
GS:
1.06
CMWAY:
2.39
GS:
1.56
CMWAY:
1.32
GS:
1.22
CMWAY:
2.73
GS:
1.10
CMWAY:
8.96
GS:
3.60
CMWAY:
5.35%
GS:
9.47%
CMWAY:
28.48%
GS:
34.35%
CMWAY:
-47.69%
GS:
-78.84%
CMWAY:
-0.04%
GS:
-9.78%
Fundamentals
CMWAY:
$187.16B
GS:
$186.69B
CMWAY:
$3.76
GS:
$43.07
CMWAY:
29.77
GS:
14.04
CMWAY:
0.00
GS:
6.87
CMWAY:
7.01
GS:
3.52
CMWAY:
3.86
GS:
1.71
CMWAY:
$12.96B
GS:
$126.24B
CMWAY:
$34.00B
GS:
$53.04B
CMWAY:
$694.00M
GS:
$21.08B
Returns By Period
In the year-to-date period, CMWAY achieves a 20.95% return, which is significantly higher than GS's 5.91% return. Over the past 10 years, CMWAY has underperformed GS with an annualized return of 10.90%, while GS has yielded a comparatively higher 13.53% annualized return.
CMWAY
20.95%
7.58%
11.89%
49.21%
19.42%
26.56%
10.90%
GS
5.91%
10.21%
0.14%
36.16%
25.75%
28.07%
13.53%
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Risk-Adjusted Performance
CMWAY vs. GS — Risk-Adjusted Performance Rank
CMWAY
GS
CMWAY vs. GS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Commonwealth Bank of Australia PK (CMWAY) 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.
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Dividends
CMWAY vs. GS - Dividend Comparison
CMWAY's dividend yield for the trailing twelve months is around 2.69%, more than GS's 2.00% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMWAY Commonwealth Bank of Australia PK | 2.69% | 3.19% | 3.96% | 3.89% | 3.57% | 3.23% | 5.31% | 6.36% | 5.34% | 5.24% | 5.42% | 5.27% |
GS The Goldman Sachs Group, Inc. | 2.00% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% |
Drawdowns
CMWAY vs. GS - Drawdown Comparison
The maximum CMWAY drawdown since its inception was -47.69%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for CMWAY and GS.
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Volatility
CMWAY vs. GS - Volatility Comparison
The current volatility for Commonwealth Bank of Australia PK (CMWAY) is 6.40%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 7.55%. This indicates that CMWAY 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
CMWAY vs. GS - Financials Comparison
This section allows you to compare key financial metrics between Commonwealth Bank of Australia PK 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