CMWAY vs. GS
Compare and contrast key facts about Commonwealth Bank of Australia PK (CMWAY) and The Goldman Sachs Group, Inc. (GS).
Performance
CMWAY vs. GS - Performance Comparison
Loading graphics...
CMWAY vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMWAY Commonwealth Bank of Australia PK | 12.25% | 14.67% | 30.16% | 14.01% | -1.83% | 21.14% | 17.04% | 17.00% | -13.84% | 13.44% |
GS The Goldman Sachs Group, Inc. | -3.25% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Fundamentals
CMWAY:
$197.68B
GS:
$268.69B
CMWAY:
$11.73
GS:
$54.19
CMWAY:
10.06
GS:
15.61
CMWAY:
1.97
GS:
2.02
CMWAY:
1.69
GS:
2.14
CMWAY:
2.56
GS:
2.15
CMWAY:
$116.83B
GS:
$125.10B
CMWAY:
$77.16B
GS:
$57.17B
CMWAY:
$15.17B
GS:
$21.81B
Returns By Period
In the year-to-date period, CMWAY achieves a 12.25% return, which is significantly higher than GS's -3.25% return. Over the past 10 years, CMWAY has underperformed GS with an annualized return of 13.12%, while GS has yielded a comparatively higher 20.59% annualized return.
CMWAY
- 1D
- 1.72%
- 1M
- -5.06%
- YTD
- 12.25%
- 6M
- 8.69%
- 1Y
- 28.11%
- 3Y*
- 25.71%
- 5Y*
- 16.50%
- 10Y*
- 13.12%
GS
- 1D
- 4.75%
- 1M
- -1.06%
- YTD
- -3.25%
- 6M
- 7.32%
- 1Y
- 58.07%
- 3Y*
- 40.67%
- 5Y*
- 23.83%
- 10Y*
- 20.59%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CMWAY vs. GS — Risk / Return Rank
CMWAY
GS
CMWAY vs. GS - Risk-Adjusted Trends 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.
| CMWAY | GS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.82 | -0.89 |
Sortino ratioReturn per unit of downside risk | 1.48 | 2.35 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.33 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 3.04 | -1.66 |
Martin ratioReturn relative to average drawdown | 2.91 | 9.70 | -6.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CMWAY | GS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.82 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.87 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.70 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.31 | +0.12 |
Correlation
The correlation between CMWAY and GS is 0.39, 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.
Dividends
CMWAY vs. GS - Dividend Comparison
CMWAY's dividend yield for the trailing twelve months is around 2.85%, more than GS's 1.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMWAY Commonwealth Bank of Australia PK | 2.85% | 2.92% | 3.19% | 3.96% | 3.89% | 3.52% | 3.20% | 5.24% | 6.36% | 7.63% | 10.91% | 5.13% |
GS The Goldman Sachs Group, Inc. | 1.83% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
Drawdowns
CMWAY vs. GS - Drawdown Comparison
The maximum CMWAY drawdown since its inception was -47.71%, 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.
Loading graphics...
Drawdown Indicators
| CMWAY | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.71% | -78.84% | +31.13% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -19.42% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -32.84% | +6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -47.71% | -48.75% | +1.04% |
Current DrawdownCurrent decline from peak | -7.70% | -12.85% | +5.15% |
Average DrawdownAverage peak-to-trough decline | -9.65% | -22.75% | +13.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.28% | 6.08% | +4.20% |
Volatility
CMWAY vs. GS - Volatility Comparison
Commonwealth Bank of Australia PK (CMWAY) has a higher volatility of 9.99% compared to The Goldman Sachs Group, Inc. (GS) at 9.44%. This indicates that CMWAY'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.
Loading graphics...
Volatility by Period
| CMWAY | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.99% | 9.44% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 19.58% | 21.70% | -2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.51% | 32.11% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.44% | 27.68% | -2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.95% | 29.71% | -2.76% |
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
CMWAY vs. GS - Profitability Comparison
CMWAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Commonwealth Bank of Australia PK reported a gross profit of 14.50B and revenue of 34.13B. Therefore, the gross margin over that period was 42.5%.
GS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Goldman Sachs Group, Inc. reported a gross profit of 13.35B and revenue of 30.13B. Therefore, the gross margin over that period was 44.3%.
CMWAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Commonwealth Bank of Australia PK reported an operating income of 7.62B and revenue of 34.13B, resulting in an operating margin of 22.3%.
GS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Goldman Sachs Group, Inc. reported an operating income of 3.63B and revenue of 30.13B, resulting in an operating margin of 12.1%.
CMWAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Commonwealth Bank of Australia PK reported a net income of 4.89B and revenue of 34.13B, resulting in a net margin of 14.3%.
GS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Goldman Sachs Group, Inc. reported a net income of 4.62B and revenue of 30.13B, resulting in a net margin of 15.3%.