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

Correlation

The correlation between FCNCA and GS is 0.49, 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.


Performance

FCNCA vs. GS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Citizens BancShares, Inc. (FCNCA) and The Goldman Sachs Group, Inc. (GS). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%December2025FebruaryMarchAprilMay
2,634.91%
1,044.11%
FCNCA
GS

Key characteristics

Sharpe Ratio

FCNCA:

0.15

GS:

0.87

Sortino Ratio

FCNCA:

0.53

GS:

1.43

Omega Ratio

FCNCA:

1.07

GS:

1.20

Calmar Ratio

FCNCA:

0.19

GS:

0.98

Martin Ratio

FCNCA:

0.51

GS:

3.30

Ulcer Index

FCNCA:

12.70%

GS:

9.19%

Daily Std Dev

FCNCA:

39.38%

GS:

33.99%

Max Drawdown

FCNCA:

-63.51%

GS:

-78.84%

Current Drawdown

FCNCA:

-22.08%

GS:

-15.42%

Fundamentals

Market Cap

FCNCA:

$24.53B

GS:

$173.91B

EPS

FCNCA:

$174.56

GS:

$43.08

PE Ratio

FCNCA:

10.56

GS:

12.99

PEG Ratio

FCNCA:

0.00

GS:

6.39

PS Ratio

FCNCA:

2.70

GS:

3.28

PB Ratio

FCNCA:

1.15

GS:

1.42

Total Revenue (TTM)

FCNCA:

$12.83B

GS:

$51.47B

Gross Profit (TTM)

FCNCA:

$9.57B

GS:

$46.36B

EBITDA (TTM)

FCNCA:

$3.97B

GS:

$18.47B

Returns By Period

In the year-to-date period, FCNCA achieves a -13.30% return, which is significantly lower than GS's -0.72% return. Over the past 10 years, FCNCA has outperformed GS with an annualized return of 22.92%, while GS has yielded a comparatively lower 13.13% annualized return.


FCNCA

YTD

-13.30%

1M

17.19%

6M

-15.62%

1Y

6.05%

5Y*

38.38%

10Y*

22.92%

GS

YTD

-0.72%

1M

22.39%

6M

-1.86%

1Y

29.36%

5Y*

28.17%

10Y*

13.13%

*Annualized

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Risk-Adjusted Performance

FCNCA vs. GS — Risk-Adjusted Performance Rank

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

FCNCA
The Risk-Adjusted Performance Rank of FCNCA is 5757
Overall Rank
The Sharpe Ratio Rank of FCNCA is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FCNCA is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FCNCA is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FCNCA is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FCNCA is 5959
Martin Ratio Rank

GS
The Risk-Adjusted Performance Rank of GS is 8080
Overall Rank
The Sharpe Ratio Rank of GS is 8181
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 8484
Calmar Ratio Rank
The Martin Ratio Rank of GS is 8181
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.

FCNCA vs. GS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Citizens BancShares, Inc. (FCNCA) 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 FCNCA Sharpe Ratio is 0.15, which is lower than the GS Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FCNCA 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.15
0.87
FCNCA
GS

Dividends

FCNCA vs. GS - Dividend Comparison

FCNCA's dividend yield for the trailing twelve months is around 0.39%, less than GS's 2.08% yield.


TTM20242023202220212020201920182017201620152014
FCNCA
First Citizens BancShares, Inc.
0.39%0.33%0.27%0.28%0.23%0.29%0.30%0.38%0.31%0.34%0.46%0.47%
GS
The Goldman Sachs Group, Inc.
2.08%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%

Drawdowns

FCNCA vs. GS - Drawdown Comparison

The maximum FCNCA drawdown since its inception was -63.51%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for FCNCA and GS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-22.08%
-15.42%
FCNCA
GS

Volatility

FCNCA vs. GS - Volatility Comparison

First Citizens BancShares, Inc. (FCNCA) and The Goldman Sachs Group, Inc. (GS) have volatilities of 13.96% and 14.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
13.96%
14.21%
FCNCA
GS

Financials

FCNCA vs. GS - Financials Comparison

This section allows you to compare key financial metrics between First Citizens BancShares, Inc. 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


0.005.00B10.00B15.00B20212022202320242025
3.53B
12.17B
(FCNCA) Total Revenue
(GS) Total Revenue
Values in USD except per share items

FCNCA vs. GS - Profitability Comparison

The chart below illustrates the profitability comparison between First Citizens BancShares, Inc. 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

-50.0%0.0%50.0%100.0%20212022202320242025
65.1%
58.0%
(FCNCA) Gross Margin
(GS) Gross Margin
FCNCA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, First Citizens BancShares, Inc. reported a gross profit of 2.30B and revenue of 3.53B. Therefore, the gross margin over that period was 65.1%.

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%.

FCNCA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, First Citizens BancShares, Inc. reported an operating income of 805.00M and revenue of 3.53B, resulting in an operating margin of 22.8%.

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%.

FCNCA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, First Citizens BancShares, Inc. reported a net income of 483.00M and revenue of 3.53B, resulting in a net margin of 13.7%.

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%.