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

Key characteristics


FITBGS
YTD Return12.90%22.10%
1Y Return60.50%46.40%
3Y Return (Ann)0.99%11.53%
5Y Return (Ann)11.57%21.78%
10Y Return (Ann)10.36%13.75%
Sharpe Ratio1.912.13
Daily Std Dev31.37%21.66%
Max Drawdown-98.13%-78.84%
Current Drawdown-16.00%0.00%

Fundamentals


FITBGS
Market Cap$26.53B$146.63B
EPS$3.14$25.65
PE Ratio12.3517.73
PEG Ratio3.443.14
Revenue (TTM)$8.14B$46.73B
Gross Profit (TTM)$7.82B$37.53B

Correlation

-0.50.00.51.00.6

The correlation between FITB and GS is 0.58, 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

FITB vs. GS - Performance Comparison

In the year-to-date period, FITB achieves a 12.90% return, which is significantly lower than GS's 22.10% return. Over the past 10 years, FITB has underperformed GS with an annualized return of 10.36%, while GS has yielded a comparatively higher 13.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%December2024FebruaryMarchAprilMay
65.74%
825.53%
FITB
GS

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Fifth Third Bancorp

The Goldman Sachs Group, Inc.

Risk-Adjusted Performance

FITB vs. GS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITB) 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.


FITB
Sharpe ratio
The chart of Sharpe ratio for FITB, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for FITB, currently valued at 2.69, compared to the broader market-4.00-2.000.002.004.006.002.69
Omega ratio
The chart of Omega ratio for FITB, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for FITB, currently valued at 1.17, compared to the broader market0.002.004.006.001.17
Martin ratio
The chart of Martin ratio for FITB, currently valued at 8.12, compared to the broader market-10.000.0010.0020.0030.008.12
GS
Sharpe ratio
The chart of Sharpe ratio for GS, currently valued at 2.13, compared to the broader market-2.00-1.000.001.002.003.004.002.13
Sortino ratio
The chart of Sortino ratio for GS, currently valued at 3.14, compared to the broader market-4.00-2.000.002.004.006.003.14
Omega ratio
The chart of Omega ratio for GS, currently valued at 1.37, compared to the broader market0.501.001.502.001.37
Calmar ratio
The chart of Calmar ratio for GS, currently valued at 1.66, compared to the broader market0.002.004.006.001.66
Martin ratio
The chart of Martin ratio for GS, currently valued at 7.61, compared to the broader market-10.000.0010.0020.0030.007.61

FITB vs. GS - Sharpe Ratio Comparison

The current FITB Sharpe Ratio is 1.91, which roughly equals the GS Sharpe Ratio of 2.13. The chart below compares the 12-month rolling Sharpe Ratio of FITB and GS.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2024FebruaryMarchAprilMay
1.91
2.13
FITB
GS

Dividends

FITB vs. GS - Dividend Comparison

FITB's dividend yield for the trailing twelve months is around 3.58%, more than GS's 2.30% yield.


TTM20232022202120202019201820172016201520142013
FITB
Fifth Third Bancorp
3.58%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%2.23%
GS
The Goldman Sachs Group, Inc.
2.30%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%

Drawdowns

FITB vs. GS - Drawdown Comparison

The maximum FITB drawdown since its inception was -98.13%, which is greater than GS's maximum drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for FITB and GS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-16.00%
0
FITB
GS

Volatility

FITB vs. GS - Volatility Comparison

Fifth Third Bancorp (FITB) has a higher volatility of 7.09% compared to The Goldman Sachs Group, Inc. (GS) at 4.74%. This indicates that FITB'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.


4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
7.09%
4.74%
FITB
GS

Financials

FITB vs. GS - Financials Comparison

This section allows you to compare key financial metrics between Fifth Third Bancorp 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



Values in USD except per share items