GOS.DE vs. GS
GOS.DE (The Goldman Sachs Group Inc) and GS (The Goldman Sachs Group, Inc.) are both stocks. Both operate in the Capital Markets industry within the Financial Services sector. Over the past 10 years, GOS.DE returned 23.21%/yr vs 23.28%/yr for GS. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
GOS.DE vs. GS - Performance Comparison
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Different Trading Currencies
GOS.DE is traded in EUR, while GS is traded in USD. To make them comparable, the GS values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, GOS.DE achieves a 24.16% return, which is significantly higher than GS's 21.65% return. Both investments have delivered pretty close results over the past 10 years, with GOS.DE having a 23.21% annualized return and GS not far ahead at 23.28%.
GOS.DE
- 1D
- 4.82%
- 1M
- 17.51%
- YTD
- 24.16%
- 6M
- 29.32%
- 1Y
- 79.79%
- 3Y*
- 48.80%
- 5Y*
- 26.68%
- 10Y*
- 23.21%
GS
- 1D
- -4.17%
- 1M
- 13.50%
- YTD
- 21.65%
- 6M
- 24.01%
- 1Y
- 73.72%
- 3Y*
- 46.82%
- 5Y*
- 25.89%
- 10Y*
- 23.28%
GOS.DE vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOS.DE The Goldman Sachs Group Inc | 24.16% | 41.21% | 59.90% | 12.22% | -3.93% | 64.17% | 4.33% | 44.58% | -31.54% | -4.67% |
GS The Goldman Sachs Group, Inc. | 21.65% | 38.05% | 62.07% | 12.43% | -2.16% | 58.65% | 7.77% | 43.65% | -30.40% | -5.51% |
Correlation
The correlation between GOS.DE and GS is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.53 |
Over the past year, GOS.DE and GS have become more correlated (0.77) than their long-term average of 0.53, meaning their price movements have been converging.
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Return for Risk
GOS.DE vs. GS — Risk / Return Rank
GOS.DE
GS
GOS.DE vs. GS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group Inc (GOS.DE) 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.
| GOS.DE | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.42 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.69 | 4.07 | +0.62 |
| Martin ratioReturn relative to average drawdown | 14.36 | 12.45 | +1.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOS.DE | GS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.87 | 2.67 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.94 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.78 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.37 | -0.04 |
Drawdowns
GOS.DE vs. GS - Drawdown Comparison
The maximum GOS.DE drawdown since its inception was -75.91%, roughly equal to the maximum GS drawdown of -75.40%. Use the drawdown chart below to compare losses from any high point for GOS.DE and GS.
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Drawdown Indicators
| GOS.DE | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.91% | -75.40% | -0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -17.18% | -18.21% | +1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -35.39% | -34.11% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -35.39% | -34.11% | -1.28% |
Max Drawdown (10Y)Largest decline over 10 years | -44.86% | -44.78% | -0.08% |
Current DrawdownCurrent decline from peak | 0.00% | -4.17% | +4.17% |
Average DrawdownAverage peak-to-trough decline | -23.67% | -20.91% | -2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 5.94% | -0.31% |
Volatility
GOS.DE vs. GS - Volatility Comparison
The current volatility for The Goldman Sachs Group Inc (GOS.DE) is 8.97%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 9.96%. This indicates that GOS.DE 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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Volatility by Period
| GOS.DE | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.97% | 9.96% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 21.47% | 22.53% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.11% | 27.77% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.28% | 27.80% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 30.10% | -1.21% |
Dividends
GOS.DE vs. GS - Dividend Comparison
GOS.DE's dividend yield for the trailing twelve months is around 1.34%, less than GS's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOS.DE The Goldman Sachs Group Inc | 1.34% | 1.40% | 1.67% | 2.39% | 2.30% | 1.40% | 1.77% | 1.56% | 1.59% | 1.02% | 0.90% | 1.19% |
GS The Goldman Sachs Group, Inc. | 1.64% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
Financials
GOS.DE vs. GS - Financials Comparison
This section allows you to compare key financial metrics between The Goldman Sachs Group 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GOS.DE and GS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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