GS vs. CL

In the year-to-date period, GS achieves a -18.88% return, which is significantly lower than CL's -1.99% return. Over the past 10 years, GS has outperformed CL with an annualized return of 11.20%, while CL has yielded a comparatively lower 4.87% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and Colgate-Palmolive Company (CL). 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 GS Sharpe Ratio is 0.51, which is higher than the CL Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of GS and CL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GS's dividend yield for the trailing twelve months is around 2.54%, more than CL's 2.26% yield.

The maximum GS drawdown since its inception was -78.84%, which is greater than CL's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for GS and CL. For additional features, visit the drawdowns tool.

The Goldman Sachs Group, Inc. (GS) has a higher volatility of 14.80% compared to Colgate-Palmolive Company (CL) at 8.82%. This indicates that GS's price experiences larger fluctuations and is considered to be riskier than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between The Goldman Sachs Group, Inc. and Colgate-Palmolive Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.