GS vs. DE
GS (The Goldman Sachs Group, Inc.) and DE (Deere & Company) are both stocks. GS operates in Capital Markets (Financial Services), while DE operates in Farm & Heavy Construction Machinery (Industrials). Over the past 10 years, GS returned 23.69%/yr vs 24.81%/yr for DE. At a 0.43 correlation, their price movements are largely independent.
Performance
GS vs. DE - Performance Comparison
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Returns By Period
In the year-to-date period, GS achieves a 16.17% return, which is significantly lower than DE's 37.00% return. Both investments have delivered pretty close results over the past 10 years, with GS having a 23.69% annualized return and DE not far ahead at 24.81%.
GS
- 1D
- -0.87%
- 1M
- -0.95%
- YTD
- 16.17%
- 6M
- 15.46%
- 1Y
- 45.78%
- 3Y*
- 49.84%
- 5Y*
- 24.94%
- 10Y*
- 23.69%
DE
- 1D
- 1.49%
- 1M
- 17.30%
- YTD
- 37.00%
- 6M
- 36.20%
- 1Y
- 26.31%
- 3Y*
- 17.72%
- 5Y*
- 13.84%
- 10Y*
- 24.81%
GS vs. DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 16.17% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
DE Deere & Company | 37.00% | 11.39% | 7.56% | -5.48% | 26.59% | 28.86% | 57.96% | 18.30% | -2.90% | 54.83% |
Correlation
The correlation between GS and DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since May 4, 1999 | 0.43 |
The correlation between GS and DE shifts across timeframes, from 0.23 (1 year) to 0.49 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
GS:
$57.63
DE:
$17.76
GS:
17.55
DE:
35.73
GS:
2.27
DE:
8.40
GS:
2.86
DE:
3.74
GS:
$110.77B
DE:
$46.01B
GS:
$61.53B
DE:
$16.40B
GS:
$24.94B
DE:
$11.54B
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Return for Risk
GS vs. DE — Risk / Return Rank
GS
DE
GS vs. DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and Deere & Company (DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GS | DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 1.33 | +1.04 |
| Martin ratioReturn relative to average drawdown | 7.76 | 2.70 | +5.06 |
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Drawdowns
GS vs. DE - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, which is greater than DE's maximum drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for GS and DE.
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Drawdown Indicators
| GS | DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.84% | -73.27% | -5.57% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -19.90% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -30.90% | -21.59% | -9.31% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -33.81% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -48.75% | -37.91% | -10.84% |
Current DrawdownCurrent decline from peak | -8.59% | -3.72% | -4.87% |
Average DrawdownAverage peak-to-trough decline | -22.62% | -18.61% | -4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.92% | 9.75% | -3.83% |
Volatility
GS vs. DE - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) has a higher volatility of 11.32% compared to Deere & Company (DE) at 10.28%. This indicates that GS's price experiences larger fluctuations and is considered to be riskier than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GS | DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.32% | 10.28% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 23.71% | 25.10% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.68% | 30.53% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.09% | 29.49% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.80% | 30.46% | -0.66% |
Dividends
GS vs. DE - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 1.68%, more than DE's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DE Deere & Company | 1.02% | 1.39% | 1.42% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% |
GS The Goldman Sachs Group, Inc. | 1.68% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
Financials
GS vs. DE - Financials Comparison
This section allows you to compare key financial metrics between The Goldman Sachs Group, Inc. and Deere & 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.
Total Revenue: Total amount of money received from sales and other business activities
GS vs. DE - Profitability Comparison
GS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Goldman Sachs Group, Inc. reported a gross profit of 16.91B and revenue of 17.23B. Therefore, the gross margin over that period was 98.2%.
DE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Deere & Company reported a gross profit of 3.33B and revenue of 9.61B. Therefore, the gross margin over that period was 34.7%.
GS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Goldman Sachs Group, Inc. reported an operating income of 6.49B and revenue of 17.23B, resulting in an operating margin of 37.7%.
DE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Deere & Company reported an operating income of 1.56B and revenue of 9.61B, resulting in an operating margin of 16.2%.
GS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Goldman Sachs Group, Inc. reported a net income of 5.63B and revenue of 17.23B, resulting in a net margin of 32.7%.
DE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Deere & Company reported a net income of 656.00M and revenue of 9.61B, resulting in a net margin of 6.8%.
Frequently Asked Questions
GS and DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (11.32%) compared to DE (10.28%). In terms of maximum drawdown, GS dropped -78.84% vs DE's -73.27%.
GS currently has the higher Sharpe Ratio (1.61 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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